A protocol-coded audit of 77 LLM trading agent studies shows that only 2 of 19 primary empirical papers report time-consistent data splits and none reach high reproducibility standards.
arXiv preprint arXiv:2602.20493v1 URL: https://arxiv.or g/pdf/2602.20493v1
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Agentic Trading: When LLM Agents Meet Financial Markets
A protocol-coded audit of 77 LLM trading agent studies shows that only 2 of 19 primary empirical papers report time-consistent data splits and none reach high reproducibility standards.