AI for Safe and Efficient Trading in Electronic Markets

The problem of designing a trading strategy has traditionally been deconstructed into first making predictions ("alpha"), and then desperately deciding on trading actions with those predictions as input. As we approach a decade from the release of AlphaGo, and with the surge of interest in planning and reasoning in the context of large language models, we describe some the problems and opportunities in creating a true end-to-end trading strategy using AI.