◆ Supervised Monitor
Watches the book's Greeks drift through the session and computes the hedge to bring delta back to flat. Inside a tight, pre-authorised rehedging band it fires the futures/stock hedge itself; outside it, it stages the trade and the oversight/risk agent gates the commit.
Memory
Working Live book Greeks, drift since last hedge, rehedge band.
Episodic Today's hedge fills and slippage.
Semantic Hedging cost models, microstructure of the hedge instruments.
Store Risk store + hedge-execution log
Orchestration
MCP
Harness · Managed Agents … always-on Greeks monitor; sandboxed scenario revaluation.
Tools
{ } Risk engine (live Greeks) API { } Hedge execution (futures/stock) API ›_ Scenario revaluation sandbox Code exec ⇄ Oversight/risk agent gate A2A
Evals & guardrails
- Auto-hedge strictly capped by a pre-authorised band; everything else gated by the risk agent before commit.
- Hedge slippage and residual-risk tracked per session.
- Kill-switch on any limit breach; control plane and risk agent notified immediately.
Frontier edge
- ▲World-model simulation: prices the slippage and residual-Greek path of each candidate hedge before firing, picking the cheapest route to flat.
- ▲Formal action-gating: in-band auto-hedges are cryptographically signed and replayable, provably inside the pre-authorised envelope.
- ▲Anticipatory hedging: reads gamma against the day's expected flow to pre-stage the rehedge ahead of the drift, not after it.
In numbers
640
Hedges proposed / day
< 0.4%
Avg. residual delta
Handoffs
Fed by ← Options RFQ Pricing Agent
Across ⇢ Risk → Market Risk for limit framework