Agents

RetailAgent: Structured Adverse Timing in Self-Conditioned Multimodal LLM Trading Agents

Single source1 source14 Oct 2026

arXiv:2608.28399v2 Announce Type: replace Abstract: In financial markets, a sequential policy that reacts systematically to price movements may become predictable to other market participants.

Reported by 1 source

arxiv.orghttps://arxiv.org/abs/2608.28399

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