AI Trading Advances as Custom Models Outperform Base Algorithms

Customized AI trading agents outperform foundational models by balancing risk metrics like the Sharpe Ratio, highlighting the importance of proprietary tools and user-tailored strategies for competitive advantage in evolving markets.

  • AI-powered trading is evolving to include models that balance risk and reward using metrics like the Sharpe Ratio.
  • Customized AI trading agents outperform foundational large language models in competitive environments.
  • Shared AI trading strategies could reduce the alpha, or excess returns, available in the market.
  • Access to proprietary, customized AI tools remains key to maintaining competitive advantages in trading.
  • The ideal AI portfolio manager allows user customization to reflect individual trading preferences.

Artificial Intelligence (AI) has not yet produced a universally accessible, advanced trading portfolio manager, but experts anticipate its arrival. AI trading faces challenges distinct from other applications because market conditions are dynamic and adversarial. Unlike self-driving cars improving through repetitive data cycles, market forecasts cannot be perfectly predicted.

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Refining AI trading involves complex processes traditionally measured by profit and loss (P&L). However, enhanced algorithms now incorporate risk-adjusted performance metrics such as the Sharpe Ratio, which assesses risk compared to returns to improve model sophistication. Michael Sena, chief marketing officer at Recall Labs, noted that advanced customization takes user preferences into account, focusing on metrics like maximum drawdown and value at risk rather than raw profits to align with traditional financial institution standards.

A recent trading competition on decentralized exchange Hyperliquid tested large language models (LLMs) including GPT-5, DeepSeek, and Gemini Pro, all operating autonomously with the same prompt. These LLMs showed limited performance, barely beating the market. Recall Labs then held a contest allowing participants to submit their own trading agents to compete against these base models. The top three positions went to customized models, demonstrating that specialized agents using extra logic and data sources outperformed foundational AI.

The rise of broadly accessible AI-based trading tools raises concerns about the sustainability of alpha—returns beyond the market average. Sena questioned whether widespread use of the same AI agents would dilute the unique market edge those strategies provide. Consequently, those investing in proprietary AI tools, such as hedge funds and family offices with exclusive algorithms and data, will likely continue to hold advantages.

Sena described an ideal AI portfolio manager as a product that incorporates user input on strategy preferences and parameters, allowing tailored implementation that improves on generic approaches. This blend of automation and customization is seen as the future direction for AI in trading. More details on the competition and AI-driven trading arenas can be found at Alpha Arena.

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