Institutional Options Trading & Optimization Suite
Powered by Alpaca Paper API with automatic data sanitization, mathematical no-arbitrage validation, and empirical SPX distributions.
1. Charles Schwab Suite
Live option-chain scanner and capped-risk structures using the Charles Schwab Market Data API
Schwab SPX Options
Defined-Risk 2-Spread (4L) & 4-Spread (8L) Strategy Scanner using the Charles Schwab Market Data API.
Protected Diagonals
3-Leg & 6-Leg Capped Risk Diagonals & Calendars with far-expiry protection wings to eliminate naked Reg-T margin.
Hedged Ratio Spreads
Wide Long Debit Spread financed by N Narrow Short Credit Spreads (N = W₁/W₂ ± ΔN). Zero-collateral capped broken-wing ratio structures.
Wing-Profit Scanner
Finds 0/1-DTE strategies with modeled positive P/L across the full −2.0% to −0.2% and +0.2% to +2.0% spot-price wings.
2. Historical Price Move Statistics
Pure statistical price movement distributions and rolling forward multi-horizon quantiles
3. Historical Options Backtesting
High-level EOD strategy validation using historical SPY/SPX/XSP options data
4. Theoretical Only
Analytical Black-Scholes options pricing, Greeks, and interactive 3D P/L surface visualization
5. Robinhood Agentic Trading
Live trading via official Robinhood MCP (Model Context Protocol) server
Robinhood MCP Client
Agentic trading interface to official Robinhood MCP server. Authenticate and access live trading capabilities through Model Context Protocol.
MCP Tool Playground
Interactively explore MCP tools — live spot prices for SPX, XSP, SPY, SPCX, LOFF. Submit equity & options order reviews and analyze raw responses.
RH Order Builder Bookmarklet
Install the 1-click browser bookmarklet to automatically build 4-leg options strategies on Robinhood.com directly from scanner links with full strike & ratio selection.
6. Alpaca Markets
Live OPRA options data ingestion, bidirectional sanitization, and empirical strategy ranking
SPX Strategy Optimizer
Rank 30+ option strategies by R×W score (Reward/Risk × Win Rate) using 2021–2026 SPX historical probability distributions.
Options Chain Debugger
Inspect raw vs sanitized bid/ask/mark prices, ATM-anchored bidirectional repair, and calendar monotonicity validation.
Alpaca Order Review & Submit
Review & place native multi-leg (MLeg) options orders with live marketable natural pricing and live betterment offset engine.
System Architecture & Auto-Sanitization
Automated pipeline ensures clean, arbitrage-free options modeling
1. Live Ingestion & Caching
Fetches live OPRA contracts and snapshots from Alpaca API with automatic IndexedDB offline caching.
2. Instant Pre-Sanitization
Runs ATM-anchored bidirectional smoothing and calendar monotonicity bounds immediately before saving to IndexedDB.
3. Parallel Worker Optimization
Web Workers evaluate multi-leg payoffs instantly using pre-sanitized chains without redundant recalculations.