MetaPS: Adaptive Programmatic Strategy Selection for Market Agents
For developers of market agents, MetaPS offers a scalable method to learn interpretable, executable strategy selection without requiring LLMs to directly generate actions.
MetaPS proposes a framework for adaptive programmatic strategy selection in market agents, using simulation-guided fine-tuning to choose from a library of code-based strategies. It consistently outperforms fixed-strategy baselines and direct LLM agents across model scales (0.8B-9B), with compact models sometimes surpassing stronger API models.
No single market strategy always wins: momentum, mean reversion, risk control,and event-driven rules can each succeed or fail as market conditions change.Rather than asking large language models to directly generate market actions,we study an executable decision paradigm where an agent selects from a library of programmatic strategies, each implemented as a code module mapping market observations to actions.We propose \textbf{MetaPS}, a simulation-guided framework for adaptive programmatic strategy selection. MetaPS rolls out candidate strategies in simulated or backtested markets, identifies states where particular strategies lead to better future outcomes, and converts these state--strategy pairs into supervised fine-tuning data. During inference, the simulator is no longer queried: MetaPS observes only the current market state and candidate strategy context, selects a suitable strategy program, and the selected program produces the final action. Experiments on multi-stock trading and a controlled goods-exchange sandbox show that MetaPS consistently improves across model scales from 0.8B to 9B parameters. It outperforms fixed-strategy baselines, direct decision-making agents, and prompted API-based LLM agents; in several settings, compact fine-tuned models even surpass stronger API models. These results demonstrate that market simulations can provide scalable and targeted supervision for learning adaptive, interpretable, and executable strategy selection.