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🌌 VGM Risk Engine & Synergy Allocator (Thin Client)

License: Dual Python 3.10 Zenodo DOI API Status

🚀 May 2026 Update: Transition to Enterprise SaaS Architecture
Due to overwhelming public interest (480+ clones in 7 days) and the integration of our proprietary Deep Learning models (VGMNet), the core risk-scoring engine has been securely migrated to a cloud-based API infrastructure.

This repository now serves as the Thin Client Integration for Freqtrade, MT5, and custom trading bots.


🛰️ From Spacecraft Anomaly Detection to Crypto Markets

The VGM Risk Engine is not a standard trading bot. It is a mathematically grounded Risk Firewall.

The system utilizes ORAC-NT—a template-free anomaly detection algorithm originally designed to identify thermal system failures in spacecraft and gravitational wave bursts. By applying the physics of Shannon Entropy ($H$) and Signal Energy ($E$), VGM detects structural regime shifts (market crashes) before standard indicators like RSI or MACD even react.

The Synergy Formula (Patent Pending)

The Coordinator dynamically controls bot capital allocation using the following thermodynamic-inspired efficiency formula:

$$W = Q \cdot D - (T_{base} + \alpha \cdot H_{ORAC})$$

Where:

  • Q = Signal Quality (Win rate / Sharpe)
  • D = Diversification factor
  • T_base = Base threshold for entry
  • H_ORAC = Real-time systemic market entropy (The Chaos Factor)

When market entropy ($H$) spikes due to manipulation, flash crashes, or structural shifts, the $W$-score turns negative. The VGM API triggers an immediate KILL-SWITCH (/stopbuy), flattening your bot's risk exposure to 0%.


⚙️ How It Works Now (The Thin Client)

To ensure ultra-low latency and protect the proprietary ONNX Deep Learning models, the heavy computational lifting (GARCH volatility forecasting, Hidden Markov Models, and ORAC-NT entropy calculation) is now handled entirely by our private cloud infrastructure.

Your local bot (e.g., Freqtrade) only needs a few lines of code to query the API before executing a trade:

# Example: Freqtrade API Integration
def confirm_trade_entry(self, pair, order_type, amount, rate, **kwargs):
    payload = {"closes": self.get_closes(pair), "volumes": self.get_volumes(pair)}
    
    # Query the VGM Cloud Firewall
    response = requests.post(
        "[https://vgm-risk-engine.onrender.com/predict](https://vgm-risk-engine.onrender.com/predict)",
        json=payload,
        headers={"X-API-Key": "your-personal-api-key"}
    )
    
    result = response.json()
    
    # VGM acts as the ultimate gatekeeper
    if result["action"] == "BLOCK" or result["risk"] > 0.65:
        return False # Trade blocked, high entropy detected!
        
    return True # Clear skies, execute trade.
	
	 API Subscription TiersVGM Risk Engine operates on a "Thin Client" architecture. Your local trading bots execute the trades, while our Cloud API handles the complex mathematical risk scoring.TierPriceBest ForFeatures IncludedFree Beta$0Solo Devs / Testing60 req/min limit, Standard Risk Scoring (BUY/BLOCK), Basic HMM Regime Detection.PRO$25 / moRetail Algo TradersUnlimited requests, Dynamic Synergy Allocator, Freqtrade/MT5 Scripts, Low-latency execution.Premium$150 / moProp Firms / WhalesEverything in PRO + Pump & Dump protection, Per-symbol calibration, Priority Support.EnterpriseCustom (Starts at $1k/mo)Hedge Funds / InstitutionsPrivate Server Instance, 99.9% SLA, Custom Internal Integrations, NDA, Dedicated Quant Engineer.Note: We DO NOT sell the core source code (ONNX models, GARCH/ORAC backend). The proprietary engine remains securely hosted on our cloud infrastructure.🔑 How to Get API Access (Closed Beta)We are currently onboarding a select group of quantitative developers, algorithmic traders, and fund managers to test the API.If you want to protect your automated trading systems with aerospace-grade anomaly detection, please reach out to request an X-API-Key or a Free Beta Trial:📫 Contact the Developer:Email: kretski1@gmail.comTelegram: regdred 
	 Academic Citation & ResearchIf you are using concepts from the VGM Risk Engine in your own academic research, please cite our official preprint:Фрагмент от код@software{kretski_vgm_2026,
  author  = {Kretski, Dimitar},
  title   = {VGM Risk Engine: Real-Time Market Risk Scoring and Synergy Allocation},
  year    = {2026},
  publisher = {Zenodo},
  doi     = {10.5281/zenodo.19959346},
  url     = {[https://doi.org/10.5281/zenodo.19959346](https://doi.org/10.5281/zenodo.19959346)}
}
⚠️ DisclaimerTHIS SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND. VGM does NOT guarantee trading profits. All algorithmic trading involves severe financial risk. This is a risk management analysis tool, not financial advice. The author is not liable for any financial losses.


kretski1@gmail.com

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Real-time Market Risk Scoring API & Capital Allocator. Powered by Deep Learning (VGMNet), GARCH, and ORAC-NT entropy models.

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