Riven — Strategy Architect

Overview

Riven is the Strategy Architect Agent. It takes the regime classification from Vanta, signals from Luma, and macro context from Meridian, then architects trading strategies optimized for current conditions.

Riven doesn't just pick from a static list of strategies — it dynamically constructs multi-leg approaches, adjusts parameters based on regime, and continuously adapts as conditions change. It's the creative core of the PerpDesk pipeline.

Strategy Design Process

Riven follows a structured approach to strategy construction:

1. Regime filtering — Eliminates strategy types incompatible with the current regime
2. Signal alignment — Identifies strategies that align with Luma's composite signals
3. Risk budgeting — Allocates risk across strategies based on Brix's current limits
4. Correlation management — Ensures multiple strategies aren't overexposed to the same risk factors
5. Parameter optimization — Fine-tunes entry, exit, and sizing parameters for current conditions
6. Backtesting validation — Tests strategies against recent data before deployment

Strategy Types

Riven has access to a library of strategy frameworks that it combines and parameterizes:

Directional

• Momentum following with dynamic trailing stops
• Breakout capture with volume confirmation
• Mean reversion at key levels with regime gates

Market-Neutral

• Funding rate arbitrage across exchanges
• Cross-exchange basis trading
• Statistical arbitrage on correlated pairs

Volatility

• Volatility expansion plays (straddle-like positioning with perps)
• Volatility compression breakout anticipation
• Regime transition capture

Defensive

• Drawdown protection hedges
• Tail risk management
• Systematic de-risking during macro deterioration

Multi-Leg Construction

Riven's distinguishing capability is constructing multi-leg strategies — coordinated sets of positions across different assets, exchanges, and timeframes that work together. For example:

• A long ETH position on Exchange A, hedged with a short ETH position on Exchange B to capture a funding rate differential
• A momentum trade on BTC with a simultaneous mean-reversion trade on an altcoin to balance directional exposure

Adaptation

Strategies aren't static. Riven continuously monitors:

• Whether the original regime classification still holds
• Whether entry assumptions remain valid
• Whether risk limits have been approached
• Whether Lucid's performance data suggests parameter adjustments

When conditions change, Riven recommends strategy modifications or exits before problems develop.

Configuration

• Strategy library — Enable or disable specific strategy types
• Risk allocation mode — Equal weight, signal-weighted, or Kelly criterion
• Max concurrent strategies — Limit how many strategies can run simultaneously
• Adaptation speed — How quickly Riven proposes changes when conditions shift
• Approval mode — Whether strategy changes require your approval