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GlassBox: agentic options trading, fully auditable
GlassBox is an autonomous options trading agent built for the Alpaca Options Alpha hackathon, and its premise is that an agent should be auditable before it is clever. Every cycle screens the full SPY option chain from Alpaca's paper tier, builds defined-risk candidates, and hands them to a deterministic governor that recomputes max loss from strikes, quantity and net price. It never trusts the strategist's claim, reading it only to record how far off it was. Ten checks run on every decision, including a 2% per-structure cap and a 10% book cap on the scored account, a cash floor, a churn guard, and an expiry bound so positions resolve inside the scored window. The order builder cannot express a naked short option: the covering asset is a required argument. Every decision is written to an append-only provenance ledger before any order exists, with the account snapshot, the proposal, the per-rule verdict, the config content hash and the code version. A Streamlit dashboard folds those chains, renders every check, and replays any verdict from its own inputs. The hero exhibit is the run where a deliberately oversized cash-secured put claiming a 250 max loss was refused on the governor's own arithmetic: 152,584 against a 2,000 cap. Execution uses Alpaca's official SDK with an account identity guard and idempotent client order ids; Alpaca's MCP server sits in the natural-language strategist path. Seven contract suites, 189 tests, are the merge gate.
4 Sep 2026
