In the works. Python-based agentic system using LangChain to detect options risk via MCP and RAG. Features a custom MCP server executing Black-Scholes and Monte Carlo models. Integrates a RAG pipeline for live market news, enabling the agent to dynamically adjust volatility and identify theoretical price edges in real-time.
Tech Stack:
- Python
- Databricks
- SQL
- TypeScript
- PySpark (Apache Spark)
- LangChain