Author

Wei-Cheng Xue

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#machine learning Preprint Oct 2026

How Execution Assumptions Change Short-Horizon Sharpe Rankings: Evidence from a Synthetic Trading Benchmark

Backtests of LLM trading agents often assume that every order fills at the closing price. We ask whether this choice changes only reported returns or also the order of the agents. Five prompted LLM signal policies and seven classical baselines trade the same synthetic price paths under six execution settings, from near...

Wei-Cheng Xue · 0 citations

#artificial intelligence Preprint Sep 2026

Measurement Boundaries in LLM Financial Agent Evaluation: Fixed-Tape Execution and Multi-Defect Auditing

The studies address different limits: what an execution comparison estimates, and what target recall captures are addressed: what an execution comparison estimates, and what target recall captures.

Wei-Cheng Xue · 0 citations