"Pythia team on Alpaca AI Trading Agents Hackathon Hackathon"

Team Idea

Pythia — the options chain is a prediction market. A solo-built AI agent that computes market-implied probabilities from option prices (−∂C/∂K), has Claude form independent estimates of the same events, and trades only the disagreements as defined-risk debit spreads — behind eight non-negotiable risk gates, with every forecast Brier-scored against the market when it resolves. Building in public all week: live journal, daily letters, and graded predictions at github.com/allenwangg/pythia.

Team Members

allenwangg

allenwangg486

Submission

+193% winner. Pythia out-forecasts the chain

The options chain is a prediction market — Pythia out-forecasts it. Brier 72% better than the chain; +6.8% on $100k Alpaca paper in 4 sessions; +193% and +101% winners auto-exited; zero manual entries. Claude finds the gap, defined-risk spreads trade it.