Market-Dependent Communication in Multi-Agent Alpha Generation

Imagine a team of specialized traders, each with a different way of looking at the market (news, charts, order flow). Instead of working in isolation, they talk to each other through an AI ‘chat room’ that adapts its rules depending on what’s happening in the market (calm vs. volatile). This paper proposes an AI system where many trading agents communicate in a market-aware way to jointly discover trading signals (“alpha”) that a single model would miss.