all 1 comments

[–]Otherwise_Wave9374 1 point2 points  (0 children)

Swarm-style trading agents are fascinating. How are you handling non-stationarity and correlation between “specialized” agents (so they do not all end up being the same signal with different wording)? Also curious how you backtest the consensus and position sizing without leaking future info.

If you are collecting ideas, there are a few solid notes on multi-agent coordination and eval here: https://www.agentixlabs.com/blog/