Institutional Quant
Intelligence.
In Your Telegram.
A hedgefund-grade quant research desk — Greeks, GEX, vol surfaces, regime detection and 100+ research commands — delivered as a Telegram chatbot. Sold individually or as part of the Krupp Capital Trading Suite.
A hedgefund research desk,
collapsed into a chatbot.
Volatility Vince is the 03rd module of the Krupp Capital Trading Suite — a production-ready Python quant engine wired into Telegram. It does the work of a multi-seat research desk: pricing, exposure analytics, regime detection, risk and reporting. You just message it.
Ask Anything
Natural-language research desk in Telegram. Type a question, get institutional-grade analysis back — with charts, levels and a trade plan.
Calculate Everything
GEX, DEX, VEX, 12 Greeks, SABR/SVI vol surfaces, Monte Carlo VaR (1M paths), Kelly sizing — all in one chatbot.
Detect Regimes
HMM & GMM models classify the market across vol, trend, correlation and macro dimensions — so you know what regime you're trading.
Export Board-Ready
Dark institutional Krupp Capital design via Plotly. Generate PDF, Excel and JSON reports — branded and board-ready in seconds.
One chatbot. Sixteen quantitative disciplines.
From Black-Scholes Greeks to TimesFM forecasting and ColQwen2 document retrieval — Volatility Vince packs a full institutional analytics stack into a single Telegram interface.
Greeks & Pricing Engine
Black-Scholes pricing with a full 12-Greek suite and iterative IV solvers for any listed option.
- Black-Scholes-Merton core pricer
- 12 Greeks: Delta, Gamma, Vega, Theta, Rho, Vanna, Charm, Vomma, Speed, Color, Zomma, Ultima
- Brent & Newton-Raphson implied volatility solvers
- American / European exercise handling
Greeks & Pricing Engine
Black-Scholes pricing with a full 12-Greek suite and iterative IV solvers for any listed option.
- Black-Scholes-Merton core pricer
- 12 Greeks: Delta, Gamma, Vega, Theta, Rho, Vanna, Charm, Vomma, Speed, Color, Zomma, Ultima
- Brent & Newton-Raphson implied volatility solvers
- American / European exercise handling
GEX / DEX / VEX Exposure
Institutional dealer-positioning analytics — the same framework Tier-1 desks use to find gamma flips and pin levels.
- Gamma Exposure (GEX) per strike & aggregate
- Delta Exposure (DEX) and Vanna Exposure (VEX)
- Gamma Flip / Zero Gamma level
- Max Pain, Dealer Positioning profile
GEX / DEX / VEX Exposure
Institutional dealer-positioning analytics — the same framework Tier-1 desks use to find gamma flips and pin levels.
- Gamma Exposure (GEX) per strike & aggregate
- Delta Exposure (DEX) and Vanna Exposure (VEX)
- Gamma Flip / Zero Gamma level
- Max Pain, Dealer Positioning profile
Volatility Surface Models
Stochastic and parametric vol surface models, term structure, skew and 5 RV estimators.
- SABR & SSVI / SVI calibration
- Heston & Dupire local volatility
- Term structure & skew analytics
- 5 RV estimators: Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang, close-to-close
Volatility Surface Models
Stochastic and parametric vol surface models, term structure, skew and 5 RV estimators.
- SABR & SSVI / SVI calibration
- Heston & Dupire local volatility
- Term structure & skew analytics
- 5 RV estimators: Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang, close-to-close
15+ Options Strategies
Strategy builder with full PnL profiles, breakevens and Greeks evolution across the price/time grid.
- Spreads, Iron Condor, Butterfly, Jade Lizard, Wheel
- PnL at expiry & intraday payoff diagrams
- Breakeven, max profit / max loss
- Greek evolution across spot and time
15+ Options Strategies
Strategy builder with full PnL profiles, breakevens and Greeks evolution across the price/time grid.
- Spreads, Iron Condor, Butterfly, Jade Lizard, Wheel
- PnL at expiry & intraday payoff diagrams
- Breakeven, max profit / max loss
- Greek evolution across spot and time
Risk Management & VaR
VKKM Aegis Risk Engine — Monte Carlo VaR with 1M paths, CVaR, stress testing and Kelly position sizing.
- VaR: Historical, Parametric, Monte Carlo (1M paths)
- Conditional VaR (CVaR / Expected Shortfall)
- Altman Z-Score credit risk, liquidity risk
- Kelly & fractional-Kelly position sizing
Risk Management & VaR
VKKM Aegis Risk Engine — Monte Carlo VaR with 1M paths, CVaR, stress testing and Kelly position sizing.
- VaR: Historical, Parametric, Monte Carlo (1M paths)
- Conditional VaR (CVaR / Expected Shortfall)
- Altman Z-Score credit risk, liquidity risk
- Kelly & fractional-Kelly position sizing
50+ Technical Indicators
A full institutional indicator library covering trend, momentum, volatility, volume and pattern recognition.
- Trend: EMA stacks, Supertrend, Ichimoku, Keltner
- Momentum: RSI, MACD, Stochastic, ROC
- Volatility: ATR, Bollinger, Donchian, historical vol
- Volume: OBV, VWAP, MFI, accumulation/distribution
50+ Technical Indicators
A full institutional indicator library covering trend, momentum, volatility, volume and pattern recognition.
- Trend: EMA stacks, Supertrend, Ichimoku, Keltner
- Momentum: RSI, MACD, Stochastic, ROC
- Volatility: ATR, Bollinger, Donchian, historical vol
- Volume: OBV, VWAP, MFI, accumulation/distribution
Market Regime Detection
Probabilistic regime classification using HMM and GMM models across vol, trend, correlation and macro dimensions.
- Hidden Markov Models (HMM)
- Gaussian Mixture Models (GMM)
- Vol / Trend / Correlation / Macro regimes
- Transition probability matrices
Market Regime Detection
Probabilistic regime classification using HMM and GMM models across vol, trend, correlation and macro dimensions.
- Hidden Markov Models (HMM)
- Gaussian Mixture Models (GMM)
- Vol / Trend / Correlation / Macro regimes
- Transition probability matrices
Earnings Analysis
Pre- and post-earnings analytics including expected move, IV crush forecast and PEAD signals.
- Expected Move (straddle-implied)
- IV Crush forecast & post-earnings drift (PEAD)
- Earnings Quality Score
- Historical earnings reactions
Earnings Analysis
Pre- and post-earnings analytics including expected move, IV crush forecast and PEAD signals.
- Expected Move (straddle-implied)
- IV Crush forecast & post-earnings drift (PEAD)
- Earnings Quality Score
- Historical earnings reactions
Order Flow Analysis
Detect sweeps, dark pool prints and smart-money positioning with gamma-weighted flow.
- Sweep detection & multi-exchange tape
- Dark pool prints
- Smart-money / unusual-activity flags
- Gamma-weighted flow overlay
Order Flow Analysis
Detect sweeps, dark pool prints and smart-money positioning with gamma-weighted flow.
- Sweep detection & multi-exchange tape
- Dark pool prints
- Smart-money / unusual-activity flags
- Gamma-weighted flow overlay
Futures & VIX Analytics
Term structure, Commitment of Traders, basis and VIX futures — everything for index and futures traders.
- Futures term structure & roll yield
- COT (Commitment of Traders) analysis
- Basis & calendar spreads
- VIX futures curve & contango/backwardation
Futures & VIX Analytics
Term structure, Commitment of Traders, basis and VIX futures — everything for index and futures traders.
- Futures term structure & roll yield
- COT (Commitment of Traders) analysis
- Basis & calendar spreads
- VIX futures curve & contango/backwardation
Machine Learning Models
Production ML pipelines for probability-of-default prediction and alpha factor research.
- Logistic Regression PD (Probability of Default)
- Alpha Factor testing & IC analysis
- Feature importance & cross-validation
- Walk-forward model evaluation
Machine Learning Models
Production ML pipelines for probability-of-default prediction and alpha factor research.
- Logistic Regression PD (Probability of Default)
- Alpha Factor testing & IC analysis
- Feature importance & cross-validation
- Walk-forward model evaluation
Portfolio Optimization
QuantStats, PyPortfolioOpt, efficient frontier, Black-Litterman and Hierarchical Risk Parity.
- Efficient Frontier (Markowitz)
- Black-Litterman blending
- Hierarchical Risk Parity (HRP)
- QuantStats tear sheets & PyPortfolioOpt
Portfolio Optimization
QuantStats, PyPortfolioOpt, efficient frontier, Black-Litterman and Hierarchical Risk Parity.
- Efficient Frontier (Markowitz)
- Black-Litterman blending
- Hierarchical Risk Parity (HRP)
- QuantStats tear sheets & PyPortfolioOpt
FINN Deep Learning Pricing
Neural-network option pricing, SABR calibration and basket Monte Carlo for structured products.
- FINN neural pricing engine
- SABR neural calibration
- Basket Monte Carlo for multi-asset
- GPU-accelerated inference
FINN Deep Learning Pricing
Neural-network option pricing, SABR calibration and basket Monte Carlo for structured products.
- FINN neural pricing engine
- SABR neural calibration
- Basket Monte Carlo for multi-asset
- GPU-accelerated inference
Valuation & Relative Value
DCF, WACC, relative-value and correlation analytics for fundamental cross-checks.
- Discounted Cash Flow (DCF) models
- WACC & capital structure
- Relative value & peer comps
- Correlation & cointegration analysis
Valuation & Relative Value
DCF, WACC, relative-value and correlation analytics for fundamental cross-checks.
- Discounted Cash Flow (DCF) models
- WACC & capital structure
- Relative value & peer comps
- Correlation & cointegration analysis
TimesFM 2.5 Forecasting
Google's TimesFM 2.5 zero-shot time series model with 16K context and continuous quantile outputs.
- Zero-shot time series forecasting
- 16K token context window
- Continuous quantile predictions
- Volatility & price path forecasts
TimesFM 2.5 Forecasting
Google's TimesFM 2.5 zero-shot time series model with 16K context and continuous quantile outputs.
- Zero-shot time series forecasting
- 16K token context window
- Continuous quantile predictions
- Volatility & price path forecasts
ColQwen2 Document Retrieval
Vision-language model retrieval for PDF and image extraction — no OCR pipeline required.
- ColQwen2 vision-language retrieval
- PDF & image extraction without OCR
- Question answering over filings
- Semantic page-level search
ColQwen2 Document Retrieval
Vision-language model retrieval for PDF and image extraction — no OCR pipeline required.
- ColQwen2 vision-language retrieval
- PDF & image extraction without OCR
- Question answering over filings
- Semantic page-level search
Talk to Vince.
Get institutional output.
No dashboards to learn. No terminals to license. Just message Volatility Vince in Telegram — in plain English or with slash commands — and receive structured, board-ready analysis in under two seconds.
Dealer positioning,
decoded in real time.
The same gamma-exposure framework Tier-1 desks use — calculating GEX, DEX and VEX across 100,000+ strikes per market in real time, then surfacing gamma flips, max pain and call/put walls directly in Telegram.
Dollar gamma per 1% move. Identifies dealer hedging pressure at every strike.
Net dollar delta dealers must hedge. Drives intraday buy/sell flow.
How dealer delta shifts with IV. Critical into earnings and vol events.
The zero-gamma level where dealer flow inverts, plus max-pain pinning strike.
Schematic representation — live data may differ visually.
Schematic representation — live data may differ visually.
Price options with 12 Greeks — live.
Black-Scholes-Merton pricing with full Greeks suite. Adjust the inputs and watch Delta, Gamma, Vega, Theta and Rho update in real time — the same engine Volatility Vince runs in Telegram.
Black-Scholes-Merton · European exercise · continuous yield assumptions. Greeks reported per conventional unit (Vega/Rho per 1%, Theta/day).
Schematic representation — live data may differ visually.
Model 15+ options strategies. See the P&L.
Iron Condor, Butterfly, Straddle, Spreads and more — configure legs, visualize payoffs at expiry, and find breakevens in real time.
Schematic representation — live data may differ visually.
Cross-asset correlations,
decoded at a glance.
A 30-day rolling correlation matrix across 10 major instruments — instantly spot regime shifts, diversification breakdowns and hedge effectiveness. The same matrix Volatility Vince surfaces with a single /corr_matrix command in Telegram.
Schematic representation — live data may differ visually.
Spot when correlations spike — the early signature of regime shifts, stress contagion and risk-off convergence across asset classes.
Validate that your hedges are actually counter-correlated. A hedge that drifts positive isn't a hedge — it's doubling down.
Track diversification decay in real time. When correlations rise, capital concentration rises with them — quietly.
Market regime detection,
in real time.
Hidden Markov Models classify market conditions into distinct regimes — bull, sideways, bear — with probabilistic state transitions. Volatility Vince runs HMM and GMM models across volatility, trend and correlation dimensions, surfacing the current state and most likely transitions with a single /regime command.
HMM and GMM models decompose market conditions into distinct, probabilistically assigned regimes — bull, sideways, bear — across volatility, trend and correlation dimensions.
The model outputs a full transition matrix: the probability of moving from any state to any other state. This is how you know not just where you are, but where you're likely to go.
Regime probabilities update with every new data bar. When a transition signal fires, Vince surfaces it instantly — no refresh required, no dashboard to check.
Built like an institutional stack.
Five layers, from Telegram interface down to deep-learning models and Plotly visualization — all wired through a shared data and config layer that the rest of the Krupp Capital Trading Suite also uses.
Natural-language messages and 100+ slash commands. Also embedded inside Module 01 (Project Aura).
~8,000 lines of institutional analytics — Greeks, exposure, vol surface, strategies, risk, regime, flow, futures, ML.
Aggregated feeds from yfinance, Alpha Vantage, CBOE, the VKKM Aegis live engine and TradingView webhooks.
TimesFM 2.5 zero-shot forecasting, ColQwen2 vision-language retrieval, FINN neural pricing.
Dark institutional Krupp Capital design via Plotly. Board-ready PDF, Excel and JSON exports.
Hedgefund latency, retail access.
Scriptable research, one slash at a time.
Every analytics function is exposed as a deterministic slash command — ideal for power users who want repeatable, automatable workflows alongside natural-language chat.
/startInitialize Volatility Vince/helpFull command reference/menuInteractive command menu/statusEngine & data source status/profileYour subscription & usage
/quoteReal-time quote with Greeks/chartPlotly chart with indicators/levelsKey support / resistance/trendMulti-timeframe trend/momentumMomentum & RSI regime
/chainFull option chain w/ Greeks/ivImplied volatility & rank/iv_rank52-week IV rank & percentile/surface3D volatility surface/gexGEX / DEX / VEX profile/oiOpen interest by strike
/futures_dashboardFull futures curve/futures_levelsKey futures levels/futures_orbOpening range breakout
/setup_bestTop ranked setups today/setup_optionsOptions setups by regime/setup_futuresFutures setups
/report_premarket_usUS pre-market brief/report_week_reviewWeekly review/report_volatility_regimeVol regime report
/scan_optionsUnusual options flow/scan_0dte0DTE candidates/alert_ivIV threshold alert/alert_pricePrice alert
/riskPortfolio VaR & CVaR/rrRisk/reward calculator/position_sizeKelly-aware sizing/trade_planFull trade plan builder
One module,
or the whole desk.
Volatility Vince is Module 03 of the Krupp Capital Trading Suite — a five-module quant finance stack. Already have your own software? Buy Vince standalone. Want the full institutional workflow? License all five modules together.
Traders who already have their own software and tooling can license just Volatility Vince — the chatbot for asking questions, generating charts and calculating GEX levels — without buying the rest of the suite.
Project Aura
Python · Production-ReadyIBKR Live Market Data Analysis & Quant Trading Platform
- Live order book & execution analysis
- AI market regime detection
- Real-time Greeks, VaR, Drawdown
- Low-latency signal generation
- Multi-account portfolio aggregation
IMVM Pro
Pine Script · Production-ReadyFull Quantitative TradingView Indicator Tool Suite
- Volatility regime classification
- GEX/DEX institutional level tracking
- Multi-timeframe aggregation
- Real-time alerts & notifications
- Backtesting framework integration
Volatility Vince
Python · Production-ReadyInstitutional Trading Intelligence Telegram Bot
- 18 analysis submodules (~8,000 LOC)
- 100+ Telegram commands
- GEX / DEX / VEX / Greeks / Vol surface
- Monte Carlo VaR & regime detection
- PDF / Excel / JSON board-ready reports
Tax Commander
Python · Production-ReadyIBKR Tax Automation for Private & GmbH Traders
- IBKR statement parsing (CSV/PDF)
- German §20 & §23 EStG compliance
- Wash sale detection (30-day rule)
- Tax-loss harvesting optimizer
- FIFO cost basis + PDF Steuererklärung
Risk Engine
Python · Coming SoonAdvanced Portfolio Risk Management & Backtesting
- Monte Carlo VaR & stress testing
- Scenario analysis & sensitivity
- Portfolio optimization & rebalancing
- Walk-forward backtesting
- Factor risk decomposition
License Vince alone, or the whole desk.
Every module of the Krupp Capital Trading Suite is sold individually. Start with just the chatbot, upgrade to a multi-seat desk license, or license all five modules on a single invoice.
Just the chatbot. Bring your own stack.
- Volatility Vince Telegram bot
- 100+ research commands
- GEX / DEX / VEX exposure
- Black-Scholes & 12 Greeks
- 50+ technical indicators
- PDF / Excel / JSON export
- Community support
For active retail quants & small desks.
- Everything in Vince Solo
- SABR / SVI / Heston vol surfaces
- Monte Carlo VaR (1M paths)
- HMM / GMM regime detection
- 15+ options strategy builder
- TimesFM 2.5 forecasting
- Priority Telegram support
- Custom alert rules
Multi-seat, white-label, on-prem.
- Everything in Pro Trader
- Up to 10 trader seats
- VKKM Aegis risk engine
- FINN deep-learning pricing
- ColQwen2 document retrieval
- White-label branding
- On-premise deployment
- SLA & dedicated engineer
All 5 Krupp Capital modules.
- Volatility Vince (Module 03)
- Project Aura — IBKR platform
- IMVM Pro — TradingView suite
- Tax Commander — IBKR tax auto
- Risk Engine — portfolio risk
- Shared data & config layer
- Single invoice, unified support
All tiers include the standalone Volatility Vince Telegram bot. Pro Trader and above add vol surfaces, Monte Carlo VaR, regime detection and forecasting. Desk / Prop Firm unlocks white-label, on-prem and the full ML stack. Prices in EUR, ex. VAT.
Questions, decoded.
Deploy a hedgefund research desk
in your Telegram today.
Get Volatility Vince standalone or as part of the Krupp Capital Trading Suite. Production-ready, German-engineered, hedgefund-grade — for retail traders who refuse to be gatekept.
Get the Krupp Capital briefing
Weekly quant signals, GEX updates and regime alerts — straight to your inbox. No spam.