Abitda

Created by team Visionaries on September 04, 2026
Options Alpha Agents

Most AI trading submissions build fragile bots that fire unhedged options orders and blow up the moment volatility spikes. ABITDA was built on a different premise: the options market doesn’t need another toy bot; it needs an institutional evaluation harness—a "SWE-bench for options finance"—that proves an autonomous agent can survive a crisis before it is ever granted broker execution privileges. ABITDA provides a standardized evaluation protocol (`OptionsAgentProtocol`) and a Python package (`pip install abitda`) that stress-tests candidate LLMs against deterministic bar-by-bar replays of 5 historical crises: the Aug 5 2024 Yen Carry Crash (+181% VIX surge), 2018 Volmageddon, the SVB bank run, 1987 Black Monday, and a calm-bull baseline. Each simulation outputs an institutional Fiduciary Scorecard graded A+ to F. On the Aug 2024 crash, our Floor Committee preserved 99.44% of capital (max drawdown -1.23%, zero Greek breaches), while an un-harnessed momentum bot suffered a -42.8% margin blowout. Before any agent action reaches the market, three code-enforced mathematical firewalls sit between model decisions and broker execution: 1. Greeks Gatekeeper: Hard analytical Black-Scholes limits capping aggregate book Delta at ±0.25 and Vega at $150. 2. Regime-Flip Emergency Exit: Liquidates short volatility exposure immediately upon macro shock detection (>12% VIX spike). 3. Statistical Edge Guardian: A rolling binomial Z-score monitor that autonomously self-suspends broker access if win-rate decays. An integrated FastMCP server exposes six quantitative tools to external agents (Claude, Cursor, Gemini CLI), while a live React/FastAPI cockpit operates at https://abitda.up.railway.app. Real execution is independently verified on Alpaca Paper Account PA382FDPI5IO with Options Level 3 clearance. The options market doesn't need more bots. It needs an institutional harness deciding which bots are safe to trade. That is ABITDA.

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