MountainLion: A Multi-Modal LLM-Based Agent System for Interpretable and Adaptive Financial Trading

TL;DR

MountainLion is a multi-modal, multi-agent LLM-based system that interprets diverse financial data to generate and refine investment strategies, enhancing interpretability and robustness in cryptocurrency trading.

Contribution

It introduces a novel multi-modal, multi-agent framework leveraging LLMs for interpretable and adaptive financial trading, integrating heterogeneous data sources and real-time feedback.

Findings

Improves trading returns through enriched technical and macroeconomic signals

Enhances interpretability with high-quality financial reports and user interaction

Refines decision processes via continuous analysis of historical data

Abstract

Cryptocurrency trading is a challenging task requiring the integration of heterogeneous data from multiple modalities. Traditional deep learning and reinforcement learning approaches typically demand large training datasets and encode diverse inputs into numerical representations, often at the cost of interpretability. Recent progress in large language model (LLM)-based agents has demonstrated the capacity to process multi-modal data and support complex investment decision-making. Building on these advances, we present \textbf{MountainLion}, a multi-modal, multi-agent system for financial trading that coordinates specialized LLM-based agents to interpret financial data and generate investment strategies. MountainLion processes textual news, candlestick charts, and trading signal charts to produce high-quality financial reports, while also enabling modification of reports and investment recommendations through data-driven user interaction and question answering. A central reflection module analyzes historical trading signals and outcomes to continuously refine decision processes, and the system is capable of real-time report analysis, summarization, and dynamic adjustment of investment strategies. Empirical results confirm that MountainLion systematically enriches technical price triggers with contextual macroeconomic and capital flow signals, providing a more interpretable, robust, and actionable investment framework that improves returns and strengthens investor confidence.