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Meridian Trading — deterministic options income, no vibes.

An automated options income engine. ORATS-grade IV data, a 6-tier mathematical scorecard with hard gates, 8 risk checks with circuit breakers. Defined-risk premium selling, end to end. LLMs only for cold-path narration — the trading pipeline is math.

meridian.trading
// the thesis

LLMs do not pick trades. Math picks trades.

Most “AI trading bots” are dressed-up sentiment readers. They make decisions by asking a chatbot what it thinks of a stock. Meridian Trading does the opposite — every decision in the trading pipeline is a deterministic computation against an institutional-quality IV data feed (ORATS). LLMs are used only on the cold path: daily portfolio narration, post-mortem reports.

The strategy is unsexy on purpose: defined-risk premium-selling on liquid underlyings, mechanically managed, with hard gates and circuit breakers.

// the scorecard

6 tiers · hard gates.

  • IV regime — is the implied volatility surface in a tradeable range for the strategy?
  • Greeks fit — does the candidate sit inside the delta / vega / theta window?
  • Liquidity — does the chain have the open interest and tight enough spreads to fill the trade?
  • Wing risk — is the tail risk we’re selling priced fairly?
  • Skew — does the put/call skew confirm the regime?
  • Earnings — is the trade clear of binary catalysts inside the duration?
// the risk layer

8 checks · circuit breakers.

Position concentration, portfolio beta-weighted delta, vega and theta limits, drawdown circuit breakers, max realized loss per day, max realized loss per week, blackout windows around catalysts, and a manual kill-switch that requires a typed phrase to override. The system stops itself before its operator does.

“The trade has to clear the scorecard before anyone can hand-roll it. If the scorecard needs overriding, the trade is the problem — not the scorecard.”

a house rule, written down and kept
// where it is right now

Honest status.

Live in paper-trading on a real venue (Interactive Brokers paper account) against the real IV feed. Going to live capital is a decision that depends on more weeks of clean paper performance and a fully-built reporting layer. There is no fixed date for that.

// what this is NOT

Things we refuse to ship.

  • A subscription that sells signals to other people. The strategy works because the operator is the same person who built the gates.
  • A “let an LLM trade” demo. The model has no place in a hot path that risks money.
  • A black-box. The math is the math. We can show you the scorecard and the risk checks for any trade the system took.
ProjectMeridian Trading
StrategyDefined-risk premium selling
DataORATS · IV surfaces · Greeks
StagePaper trading · live · TBD
StatusPaper trading
Stack
PythonPostgresORATSBlack–ScholesIBKR
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