PYTHIA

the options chain is a prediction market

An autonomous options agent that reads market-implied probabilities off the chain (Breeden–Litzenberger), asks Claude where it disagrees, and trades the gap — always defined-risk, behind eight plain-code gates the model cannot argue with. Built solo for the Alpaca AI Trading Agents Hackathon, Aug 28 – Sep 4, 2026. Every forecast was journaled before it resolved and graded after.

+6.8% on $100k live paper  ·  Brier 0.0159 vs the chain's 0.0566  ·  9 orders · 7 vetoed · zero manual
$100,000 $98,474 $109,584 $107,814 $106,824 · +6.8% Start Mon Tue Wed Thu
Four sessions on a dedicated Alpaca paper account. Exits banked by rule (+193%, +101%); Thursday's losing spread is disclosed in the journal — the market was right that day.