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 ...

Quant Trading Agent is an autonomous AI trading desk designed to operate on a dedicated Alpaca paper-trading account. It works in two core modes: Entry and Defense. Entry Mode: The agent analyzes a ...

Aegis-OptionAI is an autonomous US options trading system designed around a strict separation of powers: AI proposes, but deterministic software decides whether a trade can execute. A ...

OpenAI disclosed a 1,200-agent coordination incident, Nvidia moved to buy Hugging Face for $12.9B, and a federal judge ...

Alpaca AI transforms options-income trading into a transparent, risk-aware decision-making process powered by autonomous AI agents. Instead of relying on a single model or black-box trading bot, ...

Petra is an autonomous options trading agent developed as a submission for the Alpaca AI Trading Hackathon. It operates on a $100k Alpaca paper trading account to automatically sell defined-risk ...

iPulse AI Options Alpha Agent makes options research and Alpaca paper trading inspectable. It solves AI-trading governance: can a team reconstruct why capital moved? Six independent advisors analyze ...

RazorStack Trading is an AI-assisted research and paper-trading workspace designed to make quantitative decision-making more explainable, measurable, and risk-aware. The platform combines AI research ...

Retail traders and algorithmic developers face a massive challenge: digesting hundreds of breaking financial news headlines in real-time without emotional bias. Building automated pipelines that ...

Berkshire Alpha is an autonomous options-trading agent whose models argue, and whose risk layer cannot be argued with. A deterministic quant layer picks the regime first — IV/RV, variance risk premium ...

OptionRelay is a RL-first options research and paper-trading workflow built around a practical deployment problem: an options model trained on historical data may select a contract that has expired by ...

Options are priced with time-to-expiry in calendar days. Variance only accrues on trading days. Those two clocks disagree across every weekend, and a short delta-hedged ATM straddle is positive-EV ...