finance-agent-architectureslisted
Install: claude install-skill howard-lynn-ye/fin-skills
# Finance agent architectures and pipelines
Every mainstream system has the same shape: **roles copied from a trading firm's org chart,
wired by an orchestration graph, fed by tool calls, with a memory/reflection loop.** They differ
on two axes that matter more than the role names — *where the LLM sits* (research time,
decision time, or execution time) and *what is code versus prompt*. None of them ships the hard
gates that decide whether the output may be reported or traded. Those come from this repo.
This skill is the architecture question. Whether any of it makes money is
`../llm-finance-agents/SKILL.md`; read its §1 first, because the honest answer shapes the design:
the LLM belongs at research time, behind gates, until evidence says otherwise.
## 1. The mainstream systems (✅ verified 2026-09-08 — details in `references/systems.md`)
| System | ★ · pushed · licence | Orchestration | Roles | Memory | LLM sits at | Lacks |
|---|---|---|---|---|---|---|
| **TradingAgents** `TauricResearch` | 103,315 · 09-07 · Apache-2.0 | LangGraph `StateGraph` | 4 analysts → bull/bear debate → research mgr → trader → 3-way risk debate → PM | markdown decision log + reflection on realised alpha | **decision** (5-tier rating is the output) | backtester, costs, execution, kill switch |
| **ai-hedge-fund** `virattt` (v2.2.0, PyPI `aihf`) | 63,289 · 09-03 · MIT | plain `run_cycle` pipeline, LangChain provider clients | investor personas → blend → hard risk clamps → broker | prompt cache (exac