A quantitative statistical arbitrage system built to exploit temporary inefficiencies between Volatility 75 (V75) and Volatility 100 (V100) synthetic indices on Deriv.

The algorithm continuously tracks the structural relationship between these volatility products, identifying periods where price deviates from statistically expected spread behavior and targeting high-probability mean reversion opportunities driven by volatility clustering and synthetic market rebalancing dynamics.

✅ Fully systematic execution
✅ No discretionary trading
✅ Statistically validated methodology
✅ Real-time alerts & automation ready
✅ Built for institutional-style quantitative traders

Designed around the shared volatility engine underlying synthetic indices, this model transforms relative volatility dislocations into structured, rules-based trading signals across intraday and swing regimes.

Institutional Edge. Built for Retail.

TradingView 👇
https://www.tradingview.com/script/okQ2GV9U-BVL-StatArb-V75-V100-Deriv