Integrated Volatility Intelligence System (IVIS) AutoK

1 нояб.

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 нояб.

Информация о релизе

Upd v1.2

7 нояб.

Информация о релизе

UPD. CAUTION! EXPERIMENTAL USE ONLY.

For neater view, uncheck non required boxes in settings.

7 нояб.

Информация о релизе

Upd. Added tooltips.

19 нояб.

Информация о релизе

AIVIS/iATR+HTK

Added independent ATR module

27 нояб.

Информация о релизе

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 нояб.

Информация о релизе

UPD. V4

Added cKS squared.

Added triple KAMA flat detector

30 нояб.

Информация о релизе

UPD

Style customization added.

30 нояб.

Информация о релизе

UPD.V4. Licensing statement added - filler

30 нояб.

Информация о релизе

UPD.V4 - filler removed

6 дней назад

Информация о релизе

UPD: Added cumulative cKS^2 delta