Paper Detail
Terence Lim, Kumar Muthuraman, Michael Sury
We introduce a multi-agent framework intended to emulate parts of a quantitative research team and support equity factor research on large financial panel datasets. QRAFTI integrates a research toolkit for panel data with MCP servers that expose data access, factor construction, and custom coding operations as callable tools. It can help replicate established factors, formulate and test new signals, and generate standardized research reports accompanied by narrative analysis and computational traces. On multi-step empirical tasks, using chained tool calls and reflection-based planning may offer better performance and explainability than dynamic code generation alone.
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@article{lim2026qrafti,
title = {QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance},
author = {Terence Lim and Kumar Muthuraman and Michael Sury},
year = {2026},
abstract = {We introduce a multi-agent framework intended to emulate parts of a quantitative research team and support equity factor research on large financial panel datasets. QRAFTI integrates a research toolkit for panel data with MCP servers that expose data access, factor construction, and custom coding operations as callable tools. It can help replicate established factors, formulate and test new signals, and generate standardized research reports accompanied by narrative analysis and computational tr},
url = {https://arxiv.org/abs/2604.18500},
keywords = {cs.MA, q-fin.GN},
eprint = {2604.18500},
archiveprefix = {arXiv},
}
{}