The Agentic ETF: How Agentic Trading Becomes an Asset Class

Amandeep Singh

Papers from arXiv.org

Abstract: Three structural trends are converging in public markets: the exchange-traded fund (ETF) has become the dominant fund wrapper, actively managed ETFs are the fastest-growing segment within it, and algorithmic systems now mediate the overwhelming majority of trading volume. We argue that their intersection defines a nascent asset class -- the \emph{Agentic ETF}, a fund whose investment process is delegated to autonomous, large-language-model-driven trading agents that reason over data and execute without a human in the loop. We define agentic trading and distinguish it from rule-based algorithmic trading and robo-advice, decompose the agentic-trading infrastructure into six layers, and identify the incumbent players and structural gaps at each layer. We then present ScalarField.io as a reference implementation of an integrated agentic-trading stack -- spanning a unified multi-venue execution registry, isolated strategy agents with continuous broker reconciliation, first-party market data, and metered compute -- and map its primitives to each layer of the stack. A transparent, assumption-stated sizing exercise suggests the Agentic ETF could plausibly reach hundreds of billions to low trillions of dollars in assets under management by 2030.

Date: 2026-06
References: Add references at CitEc
Citations:

Downloads: (external link)
https://arxiv.org/pdf/2610.06856 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2610.06856

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().