This study investigated the behavior of Autonomous Investment Agents (AAI) from an investment brokerage, examining whether their decisions are rational or influenced by mental shortcuts. Employing a quantitative and cross-sectional approach, 107 responses were collected from a total of 280 AAI through a questionnaire. The results highlighted the confirmation of seven biases and heuristics, such as regret aversion (76%) and anchoring (63%). These findings underscore the importance of managers and AAI being aware of these influences, effectively guiding decision-making. This study contributes to behavioral finance literature by identifying relevant mental shortcuts in AAI decision-making, providing valuable insights to enhance management practices and financial strategies, with potential positive impacts on investment decisions.