Integrated Volatility Intelligence System (IVIS) AutoK

11월 1일

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.

11월 7일

릴리즈 노트

Upd v1.2

11월 7일

릴리즈 노트

UPD. CAUTION! EXPERIMENTAL USE ONLY.

For neater view, uncheck non required boxes in settings.

11월 7일

릴리즈 노트

Upd. Added tooltips.

5일 전

릴리즈 노트

AIVIS/iATR+HTK

Added independent ATR module