Specialized AI Agents Directory
18 Equity & Market Agents • 15 Options Intelligence Agents • Independent Evaluators & Blackboards
Candidate Detector Agent
Scans pre-market and intraday market depth to surface candidate setups.
Global Market Agent
Overnight/global indices, FX, commodities, yields, and risk tone.
Macro Agent
RBI policy, inflation, bond yields, economic calendar, and rate shifts.
News Agent
Company, sector, and exchange news with source and time relevance.
Corporate Event Agent
Quarterly results, board meetings, dividends, splits, and order book wins.
Fundamental Agent
Growth, operating margins, balance sheet quality, and earnings context.
Market Regime Agent
Trend vs range, volatility state, risk-on/risk-off classification.
Sector Rotation Agent
Relative sector strength, market breadth, and capital flow distribution.
Technical Agent
VWAP, EMA ribbons, RSI momentum, MACD, ADX trend strength, and ATR.
Price Action Agent
Opening range breakout (ORB), structure, candle formations, and key retests.
Volume / Liquidity Agent
Relative volume (RVOL), turnover, spread quality, and volume exhaustion.
Microstructure Agent
Bid/ask imbalance, depth absorption, and aggressive participant flow.
Correlation Agent
Index beta, sector concentration, and correlated setup overlap.
Anomaly Agent
Outlier volume, unusual OI spike, and erratic price jumps requiring quarantine.
Bull Agent
Constructs the strongest evidence-based upside thesis for candidates.
Bear Agent
Actively seeks disconfirming evidence, downside targets, and failure traps.
Critic Agent
Detects contradictions, stale evidence, unsupported claims, and ignored warnings.
Decision Agent
Produces structured BUY/SELL/NO-TRADE proposal with strict validation.
Options Direction Agent
Evaluates whether options expression is justified over underlying cash/futures.
Option Chain Agent
Scans complete call and put structure across strikes and expiries.
Open Interest Agent
Analyzes OI buildup, long unwinding, short covering, and max pain walls.
IV Agent
IV level, IV percentile, regime rank, and post-event crush risks.
Greeks Agent
Monitors Delta sensitivity, Gamma acceleration, Theta drag, and Vega exposure.
Strike Selection Agent
Scores ATM/ITM/OTM strikes to select the optimal risk-adjusted contract.
Expiry Selection Agent
Selects weekly vs monthly expiry based on time horizon and decay velocity.
Options Liquidity Agent
Enforces minimum OI, contract volume, and tight bid-ask spread filters.
PCR / Structure Agent
Interprets Put-Call Ratio dynamics as market sentiment indicator.
Premium Behaviour Agent
Measures empirical premium movement efficiency vs underlying velocity.
Theta Risk Agent
Calculates intraday time decay penalty, particularly near 14:30-15:30.
Options Support/Resistance Agent
Infers key strike clusters, gamma pivot levels, and pin zones.
Volatility Regime Agent
Classifies options environment: IV expansion, crush risk, and skew regime.
Option Risk Agent
Models overnight gap potential and maximum capital at risk per contract.
Option Exit Agent
Signals early exit upon premium target, underlying breakdown, or delta degradation.