ORION — Autonomous Options Alpha Agent

Created by team Frantal Company on September 02, 2026

ORION is an autonomous AI options trading agent built on Alpaca. Unlike agents that go straight from "find" to "trade", ORION must prove every trade through a disciplined pipeline: Market Intelligence → Options Scanner → Quant Engine → AI Analyst → Adversarial Agent → Risk Governor → Trade Validator → Execution. "NO TRADE" is a first-class, valued outcome — ORION optimizes decision quality, not trade count. Hybrid intelligence by design: all financial math is deterministic Python — market-regime classification, probability of profit and expected value (numeric integration over a lognormal terminal distribution), Greeks/IV, liquidity, an Alpha Score and a Risk Score. The LLM is used only for reasoning: an AI Analyst writes the thesis; an Adversarial Agent tries to prove the trade wrong and can reduce the Alpha Score. The LLM is optional (deterministic fallback) and never the authority on risk; every LLM output is schema-validated or rejected. Independent risk gates: a deterministic Risk Governor can veto any trade (min Alpha/liquidity, max risk, min risk-reward, non-negative expected value, spread, duplicate and exposure caps); conservative position sizing; a pre-flight Trade Validator; and hard paper-trading enforcement. On any error or ambiguity, ORION resolves to NO TRADE. Every decision is audited and journaled. Alpaca integration: trading and account operations (account, clock, positions, orders and order submission — including multi-leg options spreads) run through the official Alpaca CLI; market data (quotes, option chains, Greeks/IV) via the Alpaca REST market-data API. Developed and tested on a dedicated paper account with a $100,000 balance. Includes a premium dark, quant-styled React dashboard (EN/PT), a Monte-Carlo backtest, a searchable decision journal, an offline demo mode that runs with no keys and no network, and 93 automated tests. Paper trading only — ORION refuses to run against real money.

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