"Delphi Alpha team on Alpaca AI Trading Agents Hackathon Hackathon"

Team Idea

Evidence-based autonomous options trading agent on Alpaca paper trading. An LLM classifies market regime and event risk and can veto trades; deterministic code owns pricing, Greeks, position sizing and hard risk gates. Strategy: short-dated, defined-risk index option spreads (SPY/QQQ) grounded in the volatility-risk-premium literature, with a full decision journal and honest process metrics instead of Sharpe theater.

Team Members

Jannis Siomos

jannis_sms

Submission

Delphi: Conformal Risk Control Condor

An autonomous 0DTE SPY iron-condor agent on Alpaca. It sells a band only when the market pays more for it than the band's certified expected payout, behind 31 hard gates, with LLMs voting on categories only and every decision in an audit log.