Contagion on the Trading Floor: How Adversarial Signals Spread in Multi-Agent Trading Systems

X has introduced in-stream stock trading capabilities to its platform. Simultaneously, a new research paper on arXiv, titled Contagion on the Trading Floor, examines the vulnerability of multi-agent trading systems based on LLMs. The study introduces the Generic Multi-Agent Trading System (GMATS) to analyze how black-box, input-only attacks can spread adversarial signals through social-media feeds. These attacks use budget-constrained, benign-looking content to poison the evidence streams used by LLM-driven quantitative finance analysts.