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The Volatility Cone: A Quant's Tool for Mapping Price Uncertainty
700+ teams have Viktor reading their Google Ads every morning.
Your media team opens Slack at 8am. There's a cross-platform brief in #growth: Google Ads spend vs. ROAS, Meta CPA by campaign, Stripe revenue by channel. Viktor posted it at 6am. Nobody asked for it.
Last week, one team's Viktor caught a spend spike at 2am on a broad match campaign and flagged it in Slack: "CPA up 340%. Recommend pausing and shifting budget to the top two performers." That would have burned $3K by morning. The media buyer woke up to a problem already handled.
Your strategist reviews spend trends. Your account manager checks revenue attribution. Same Slack channel, same colleague, before anyone's first coffee.
Google Ads, Meta, Stripe. One message. No Looker, no Data Studio. Anomaly detection runs around the clock. Cross-platform reporting runs on autopilot.
5,700+ teams. SOC 2 certified. Your data never trains models.
"Viktor is now an integral team member, and after weeks of use we still feel we haven't uncovered the full potential." — Patrick O'Doherty, Director, Yarra Web
② One strategy in this book returned 2.3× the S&P 500 on a risk-adjusted basis over 5 years.
Fully coded in Python. Yours to run today.
The 2026 Playbook — 30+ backtested strategies,
full code included, ready to deploy.
20% off until Tuesday. Use APRIL2026 at checkout.
$79 → $63.20 · Expires April 14.
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⑤ Most quant courses teach you to watch. This one makes you build.
Live. Weekly. With feedback on your actual code.
The AlgoEdge Quant Finance Bootcamp — 12 weeks of stochastic models, Black-Scholes, Heston, volatility surfaces, and exotic options. Built from scratch in Python.
Not pre-recorded. Not self-paced. Live sessions, weekly homework, direct feedback, and a full code library that's yours to keep.
Cohort size is limited intentionally — so every question gets answered.
→ Before you enroll, reach out for a 15-minute fit check. No pitch, no pressure.
📩 Email first: [email protected]
Premium Members – Your Full Notebook Is Ready
The complete Google Colab notebook from today’s article (with live data, full Hidden Markov Model, interactive charts, statistics, and one-click CSV export) is waiting for you.
Preview of what you’ll get:
Inside the Strategy Lab
📥 Auto-fetches cross-asset market data — Pulls SPY, IWM, HYG, LQD, and VIX price history from Yahoo Finance and aligns everything into one unified dataframe.
🧮 Feature engineering pipeline — Builds credit spread, daily/21D/63D/126D returns, relative SPY vs IWM returns, realized volatility, VIX transformations, and drawdown features.
⚖️ Volatility context logic — Compares implied volatility to realized volatility using VIX-to-SPX volatility ratios and rolling VIX averages to help spot regime shifts.
🧼 Data cleaning step — Removes rows with missing or infinite values before modeling so the clustering and PCA steps run on clean input only.
📐 Standardization + PCA — Scales all numeric features, then compresses them with PCA while keeping enough components to explain 95% of the variance.
🔍 Silhouette-based cluster search — Tests multiple K-Means cluster counts and picks the best number using silhouette score on both raw and PCA-reduced features.
🧠 Regime classification output — Assigns a regime label to each valid row and stores it back into the main dataframe as a nullable integer column.
📊 Price and cluster visualization — Generates an OHLCV chart for SPY and a PCA scatter plot colored by detected regime.
📈 Model quality reporting — Prints the number of rows used, best silhouette scores, chosen representation, and final regime distribution.
Free readers – you already got the full breakdown and visuals in the article. Paid members – you get the actual tool.
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