Autonomous Trading Engine

Risk is the
product.

A deterministic trading system built on unbreakable controls — not promises. Every order validated. Every decision audited. LLMs explain, never trade.

aegis://ops/state
statePAPER// live paper, no real capital
risk_gateAPPROVED// deterministic, no bypass
llm_modeSUMMARIZE_ONLY// never executes, never overrides
brokerALPACA_PAPER// api-first, commission-free
scopeUS_EQUITY_ETF// liquid, no leverage, no options
last_audit2026-06-19T22:39:00Z
Portfolio PAPER
Positions Orders Risk Logs
SymbolQtyPriceP&L
SPY 42 541.23 +$187.40
VTI 28 268.91 +$64.20
BND 110 72.14 -$12.10
QQQ 15 452.77 +$93.55
Gross NAV 98.4% MAX 100%
Cash Buffer 11.6% MIN 10%
Daily Turnover 8.3% MAX 25%

Every order stops here.

The risk engine is not a feature bolted on top. It is the final gate before every order — deterministic, versioned, persisted, and impossible to bypass.

Targets Portfolio construction
Construct Intents generated
Risk Deterministic validation
Submit Broker API
Approve
Reject
Resize
Delay
Cancel
Default Risk Parameters
Gross NAV ≤ 100%
Cash Buffer ≥ 10%
Single Issuer ≤ 10%
Single ETF ≤ 20%
Single Order ≤ 2%
Daily Turnover ≤ 25%
Weekly Turnover ≤ 75%
Sector Exposure ≤ 30%

Configurable, versioned, persisted. Breakers trip on drawdown, stale data, disconnect, or reconciliation mismatch — and always require manual acknowledgement to resume.

No shortcuts to live.

Every state transition is audited. Every order is gated by risk. The path from backtest to live is long by design.

DRAFT
Strategy under development
BACKTESTING
Event-driven, look-ahead prevented
CANDIDATE
OOS, walk-forward, stress tests
SHADOW
Live signal, zero orders
PAPER
Live orders, virtual capital
Current
LIVE_CAPPED
Hard position cap active
LIVE
Manual approval required
HALTED
Blocks all orders, cancels eligible orders, fires alerts. Never auto-resumes.
PAUSED
Suspends execution. Resumes on manual acknowledgement.
RETIRED
Strategy archived. Full audit trail preserved.

Built to be understood.

Modular. Provider interfaces. Broker implementations are swappable. The data layer tracks source, freshness, cache, and rate limits. Every gap, duplicate, or invalid price is rejected before it reaches a strategy.

Strategies
Broad ETF Trend Following
Liquid ETF Mean Reversion
Defensive Equity/Treasury Allocation
Risk Engine
Deterministic
final gate
No network, LLM, or UI
Execution
SimulatedBroker
AlpacaPaperBroker
IBKR (scaffolded)
Data
Source + freshness tracking
Cache + rate limits
Calendar-aware
Reject: gaps, duplicates, bad OHLC, future-dated, stale
Backend Python 3.12+ · FastAPI · Pydantic · SQLAlchemy · Alembic
Workers Redis · background workers · WebSocket events
Frontend React · TypeScript · Tailwind CSS
Infra Docker Compose · Ubuntu 24.04 · Separate repo
Quality pytest · Playwright · Ruff · mypy · pre-commit
01

Risk first, always.

Every order passes a deterministic risk gate. No network calls, no LLM consultation, no UI bypass. The gate is pure code. Versioned. Persisted. Tested.

02

LLMs summarize, they do not trade.

Large language models are constrained to research summarization, decision explanation, and journaling. They cannot place orders, change risk parameters, or override controls.

03

Paper only. Always.

No real credentials, no live orders, no live deployment. V1 scope is explicitly bounded: liquid US stocks, broad ETFs, Treasury. No margin, leverage, shorts, options, futures, or crypto.

04

Audit everything.

Every state transition, every order, every rejection, every reconciliation result. Time, actor, correlation ID, versions, idempotency keys. JSON logs. Full trace. No exceptions.

05

Decimal precision. UTC time. Idempotency.

Financial data uses decimal, not float. All timestamps are UTC. Configs are versioned. Submit operations are idempotent. Partial fills, reordered events, reconnects — all handled deterministically.

06

No return promises. No market secrets.

No code or log contains guaranteed return claims or alpha signals. The system seeks long-term risk-adjusted returns within deterministic controls. The goal is survivability, not speculation.

A system that enforces its own discipline.

Aegis is built for one person who wants full control over a rigorously designed autonomous trading operation. No vendor lock-in. No opaque risk. No shortcuts to live.

Stack Python 3.12+ · FastAPI · Postgres · React/TS · Docker
Broker Alpaca Paper Trading API
Scope Liquid US equities · Broad ETFs · Treasury · No leverage
Risk Deterministic gate · Breakers · Reconciliation · HALT state