Team Idea
VolSense is an autonomous trading agent built on Alpaca's Trading API that monitors implied volatility skew across a watchlist and flags mispriced risk in real time. It computes synthetic IV surfaces from live options chains, tracks 25-delta skew deviations against a rolling baseline, and uses an LLM-driven reasoning loop to translate skew anomalies into plain-language trade rationale before executing (or paper-trading) spread positions via Alpaca's API. The agent is designed to reason like a vol desk analyst: it doesn't just chase price momentum, it asks "is risk being priced correctly right now?" and acts when the answer is no.
Team Members
Kirtan Bhavsar
kirtan_bhavsar786
Submission
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