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Synthetix Alpha
Synthetix Alpha is an autonomous options, equity and crypto trading agent with one hard rule: LLM agents research, a deterministic runtime trades. Agents read arXiv quant-finance papers and write strategies as declarative JSON specs: option legs by delta, DTE window, signal gates, exits, sizing. A backtester replays real option chains day by day with fills at mid plus half-spread, a same-day volume floor, split adjustment and commissions. Candidates are scored on worst year and drawdown, re-tested on an unseen vendor and underlying and swept for fragility. Kaggle chains, DoltHub volatility surfaces 2019-2026, FRED, Yahoo Finance earnings, FOMC dates and Finnhub news feed it, and WRDS validates spreads and factors. It caught its own error: on minute bars from the price a market order actually gets, the gap fade's edge was an opening-print artefact, and we say so. On a Hostinger VPS a scheduler fires at 09:31, 09:45, 15:50 and 15:56 ET and runs three sleeves: put credit verticals (sell 20-delta, buy 10-delta, 65 DTE, exit at 65% of credit, 2x stop or 21 DTE), an equity gap fade (ten most negative volatility-scaled gaps, open to close) and crypto dislocations (24h move below -3.5 sigma, 48h hold). The options screen spans 1,500 names: IV/RV 1.25-2, $20M ADV, chain spread under 10%, no earnings within 30 days. Every order clears governance.yaml gates: positive NAV, 20% total and 5% daily drawdown halts, 1x leverage, 10% per name, 12 slots, defined-risk only, 3% of equity at risk, and a crossing check (bid/ask credit at least 60% of mid). Multi-leg limit orders go through the Alpaca CLI with client order ids hashed from legs and date and deduplicated at the broker; a paper-only assertion refuses live keys. A dashboard (FastAPI on Render, Next.js on Vercel) shows the screen, positions and execution ledger; a Featherless-hosted LLM critic reviews each candidate as a risk officer; every approval re-runs the deterministic gate before a paper order is placed.
4 Sep 2026
