MCP INTELLIGENCE LAYER
SYSTEM [MCP/Sampler]
Detected Volatility Spike in AAPL. Spread widened > 3σ.
ADAM [Agent]
Analysis of Personal Memory indicates preference for risk reduction in high-vol regimes.
> Suggest: Switch to 'Liquidation Mode'
> Set: Gamma = 5.0
> Set: Gamma = 5.0
>
L2 BOOK: AAPL
MicroPrice: 150.245
VolPriceMySz
500150.23100
1200150.22-
450150.21-
PriceVolMySz
150.26400100
150.27800-
Internalization Engine
Wealth Mgmt (Sell)
500 @ MKT
CROSS @ 150.245
SAVED $12.50
Strategy Alpha (Buy)
500 @ MKT
Avellaneda-Stoikov Param
Risk Aversion (γ)
0.54
RL Agent Target: 0.60
Inventory Skew (q)
+500
Reservation Price < Mid Price