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References: The trader

For education only. Not investment, financial, or trading advice.

Primary source (open-source, Apache-2.0):
- TradingAgents, an open-source multi-agent LLM framework
Authors: Yijia Xiao, Edward Sun, Di Luo, Wei Wang
Organization: TauricResearch
Repository: https://github.com/TauricResearch/TradingAgents
Paper: "TradingAgents: Multi-Agents LLM Financial Trading Framework",
arXiv:2412.20138 (https://arxiv.org/abs/2412.20138)
License: Apache-2.0
Pinned snapshot for this course: 7e9e7b8 (the framework as of 2026-05-01)
All code shown in this lesson is quoted from the framework at the pinned
snapshot above, under the Apache-2.0 license, with attribution. Clawdemy's
lesson prose is original. We teach the architecture only; we make no
investment, financial, or trading claims, and we report no performance results.

The framework is public and free to read. You do not need a GitHub account, the tool called Git, or any programming knowledge: open the link below in your browser and read the files like ordinary web pages.

At the pinned snapshot:

  • tradingagents/agents/trader/trader.py: the trader reads the judge’s plan from shared state, is told to anchor on it, and writes a concrete proposal back as its own field.
  • tradingagents/graph/setup.py: the one line that builds the trader on the quick (cheaper) model, while the judge is built on the deep one.

Where this sits inside this track.

  • The bull and the bear. The previous lesson: the debate and the judge that committed to the verdict this lesson operationalizes.
  • The risk gate. The next lesson: the trader’s proposal is stress-tested by a risk layer (several voices that pull in different directions) and a final manager who can temper or override.
  • Why split one AI into many. Lesson 1 introduced the deep-versus-fast model split that this lesson reads straight off the trader’s wiring.