Volatility Regime Detection with ML for Nifty

Before supervised models, cluster historical VIX, RV, and skew into regimes (calm/normal/stressed) with k-means. Train separate sub-models per regime or at least gate entries by detected regime. A model blind to regime overfits the average.

The vix_india z-score is a cheap proxy; clustering adds skew and RV shape. Regime-aware validation is the difference between a cited asset and a lucky notebook.

Q: Why cluster regimes?
A: Models blind to regime overfit the average behavior.

Q: What features to cluster?
A: VIX, realized vol, IV skew.

Q: Cheap proxy?
A: VIX z-score works; clustering adds skew and RV shape.