AegisAlpha: Autonomous AI Options Desk

AegisAlpha is an autonomous multi-agent quantitative options trading desk built on Alpaca's Trading API and FastMCP Server, powered by serverless open-source model inference via Featherless AI (Qwen-2.5-72B-Instruct). While conventional retail trading bots rely on simple directional equity orders or high-risk unhedged options bets, AegisAlpha systematically harvests volatility risk premia and directional momentum using defined-risk multi-leg options spreads (Bull Call Spreads, Bear Put Spreads, and Iron Condors) with strict mathematical risk bounds. Multi-Agent Architecture: 1. Market Scanner: Ingests real-time IEX bars, 30-day realized volatility, and 5/20-day moving average momentum for watchlist assets (SPY, QQQ, NVDA, AAPL, TSLA, MSFT). 2. Alpha Strategist (Qwen-2.5-72B): Formulates macro and volatility hypotheses and selects optimal options structures with structured JSON confidence scoring. 3. Quantitative Greeks Optimizer: Filters live Alpaca Option Chains to isolate contracts matching optimal Delta/Gamma/Vega ratios (~0.40 Delta long leg, ~0.20 Delta short leg) to maximize asymmetric convexity. 4. Deterministic Risk Engine (Zero-LLM Authority): 7 hardcoded mathematical safety gates that enforce strict 2% per-trade equity risk limits ($2,000 max), 20% portfolio caps, bid-ask slippage filters, and daily drawdown circuit breakers before autonomous execution on Alpaca. 5. Observability Dashboard: A dark Quantum web interface featuring live payoff curves, Greeks matrix, real-time accepted orders telemetry, and 1-click autonomous execution.