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Tradenum
Most options flow is noise. Retail traders either chase unusual prints blindly or wire complex no-code graphs they do not fully trust. Tradenum is a defined-risk options agent for Alpaca paper trading. It watches a fixed universe (SPY, QQQ, IWM, AAPL, MSFT, NVDA), classifies each print as follow, fade, or pass, and proposes hedged spreads — bull put credits, bear call credits, iron condors — never naked options. Every run follows the same locked six-node play: scan tape → unusual print → build spread → risk gate → Alpaca mleg → supervise. The agent authors the graph; you watch it run. If a Python gate blocks the trade, the graph stops in public. Passing and vetoing are both first-class outcomes — most flow should not trade. The desk has five surfaces on one agent: Play (animated tape + React Flow graph), Ledger (numbered tickets with full mleg payloads), Universe (batch scan), Watch (open paper risk + supervisor), and MCP (five tools for Cursor — same TradeNumAgent as the API, not a second strategy). Safety is geometry: max loss caps, buying power checks, duplicate-position guards, paper-only enforcement, and a kill switch. Quality gates can be overridden by a human stamp; hard gates (defined risk, leg count) cannot. Built with FastAPI, Python, SQLite ledger, Next.js, and Alpaca Trading API + MCP. Deployed on Railway (API) and Vercel (desk). Practice mode compiles and gates without posting; arm mleg to send paper orders when gates clear.
4 Sep 2026
