b. Strategy Optimization Agent

Primary Functions:

• Delta-neutral position calculations

• Optimal asset allocation decisions

• Risk-adjusted return maximization

• Dynamic rebalancing triggers

class StrategyAgent:
    def optimize_positions(self, market_data):
        # Analyze funding rate differentials
        funding_rates = self.analyze_funding_rates()
        
        # Calculate optimal delta-neutral pairs
        pairs = self.select_optimal_pairs(funding_rates)
        
        # Determine position sizes
        allocations = self.calculate_allocations(pairs)
        
        # Execute through Execution Agent
        return self.execute_strategy(allocations)