VOLATILITY REGIME ENGINE

Volatility Targeting

Assess regime transitions with institutional-grade volatility telemetry, dispersion analytics, and execution-aware control layers

Volatility Models Online
Regime Precision %
Continuous Observability
Volatility Intelligence

Professional Volatility Infrastructure

Enterprise-grade tooling for volatility surfaces, regime classification, and portfolio dispersion telemetry

VOL

Real-Time Volatility Stack

Advanced volatility analytics for every market. Track dispersion cycles with calibrated measurements across multi-asset exposures and derivatives flow.

  • Historical volatility estimators with multi-horizon aggregation
  • Implied volatility extraction from options chains and term structure
  • Volatility surface diagnostics with 3D topology visualization
Update Rate
Markets
CONTROL

Exposure & Allocation Controls

Institutional-grade sizing and allocation orchestration. Stabilize exposure under volatility expansion using adaptive constraint layers and portfolio telemetry.

  • Position sizing engines with Kelly-inspired allocation curves
  • Dynamic guardrails using ATR-driven volatility normalization
  • Portfolio heatmap overlays with correlation + clustering matrix
Control Profiles
Precision
REGIME

Regime Shift Detection

Identify state transitions before consensus. Algorithms detect structural breaks and trend inflections using statistical learning and state-space modeling.

  • Hidden Markov regime classification with state persistence scoring
  • Trend strength telemetry using ADX variants + smoothing filters
  • Reversal likelihood index with calibrated 0–100 scoring
Regimes
Detection
ALERT

Volatility Expansion Signals

Get notified when volatility expands or compresses. Detect spikes, squeezes, and regime flips with multi-indicator confirmation.

  • Detects tight-range periods and tracks whether the range is narrowing or widening
  • Breakout triggers with volume + range confirmation gates
  • Squeeze identification using multi-factor volatility filters
Alerts/Day
Speed

Advanced Volatility Metrics

Professional portfolio analytics and dispersion telemetry

Value-at-Volatility (VaV)

99% interval envelopes

Sharpe Efficiency

Return normalization

Maximum Drawdown

Peak-to-trough telemetry

Beta Coefficient

Market coupling

Master Volatility Regimes

Deploy professional-grade volatility targeting and execution controls

Activate Terminal Access Enable volatility intelligence
AI Models
NLP Models
24/7 Observability