Integrated Volatility Intelligence System (IVIS) AutoK

1 בנוב׳

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 בנוב׳

הערות שחרור

Upd v1.2

7 בנוב׳

הערות שחרור

UPD. CAUTION! EXPERIMENTAL USE ONLY.

For neater view, uncheck non required boxes in settings.

7 בנוב׳

הערות שחרור

Upd. Added tooltips.

19 בנוב׳

הערות שחרור

AIVIS/iATR+HTK

Added independent ATR module

27 בנוב׳

הערות שחרור

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 בנוב׳

הערות שחרור

UPD. V4

Added cKS squared.

Added triple KAMA flat detector

30 בנוב׳

הערות שחרור

UPD

Style customization added.

30 בנוב׳

הערות שחרור

UPD.V4. Licensing statement added - filler

30 בנוב׳

הערות שחרור

UPD.V4 - filler removed

לפני 4 ימים

הערות שחרור

UPD: Added cumulative cKS^2 delta