M3FT: Micro-Macro-Micro Reasoning for Multi-Agent Cryptocurrency Perpetual Futures Trading
In briefM3FT: A micro-macro-micro reasoning framework for multi-agent crypto perpetual futures trading
SummaryThe paper proposes M3FT, a framework for multi-agent trading of cryptocurrency perpetual futures. Deterministic processing first turns exchange and account data into time-aligned numerical states, which are then converted into explicit market interpretations. Four asset teams refine these through experience retrieval, cross-asset communication and joint-position risk review, and the final stage learns continuous target positions from language and numerical states. On real data, the best configuration achieves a higher mean test return than the evaluated direct LLM, numerical RL and rule-based baselines.