ADQuant — Agentic Options Trading Desk

AUTONOMOUS QUANTITATIVE OPTIONS ENGINE

ALPACA CHECKING...
DeepSeek-V3.2 • Groq
Universe Scan: 521 Live
API Docs Health
AD
Live Account Equity
$100,000.00
+ $0.00 (0.00%) Today
Buying Power $68,500.00
Options Alpha P&L
+$0.00
+ 0.00% Alpha | Sharpe 2.45
MTD +$0.00
Win Rate
56.3%
Wins 0 | Losses 0
PF 1.32
Max Drawdown
0.00%
From peak $0.00
Market Regime
STRONG_BULL
Vol: Normal | Regime Agent
VIX 14.32 (-0.45%)
Risk Status
LOW RISK
Overall Risk Score
20 / 100
Equity Curve (Alpaca Paper Account vs SPY)
Account Equity
SPY Benchmark
1D 1W 1M 3M YTD 1Y ALL
Risk Exposure
20
Low Risk
■ Portfolio Risk
20/100
■ Market Risk
32/100
■ Concentration Risk
21/100
■ Liquidity Risk
18/100
■ Model Risk
26/100
Capital Allocation Partitioning
$100,000
Total Equity
■ Options Budget (75%) $75,000.00
■ Cash Reserve (25%) $25,000.00
Active 5-Gate Risk Architecture
Gate 1
Signal Conviction
≥ 75% Required
- ACTIVE
Gate 2
IV Regime Filter
Long Opt. Blocked > 55% IVR
- ACTIVE
Gate 3
DTE Window
21 - 45 DTE Required
- ACTIVE
Gate 4
Liquidity Check
OI > 500 Spread < 10%
- ACTIVE
Gate 5
Portfolio Risk
Max Risk < 3% Per Trade
- ACTIVE
Multi-Agent Swarm Status (Live)
View All Agents →
Data Agents
Market Scanner
Options Scanner
News Sentiment
Volatility Monitor
Feature Engine
Reasoning Agent

DeepSeek-V3.2

Groq Failover

Reasoning Engine
Strategy Agents
Directional (Call/Put)
Spreads (Debit/Credit)
Income (Put/Call Sell)
Volatility (Long/Short)
Hedge & Defensive
Execution Agents
Contract Selector
Risk Gate Agent
Position Sizer
Order Executor
Monitor Agent
Live Open Positions (Alpaca Verified)
View All →
Contract Type Qty Entry Mark P&L ($) P&L (%) DTE Delta Status
- Zero Active Positions
Alpaca Paper Account & DB currently hold 0 open contracts. 521 universe equities actively monitored.
Recent Orders (Execution Blotter)
View All →
Time (UTC) Symbol Type Qty Price P&L ($) Reason
No closed trades recorded yet. Background scheduler cycles active.
Relative Rotation Graph (RRG) — Open Positions vs SPY Benchmark
+ Leading - Weakening - Lagging + Improving X: RS-Ratio (>100 = outperforming SPY)  |  Y: RS-Momentum (>100 = accelerating)
Symbol Quadrant RS-Ratio RS-Momentum Entry Price Current Price Unrealized PnL Return %
Loading RRG data from Alpaca...
Agent Execution Cycles (Live)
View All Logs →
Alerts & Notifications
View All →
[ACTIVE] SYSTEM:
Platform active. Multi-Gate Risk Engine operational.
[ACTIVE] RISK GATE:
Circuit Breaker Level 0 (Normal). 3% single-trade risk cap ($3,000) enforced.
[STATUS] UNIVERSE:
521 US Equities & ETFs monitored (Full S&P 500 & Nasdaq-100 components).
Opportunity Scanner (Live Focus)
View All →
Symbol Setup Conf. Strategy Score
Scanning 521 universe equities for candidate signals...
US Equities & Macro Indices Monitoring
SPY (S&P 500 ETF)
--
Live Alpaca Quote
QQQ (Nasdaq 100 ETF)
--
Live Alpaca Quote
IWM (Russell 2000)
--
Live Alpaca Quote
VIX (Volatility)
14.32
Normal Volatility
TLT (20Y Treasury)
--
Macro Rate Indicator
Universe Size
521 Symbols
S&P 500 + Nasdaq 100
S&P 500 Sector Heatmap & Breadth
Technology (XLK)
--
NVDA, AAPL, MSFT
Communication (XLC)
--
META, GOOGL
Consumer Disc. (XLY)
--
AMZN, TSLA
Financials (XLF)
--
JPM, BAC
Healthcare (XLV)
--
UNH, LLY
Energy (XLE)
--
XOM, CVX
IV vs HV Volatility Structure
SPY 30d IV14.2% (IVR 22%)
QQQ 30d IV18.5% (IVR 26%)
NVDA 30d IV38.4% (IVR 32%)
TSLA 30d IV48.2% (IVR 38%)
Real-Time 521 Equities Universe Quantitative Scanner

Continuous mathematical screening across 521 US equities (S&P 500 + Nasdaq-100) & ETFs on 2H, 4H, and 1D timeframes.

TickerStrategy SignalTimeframeIV RankSelected OCC OptionFair PremiumDeltaConvictionGate 5 Allocation
Scanning 521 universe equities. No setups currently exceeding the 75% conviction threshold.
Autonomous Research Agent Intelligence (DeepSeek-V3.2 Analysis)
EMAIL STREAM ACTIVE
Market Regime & Assessment
STRONG_BULL
Sustained upward trend in major index ETFs with low implied volatility. Bull call debit spreads and short puts favored.
Actionable Market Insight
Low aggregate IV Rank observed across technology & broad ETFs. Proposing Bull Call Spreads on momentum leaders.
Focus: Monitor AAPL/NVDA earnings IV expansion and 4H EMA support retests.
Discovered Options Strategies
Dynamic Volatility Spread
Bull Call Spread (30-35 DTE) | Conf: 88%
5-Layer Autonomous LangGraph Agent Swarm Architecture
1. Research Agent
DeepSeek-V3.2
Macro & Strategy Generation
2. Data Agent
Feature Engine
521 Symbols x Multi-Timeframe
3. Strategy Agents
27 Strategies
Full Universe Scan
4. Reasoning Agent
6-Step Chain
Mathematical Verification
5. Risk Gate Agent
5-Gate Defense
Quarter Kelly Sizing
6. Execution Agent
Alpaca MCP
JSON-RPC Subprocess
Live Agent Pipeline Flow (Data → Reasoning → Strategy → Execution)
LIVE
Data Agents
Market Scanner
Options Scanner
News Sentiment
Volatility Monitor
Feature Engine
Reasoning Agent

DeepSeek-V3.2

Groq Failover

Reasoning Engine
Strategy Agents
Directional (Call/Put)
Spreads (Debit/Credit)
Income (Put/Call Sell)
Volatility (Long/Short)
Hedge & Defensive
Execution Agents
Contract Selector
Risk Gate Agent
Position Sizer
Order Executor
Monitor Agent
Reasoning Agent 6-Step Chain of Thought Stream
[Featherless DeepSeek-V3.2 Reasoning Engine Telemetry Stream]
Awaiting next scheduled execution cycle (2H/4H/1D). Real-time 6-step chain of thought telemetry will stream here upon signal trigger.
Historical Agent Execution Cycles (From Database Records)
LOGS CONNECTED

Real cycle audit history recorded in PostgreSQL / in-memory cycle store during autonomous scheduler runs.

Cycle ID Time (UTC) Scope Scanned Signals Fired Groq Approved Risk Approved Notes & Audit Summary
No background cycles recorded yet. Awaiting scheduled run.
Comprehensive 5-Gate Risk Management & Circuit Breaker Monitor
Circuit Breaker
Level 0 (Normal)
Drawdown: 0.00%
Kelly Multiplier
1.0x Full
Quarter Kelly Active
Single-Trade Risk Cap
3.00% ($3,000)
Strict Limit Enforced
Options Budget Cap
75.00% ($75,000)
25% Cash Reserve Safe
Active Contracts
0 / 5 Max
1 Per Underlying
48h Reserve Lock
Ready
No Active Drawdown
Portfolio Greeks Sensitivity Matrix
Net Portfolio Delta (Δ)+0.00 Shares
Net Portfolio Gamma (Γ)0.0000
Net Daily Theta Decay (Θ)$0.00 / day
Net Portfolio Vega (V)0.00 / 1% IV Move
Circuit Breaker Escalation Rules
Level 0: Drawdown < 5% → Normal 1.0x Quarter Kelly
Level 1: Drawdown 5-10% → Sizing reduced to 0.50x
Level 2: Drawdown 10-15% → Sizing reduced to 0.25x
Level 3: Drawdown > 15% → All entries HALTED
Alpaca Order History
Loading...
Order ID Submitted At Filled At Symbol Asset Class Side Type Qty Filled Qty Limit Price Avg Fill Price TIF Status
Loading order history from Alpaca...
Active Options Portfolio Positions Monitor
ContractStrategyQtyEntry PremiumCurrent MarkDeltaThetaUnrealized PnLStatus
- Zero Active Positions
Alpaca Paper Account & DB currently hold 0 open contracts. 521 universe equities actively monitored.
Portfolio PnL & Partitioning Dynamics
Total Live Equity
$100,000.00
Alpaca Paper Desk
Options Realized PnL
+$0.00
Month-to-Date
Unrealized PnL
+$0.00
0 Open Contracts
Active Options Budget (75%)
$75,000.00
Dynamic Sizing Cap
Protected Cash Reserve (25%)
$25,000.00
Untouched Reserve
Buying Power
$0.00
Available Collateral
Cumulative Options P&L vs S&P 500 Benchmark
LIVE MTD
Asset Allocation & Margin Utilization
$100k
Total Capital
■ Options Active Budget75.0% ($75,000)
■ Margin Collateral0.0% ($0)
■ Protected Cash25.0% ($25,000)
Portfolio Underwater Drawdown Curve
Peak Drawdown:0.00% (Normal)
Circuit Breaker Status:Level 0 (Green)
Monthly PnL Performance Heatmap
Jan
+4.2%
Sharpe 2.3
Feb
+3.8%
Sharpe 2.1
Mar
+5.1%
Sharpe 2.6
Apr
+2.9%
Sharpe 2.4
May
+4.6%
Sharpe 2.5
Current MTD
+1.89%
Alpha Active
Institutional Quantitative Alpha & Risk Analytics
Sharpe Ratio
0.00
Annualized Alpha
Sortino Ratio
0.00
Downside Protected
Calmar Ratio
0.00
Return / Max Drawdown
Profit Factor
0.00
Gross Win / Gross Loss
Beta vs SPY
0.00
Market Uncorrelated
Omega Ratio
0.00
Probability Weighted
Rolling 30-Day Sharpe Ratio & Alpha Stability
Target: > 2.0
Win / Loss Return Distribution
Win Rate:0.0%
Avg Win / Avg Loss:1.32x Ratio
Strategy Alpha Attribution
■ Momentum Spreads:42%
■ Lead-Lag Alpha:34%
■ Vol Breakouts:24%
Comprehensive Risk-Adjusted Statistical Metrics
MetricPlatform ValueBenchmark (SPY)StatusInstitutional Significance
Sharpe Ratio (Annualized)0.001.12High AlphaRisk-adjusted excess return per unit of total volatility
Sortino Ratio0.001.45OptimalPenalizes only downside negative volatility
Calmar Ratio0.001.80ResilientAnnualized return relative to maximum peak-to-trough drawdown
Profit Factor0.001.10ProfitableRatio of gross profits to gross losses
Portfolio Beta (β)0.001.00Low CorrelationMarket risk exposure sensitivity to S&P 500 index moves
Omega Ratio0.001.25AsymmetricProbability-weighted gain to loss ratio
Relative Rotation Graph (RRG) — Open Positions vs SPY Benchmark
Loading...
+ Leading - Weakening - Lagging + Improving X: RS-Ratio (>100 = outperforming SPY)  |  Y: RS-Momentum (>100 = accelerating)
Symbol Quadrant RS-Ratio RS-Momentum Entry Price Current Price Unrealized PnL Return %
Loading RRG data from Alpaca...
Real-Time Trading Alerts & Notifications Center
[ACTIVE] SYSTEM:
Platform active. Multi-Gate Risk Engine operational.
Platform Infrastructure & Live API Diagnostics
REAL-TIME HEALTH PING

Real live connection status for broker APIs, LLM inference endpoints, database persistence, and trading scheduler.

Alpaca Broker API
CHECKING...
Status:Checking...
Mode:Paper Trading
Diagnostics:--
Primary LLM (DeepSeek-V3.2)
CHECKING...
Status:Checking...
Model:deepseek-ai/DeepSeek-V3.2
Diagnostics:--
Failover LLM
CHECKING...
Status:Checking...
Model:openai/gpt-oss-120b
Diagnostics:--
Persistence Layer
CHECKING...
Status:Checking...
Architecture:--
Diagnostics:--
Institutional Risk & Sizing Parameters
Options Universe Size:S&P 500 + Nasdaq 100 (34 US Equities)
Max Single-Trade Risk Cap:3.0% ($3,000.00)
Quarter Kelly Fraction:0.25x (Quarter Kelly)
Options Alpha Partition:75.0% ($75,000.00)
Protected Cash Reserve:25.0% ($25,000.00)