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Cache Me If You Can: AI Options Trading Agents
Cache Me If You Can is an autonomous, quantitative multi-agent options trading system built on Alpaca's Paper Trading API. Engineered to eliminate retail trading pitfalls—poor sizing, bid-ask slippage, premature exits, and emotional discipline—the platform delivers consistent, risk-adjusted alpha on a $100,000 portfolio through mathematical and algorithmic precision. Multi-Agent Architecture & Regime Routing: A Master Orchestrator continuously analyzes market volatility (VIX) to categorize regimes into Risk-On, Neutral, or Risk-Off, routing capital across four specialized autonomous agents: • ThetaCollector: Sells cash-secured puts on liquid ETFs (SPY, QQQ, IWM) to capture time decay when IV Rank is elevated. • MomoBreakout: Buys momentum calls on EMA 20/50 crossovers with volume surges, protected by a 25% peak trailing stop. • IVCrushAgent: Sells ATM straddles ahead of earnings to monetize implied volatility collapse. • HedgeAgent: Deploys protective SPY puts when portfolio delta exceeds +30 or VIX > 22. Quantitative Pricing & Smart Execution: The system computes Black-Scholes pricing and Greeks (Delta, Theta, Vega) in real time to filter optimal contracts. Capital allocation is governed by the mathematical Kelly Criterion, scaled dynamically up to 2.0x via a 6-factor Greedy Opportunity Scorer. Orders execute through SmartExecutor mid-price limit algorithms to eliminate spread slippage. Institutional 6-Gate Risk Management: Every order must clear six hard circuit breakers: VIX crisis kill switch (>= 35), 2% daily loss limit, 5% single-trade cap, 30% options exposure cap, delta neutrality bounds, and event blackouts. Trade metrics are recorded in an SQLite journal and monitored live via an interactive Streamlit dashboard with autonomous background scheduling.
4 Sep 2026
