Integrated Volatility Intelligence System (IVIS) AutoK

1 lis

VolMind™ AutoK — Integrated Volatility Intelligence System (IVIS)
IVIS AutoK
Author: © lfu

Public Description (for publication)

VolMind™ AutoK represents an institutional-grade open-source framework for adaptive volatility intelligence and probabilistic trade management.
This system fuses Kalman-inspired KAMA smoothing, CVD dynamics, Auto K-Means clustering, entropy-based regime analysis, and a Kolmogorov–Smirnov market normality test into a single modular platform.

Key Capabilities:

Adaptive ATR Stop Bands dynamically scale with volatility, entropy, and cluster variance.

Auto KMeans Intelligence automatically selects the optimal cluster count for price structure recognition (3–10 clusters).

Entropy Module quantifies structural uncertainty and information decay within price movement.

KS-Test Integration identifies non-normal distributions, signaling regime divergence and volatility inflection.

CVD Dynamics reveal real-time directional bias via cumulative volume delta.

MSI Composite Signal fuses multi-source indicators (ATR, CVD, entropy, clusters) to model market stress and adaptive risk.

Designed for forward-looking quant traders, IVIS serves as a volatility intelligence backbone for portfolio automation, volatility forecasting, and adaptive stop-loss scaling.
Fully open-source for research and applied strategy development. Not a financial advice. DYOR.

7 lis

Informacje o Wersji

Upd v1.2

7 lis

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UPD. CAUTION! EXPERIMENTAL USE ONLY.

For neater view, uncheck non required boxes in settings.

7 lis

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Upd. Added tooltips.

19 lis

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AIVIS/iATR+HTK

Added independent ATR module

27 lis

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Preliminary testing indicates improved responsiveness to rapid regime changes and enhanced alignment between volatility-adjusted stop-loss bands and trend signals, positioning the system as a fully hybrid, self-adaptive module suitable for multi-instrument algorithmic trading environments.

30 lis

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UPD. V4

Added cKS squared.

Added triple KAMA flat detector

30 lis

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UPD

Style customization added.

30 lis

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UPD.V4. Licensing statement added - filler

30 lis

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UPD.V4 - filler removed

4 dni temu

Informacje o Wersji

UPD: Added cumulative cKS^2 delta