LBJLincoln26/political-llm-trading-floor
0
Nomos42 Political LLM Trading Floor
10 AI agents trade sector ETFs on daily political signals — every decision is a real LLM API call.
What it does
Each agent receives:
- Daily political events (insider trades, Fed rules, executive orders) from 2026-03-12 to 2026-03-26
- 30-day sector trend baselines (avg excessreturn, winrate per sector)
- Agent-specific persona and system prompt
Each agent must decide: long, short, or hold cash on each event's sector ETF. After all 14 days and ~1120 events, we rank agents by final bankroll.
Leakage-safe: agents never see excess_return, y, or outcome — only signal metadata. Resolution: pnl_pct = direction_sign × excess_return × 5.0 (leverage), capped at ±50%.
Agents (10 real LLMs)
API Endpoints
Architecture
- TradingAgents (arXiv 2412.20138): structured agent reasoning framework
- Prediction Arena (arXiv 2604.07355): 1-bet-per-agent competition validation
- DMAD (Diverse Multi-Agent Debate): structurally distinct reasoning via different system prompts
Data
Political events schema: {date, ticker, event_type, signal_strength, agency, title, signal_type, signal_sector, donor_info, macro} Top event types: insider_trade (961), fed_rule (149), polymarket (8), exec_order (2) Top sectors: private_prisons, healthcare, energy, finance
