TEDA — SMV Options Alpha Agent

TEDA — SMV Options Alpha Agent is an autonomous options trading agent designed to capture high-probability alpha on U.S. equities using the Smart Money Vision (SMV) strategy. Built for the Alpaca AI Trading Agents Hackathon, the system monitors a universe of 10 high-liquidity assets every 5 minutes to identify institutional order flow patterns, liquidity sweeps, and volatility contractions. When valid market conditions are met, TEDA automatically structures and executes multi-leg options strategies—primarily Debit Spreads and Iron Condors—via the Alpaca Paper Trading API. Key Capabilities & Architecture: Execution & Automation: Powered by the Alpaca Trading API, Alpaca MCP Server, and Alpaca CLI for seamless trade routing and real-time portfolio management. Inference & Decision Logic: Leverages open-weight LLMs hosted via Featherless to process structured market signals and synthesize trade setup rationale. Risk Management First: Rigorous position sizing capped strictly at 1% account risk per trade with a target Risk-Reward ratio of 1:7 to maximize mathematical expectation. Monitoring & Deployment: Live telemetry and performance tracking are presented on an interactive Streamlit dashboard, continuously deployed and hosted on Koyeb.