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This guide covers running multiple Agents, each with its own strategy, context, and portfolio. Because each Agent is independent, you can run strategies that should not share assumptions side by side, and compare how they perform without one contaminating the other.

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Why use multiple Agents

A single Agent works best when it has one coherent strategy. The moment you try to run a long-term value approach and a short-term momentum approach out of the same workspace, their assumptions collide: the risk rules differ, the time horizons differ, the screening criteria differ. Splitting them into separate Agents keeps each one clean and its scheduled tasks unambiguous.

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Common multi-agent setups

  • Value Agent + momentum Agent — two different philosophies, each with its own Playbook and rules
  • By market — a US Agent, a Hong Kong Agent, an A-share Agent, each tuned to its market
  • By horizon — a long-term portfolio Agent and a short-term trading-experiment Agent
  • Research + monitoring — one Agent for deep research, another dedicated to portfolio monitoring and alerts

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Step 1: Define each Agent’s mandate

Give each Agent a clear, distinct purpose and Playbook. For a value Agent: 
This agent runs a long-term value strategy. Add to its Playbook: focus on profitable, durable businesses trading below intrinsic value, with strong balance sheets. Long holding periods. Avoid momentum-driven names.
For a separate momentum Agent: 
This agent runs a momentum strategy. Add to its Playbook: focus on names with strong relative strength and improving fundamentals. Shorter horizons. Defined invalidation levels on every position.

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Step 2: Keep contexts separate

The point of multiple Agents is isolation. Do not blur it — run value research in the value Agent and momentum research in the momentum Agent. Each builds its own history, portfolio, and intuition for its strategy.

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Step 3: Compare performance

Because each Agent has its own paper portfolio, you can compare approaches directly: 
[In each agent] Summarize this strategy's paper portfolio performance and what's driving it.
Running the same period through two different strategies is one of the most useful things paper trading enables.

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Step 4: Let each Agent specialize

Over time, each Agent’s Playbook and history make it better at its job. A value Agent that has only ever done value research develops cleaner instincts for it than a generalist juggling everything.

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Common mistakes

  • Too many Agents. Every Agent is context to maintain. Create one per genuinely distinct strategy, not one per idea.
  • Blurring the mandates. If you run momentum trades in your value Agent, you have lost the benefit of separation.
  • Not comparing. The big payoff of multiple Agents is head-to-head comparison. Use it.

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When one Agent is enough

If your strategies share a universe and rules, keep them together. Multiple Agents are for approaches that genuinely should not share assumptions, not for organizing a single coherent strategy.