cs.AI updates on arXiv.org 10月03日
模拟投资大师策略的AI代理研究
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本研究展示了如何通过AI代理系统化地实现传奇投资大师的策略。通过将五位投资大师的哲学思想编码到LLM提示中,并在纳斯达克100成分股的回测中验证,发现AI代理能够成功地将大师的定性哲学转化为可复制的量化策略,为自动化系统化投资开辟了新方向。

arXiv:2510.01664v1 Announce Type: new Abstract: This study demonstrates that GuruAgents, prompt-guided AI agents, can systematically operationalize the strategies of legendary investment gurus. We develop five distinct GuruAgents, each designed to emulate an iconic investor, by encoding their distinct philosophies into LLM prompts that integrate financial tools and a deterministic reasoning pipeline. In a backtest on NASDAQ-100 constituents from Q4 2023 to Q2 2025, the GuruAgents exhibit unique behaviors driven by their prompted personas. The Buffett GuruAgent achieves the highest performance, delivering a 42.2\% CAGR that significantly outperforms benchmarks, while other agents show varied results. These findings confirm that prompt engineering can successfully translate the qualitative philosophies of investment gurus into reproducible, quantitative strategies, highlighting a novel direction for automated systematic investing. The source code and data are available at https://github.com/yejining99/GuruAgents.

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AI代理 投资大师策略 系统化投资 量化策略 自动化
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