Alpaca SaaS Short Trader Delta Neutral

For Claude: How to Use This Skill

Skill instructions are preloaded in context when this skill is active. Do not perform filesystem searches or tool-driven exploration to rediscover them; use the guidance below directly.

Autonomous strategy agent for shorting SaaS names under AI-driven multiple compression while adding a long market hedge to target near delta-neutral exposure.

Default backend is MCP-native:

• Data collection via mcp__seren-mcp__call_publisher
• Storage and PnL via mcp__seren-mcp__run_sql / mcp__seren-mcp__run_sql_transaction
• Project/database lifecycle via mcp__seren-mcp__list_* / create_*

Legacy Python/API scripts remain available as fallback, not default.

What This Skill Provides

• MCP-native 30-name SaaS universe scoring and ranking
• MCP-native 8-name capped short basket construction
• Configurable long hedge leg (default: QQQ) with hedge_ratio
• Side-aware monitor and PnL accounting for short + hedge legs
• Paper / paper-sim / live execution modes
• SerenDB persistence for runs, orders, marks, and PnL
• Self-learning champion/challenger loop with promotion gates
• seren-cron setup for continuous automation

On Invoke

Immediately run a paper-sim scan without asking. Do not present a menu of modes. Follow the MCP-native workflow in scripts/dry_run_prompt.txt to execute a paper-sim run. Display the full scan and scoring results to the user. Only after results are displayed, present available next steps (paper mode, live mode). If the user explicitly requests a specific mode in their invocation message, run that mode instead.

Runtime Files

• scripts/dry_run_prompt.txt - single copy/paste MCP-native run prompt (default)
• scripts/dry_run_checklist.md - MCP-native readiness checklist
• scripts/mcp_native_runbook.md - canonical MCP execution contract
• scripts/strategy_engine.py - core scan/monitor/post-close engine
• scripts/serendb_storage.py - persistence layer
• scripts/seren_client.py - publisher gateway client
• scripts/self_learning.py - learning loop
• scripts/run_agent_server.py - authenticated webhook runner for seren-cron
• scripts/setup_cron.py - create/update cron jobs
• scripts/setup_serendb.py - apply base + learning schemas

Execution Modes

• paper - plan and store paper orders
• paper-sim - simulate fills/PnL only (default)
• live - real broker execution path (requires explicit user approval)

MCP-Native Workflow (Default)

1. Resolve target database with MCP:
   • project: alpaca-sass-short-trader-delta-neutral
   • database: alpaca_sass_short_bot_dn
2. Ensure serendb_schema.sql and self_learning_schema.sql are applied via MCP SQL.
3. Query publishers via MCP:
   • alpaca
   • sec-filings-intelligence
   • google-trends
   • perplexity (fallback: exa)
4. Score exactly 30 names, cap planned shorts at 8, and add one long hedge leg using hedge_ticker + hedge_ratio.
5. Persist run, candidates, order events, position marks, and daily PnL to SerenDB.
6. Persist learning snapshots, labels, policy assignment/events.
7. Return selected names, feed status, and PnL summary.

Use scripts/dry_run_prompt.txt for one-copy/paste execution.

Pre-Trade Checklist

Before any live run:

1. Verify SEREN_API_KEY is loaded and the alpaca publisher can read /v2/account.
2. Verify sec-filings-intelligence, google-trends, and perplexity or exa are reachable.
3. Verify the configured hedge ticker, strict_required_feeds, and live_controls still fit the account before submitting orders.
4. If any required feed, credential, or account preflight fails, stop here and fail closed instead of submitting orders.

Dependency Validation

Dependency validation is required before live trading. Verify SEREN_API_KEY, the alpaca publisher, sec-filings-intelligence, google-trends, and the news research publisher are loaded and reachable. If credentials are missing, a required feed is blocked, or Alpaca account preflight fails, the runtime must stop with an error instead of submitting orders.

Live Safety Opt-In

Default mode is paper-sim. Live trading requires both:

• mode=live in config or request payload
• python3 scripts/strategy_engine.py --config config.json --mode live --allow-live ...

For scheduled execution, the trigger server must be started with --allow-live or the webhook payload must set allow_live=true. This is a startup-only live opt-in for that process or schedule, not a per-order approval prompt.

Emergency Exit Path

To stop trading immediately, run python3 scripts/strategy_engine.py --config config.json --stop-trading or send action=stop-trading to the webhook runner. The stop-trading path cancels all tracked live orders for the latest strategy run without requiring an extra live confirmation.

Continuous Schedule (Recommended ET)

• Scan: 15 8 * * 1-5 (08:15 ET)
• Monitor: 15 10-15 * * 1-5 (hourly, 10:15-15:15 ET)
• Post-close: 20 16 * * 1-5 (16:20 ET)
• Label update: 35 16 * * 1-5 (MCP SQL upsert)
• Retrain: 30 9 * * 6
• Promotion check: 0 7 * * 1

Legacy Python Fallback (Optional)

cd alpaca/sass-short-trader-delta-neutral
python3 -m pip install -r requirements.txt
cp .env.example .env
cp config.example.json config.json
python3 scripts/setup_serendb.py --api-key "$SEREN_API_KEY"

Legacy Run Once (Optional)

python3 scripts/strategy_engine.py --api-key "$SEREN_API_KEY" --run-type scan --mode paper-sim
python3 scripts/strategy_engine.py --api-key "$SEREN_API_KEY" --run-type monitor --mode paper-sim
python3 scripts/strategy_engine.py --api-key "$SEREN_API_KEY" --run-type post-close --mode paper-sim
python3 scripts/self_learning.py --api-key "$SEREN_API_KEY" --action full --mode paper-sim

Seren-Cron Integration

Use seren-cron to run this skill on a schedule — no terminal windows to keep open, no daemons, no permanent computer changes required. Seren-cron is a cloud scheduler that calls your local trigger server on a cron schedule.

Requirements: Seren Desktop login or a valid SEREN_API_KEY.

Step 1 — Check seren-cron is available

Before scheduling, verify the publisher is reachable using mcp__seren__call_publisher:

publisher: seren-cron
path:      /health
method:    GET

If this call fails, stop here and tell the user:

"The seren-cron service could not be reached. Please send this error to hello@serendb.com for support."

Step 2 — Review active cron jobs (always do this first)

Always check for existing scheduled jobs before creating a new one. A user may have forgotten a live job is already running.

publisher: seren-cron
path:      /jobs
method:    GET

If jobs for this skill already exist, show them to the user and ask:

"You have [N] active cron job(s) for this skill. Would you like to:

1. Keep them running (recommended if intentional)
2. Stop all and create a new schedule
3. Cancel"

Do not create a duplicate cron job without explicit user confirmation.

Step 3 — Start the local trigger server

Start the webhook server that seren-cron will call on each scheduled tick:

SEREN_API_KEY="$SEREN_API_KEY" python3 scripts/run_agent_server.py --config config.json --port 8080

This process runs in your terminal session. When you close the terminal, it stops — that is expected and correct. Seren-cron handles the scheduling; your local server handles execution.

Step 4 — Create the cron schedules

This skill uses multiple schedules aligned to market hours (ET). Create one job per schedule:

Scan (08:15 ET weekdays):

publisher: seren-cron
path:      /jobs
method:    POST
body: {
  "name":            "alpaca-sass-short-dn-live-scan",
  "url":             "http://localhost:8080/run",
  "method":          "POST",
  "cron_expression": "15 8 * * 1-5",
  "timezone":        "UTC",
  "enabled":         true,
  "timeout_seconds": 60
}

Monitor (10:15–15:15 ET weekdays, hourly):

publisher: seren-cron
path:      /jobs
method:    POST
body: {
  "name":            "alpaca-sass-short-dn-live-monitor",
  "url":             "http://localhost:8080/run",
  "method":          "POST",
  "cron_expression": "15 10-15 * * 1-5",
  "timezone":        "UTC",
  "enabled":         true,
  "timeout_seconds": 60
}

Post-close (16:20 ET weekdays):

publisher: seren-cron
path:      /jobs
method:    POST
body: {
  "name":            "alpaca-sass-short-dn-live-postclose",
  "url":             "http://localhost:8080/run",
  "method":          "POST",
  "cron_expression": "20 16 * * 1-5",
  "timezone":        "UTC",
  "enabled":         true,
  "timeout_seconds": 60
}

Save the returned job_id for each job — you need them to pause, resume, or delete jobs later.

Step 5 — Manage the schedule

List all active jobs:

publisher: seren-cron, path: /jobs, method: GET

Pause:

publisher: seren-cron, path: /jobs/{job_id}/pause, method: POST

Resume:

publisher: seren-cron, path: /jobs/{job_id}/resume, method: POST

Stop permanently:

publisher: seren-cron, path: /jobs/{job_id}, method: DELETE

Insufficient Funds Guard

If a live trade or cycle fails because the trading balance or SerenBucks balance is too low to execute, immediately pause the cron job:

publisher: seren-cron, path: /jobs/{job_id}/pause, method: POST

Then tell the user:

"Automated trading has been paused: insufficient funds detected. Please top up your balance before resuming the schedule."

Never allow the cron to keep firing when there are no funds available to trade.

Safety Notes

• Live trading is never auto-enabled.
• Strategy enforces max 8 names and exposure caps.
• Strategy targets near delta-neutral net exposure using a configurable long hedge leg.
• If required data feeds fail and strict mode is enabled, run is blocked and persisted as blocked.
• Prefer MCP-native execution in constrained/runtime-sandboxed environments.

Disclaimer

This skill trades real financial instruments including short and long equity legs. Use at your own risk. Short selling carries unlimited loss potential — losses can exceed your initial investment. Delta-neutral positioning can still drift due to beta instability, basis risk, and gap moves. Past performance does not guarantee future results. This skill does not constitute financial, investment, or tax advice. Only risk capital you can afford to lose. Consult a licensed financial advisor before trading.