Vega Ledger: Auditable AI Options Agent

Vega Ledger is an institutional-grade autonomous options trading agent built on Alpaca's Trading API, LangGraph, and Ethereum Sepolia. While most AI trading agents rely on unconstrained LLM debates that hallucinate alpha, Vega Ledger is engineered around formal mathematical falsification and cryptographic proof. 1. Mathematical Falsification (DSR Rejection) We subjected our core SPY Volatility Risk Premium (VRP) strategy to Bailey & López de Prado's Deflated Sharpe Ratio (DSR) with 10,000-sample discrete stationary bootstrapping. Net of realistic transaction friction ($0.48/contract round trip), Net Sharpe dropped to -0.05 and DSR was 0.00%. Rather than overfitting backtests or manufacturing artificial trades, our agent mathematically rejected its own primary strategy. 2. Deterministic Risk Gates & ML Disarmament Trading intent passes through a non-bypassable risk governor. The VRP engine requires IV Rank > 25% to sell premium. When an experimental Random Forest ML momentum sleeve proposed unhedged directional orders, the risk gate caught the deviation, refused execution, and benched the model for lacking out-of-sample DSR proof. 3. Live Ethereum Sepolia L1 Anchoring Every market evaluation, risk calculation, and trade refusal is recorded in an immutable SHA-256 hash-chained log. To guarantee zero post-hoc revisionism, the root hash is broadcasted directly to the Ethereum Sepolia blockchain (Tx: 0x46f3ce0bdb9e343a4d2c85b57146a5c2fca5c5dd861c9aadab00f21bb75f396d). 4. Official Competition Account (PA3LL11TFH7L) Per hackathon rules, testing was isolated to sandbox accounts. On official submission account PA3LL11TFH7L, SPY IV Rank hovered at 4.8%–12% all week. In an uncompensated volatility regime, the agent deterministically preserved 100% of capital ($100,000.00 cash). In quantitative trading, knowing when NOT to trade is the ultimate edge.