A five-agent SPX 0DTE options pipeline running on sovereign dual-DGX GPU infrastructure — every order human-approved, every decision traceable end-to-end.
Built AI-first: local LLMs reason inside a deterministic risk cage designed so no model can bypass the gates. Today the system trades in a broker paper environment under human-in-the-loop control while a structured fund-launch program takes shape around it.
Market signal to executed order passes through five specialized AI agents — each with a narrow mandate, frozen data contracts between them, and a single trace ID stitching the full causal chain from signal to fill.
Scans market structure for actionable dislocations and volatility events.
Designs defined-risk options structures from the signal, greeks-first.
Independently validates every proposal against risk rules before it advances.
Places human-approved orders through the broker layer — limit-only entries.
Post-trade review and news correlation feed back into the next cycle.
The design principle: LLMs perform bounded reasoning inside a deterministic risk cage — designed so no model can bypass the gates, with the human holding the last word on every order.
Every trade memo requires operator approval in a dedicated control UI before any order is transmitted. Autonomy experiments are confined to paper trading behind staged, monitored rollouts.
operational — paper tradingEntry orders must be limit orders — enforced at three independent layers (prompt, data model, execution gateway). Market orders are reserved for exits and protective liquidation.
operational — paper tradingA live oversight file is read before every proposal cycle. If it says halt, the system halts — a human-writable kill document that outranks every agent.
operational — paper tradingA two-step, armed kill-switch in the operator UI — every activation logged, and exercised in a real, logged operational drill in July 2026. Paired with a capital-protector daemon that monitors positions against loss thresholds.
operational — paper tradingPre-flight checks in every execution gateway refuse malformed orders — a zero or missing quantity can never reach a broker.
operational — paper tradingPaper and live stacks are fully state-isolated — separate databases, separate credentials. The paper stack is provisioned without live-broker credentials, so it cannot place a live order by design.
operational — paper tradingA pre-trade margin gate wired into the executor, designed to validate every order against a deterministic margin engine before submission. Deployed in staged (inert) mode — not yet evaluating or enforcing — while its thresholds soak.
staged — not yet enforcingSpread submissions are watched for naked-leg exposure; detection and paging are operational, with graduated response rungs (probe, cancel-to-flat, residual close) built and staged behind an arming gate.
alerting operational — actions stagedDesigned control: escalating drawdown thresholds move the system from hedge-only mode through entry halt to full liquidation and lock-out.
design targetDesigned control: no strategy reaches production without a signed manifest — code hash, out-of-sample metrics, overfitting probability bound, and a paper-trade attestation window.
design targetThe process is the product: changes to anything safety-relevant follow a fixed ritual designed to make failure boring.
Plan → adversarial review → land inert → audit soak → posture-gated enforcement. Nothing safety-relevant flips on in one step.
Every behavior is verified against a simulated broker and deterministic reasoning stubs before any live LLM or paper-trading test touches it.
Every risk control inherits the data tier of its inputs — automated actions on delayed market data are forbidden by policy.
Seven engineering rules — from limit-only entries to network isolation of the execution path — enforced by tests that must pass on every commit.
Beyond the 0DTE pipeline, the platform is growing a second strategy sleeve and the execution machinery to trade at institutional size — each piece labeled by what it is today.
IgniteEdge is being developed as the trading engine for a planned private fund pursuing a systematic SPX 0DTE options strategy designed around defined-risk structures — maximum loss known at entry — with intended mandates of capped delta exposure and ending each session flat.
A structured launch program is underway alongside the engineering work: legal formation, compliance policies, and an operating spine of independent service providers — fund administrator, auditor, outsourced compliance, counsel, custody, and banking. Every external-facing claim passes a dedicated review gate before it ships, and a hard readiness gate stands before any solicitation begins.
The system currently operates in a broker paper-trading environment with no client capital. No performance figures are published here — when they exist in distributable form, they will come with full methodology and provenance. Investor materials, if any become available, are provided only through a private review process and only to eligible prospective investors.
If you want to talk agentic trading infrastructure, GPU inference, or risk engineering — reach out.
The engineering is ahead of the paperwork. What the launch program needs next is the non-technical operating spine — and warm referrals beat cold search. If you know good people in any of these areas, an introduction would genuinely help:
To be clear: this is a request for professional referrals and expertise only — not for capital. Nothing on this page is an offer or a solicitation of any investment.