diff --git a/Tests/test_Trady.cs b/Tests/test_Trady.cs
index ef8066b1..ed6a5de6 100644
--- a/Tests/test_Trady.cs
+++ b/Tests/test_Trady.cs
@@ -10,9 +10,10 @@ public class TradyTests
     private readonly GbmFeed feed;
     private readonly Random rnd;
     private readonly double range;
-    private readonly int period, iterations;
+    private readonly int iterations;
+    private int period;
     private readonly int skip;
-     private readonly IEnumerable<IOhlcv> Candles;
+    private readonly IEnumerable<IOhlcv> Candles;
 
     public TradyTests()
     {
@@ -44,20 +45,20 @@ public class TradyTests
             foreach (TBar item in feed)
             { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
 
-           var Trady = new SimpleMovingAverage(Candles, period)
-                .Compute()
-                .Select(result => new
-                {
-                    Date = result.DateTime,
-                    Value = result.Tick.HasValue ? (double)result.Tick.Value : double.NaN
-                })
-                .ToList();
+            var Trady = new SimpleMovingAverage(Candles, period)
+                 .Compute()
+                 .Select(result => new
+                 {
+                     Date = result.DateTime,
+                     Value = result.Tick.HasValue ? (double)result.Tick.Value : double.NaN
+                 })
+                 .ToList();
 
             Assert.Equal(QL.Length, Trady.Count);
             for (int i = QL.Length - 1; i > skip; i--)
             {
                 double QL_item = QL[i].Value;
-                double Tr_item =  Trady[i].Value;
+                double Tr_item = Trady[i].Value;
                 Assert.InRange(Tr_item - QL_item, -range, range);
             }
         }
@@ -74,20 +75,20 @@ public class TradyTests
             foreach (TBar item in feed)
             { QL.Add(ma.Calc(new TValue(item.Time, item.Close))); }
 
-           var Trady = new ExponentialMovingAverage(Candles, period)
-                .Compute()
-                .Select(result => new
-                {
-                    Date = result.DateTime,
-                    Value = result.Tick.HasValue ? (double)result.Tick.Value : double.NaN
-                })
-                .ToList();
+            var Trady = new ExponentialMovingAverage(Candles, period)
+                 .Compute()
+                 .Select(result => new
+                 {
+                     Date = result.DateTime,
+                     Value = result.Tick.HasValue ? (double)result.Tick.Value : double.NaN
+                 })
+                 .ToList();
 
             Assert.Equal(QL.Length, Trady.Count);
-            for (int i = QL.Length - 1; i > skip*2; i--)
+            for (int i = QL.Length - 1; i > skip * 2; i--)
             {
                 double QL_item = QL[i].Value;
-                double Tr_item =  Trady[i].Value;
+                double Tr_item = Trady[i].Value;
                 Assert.InRange(Tr_item - QL_item, -range, range);
             }
         }
diff --git a/Tests/test_Tulip.cs b/Tests/test_Tulip.cs
index b56476db..b58f0eae 100644
--- a/Tests/test_Tulip.cs
+++ b/Tests/test_Tulip.cs
@@ -9,7 +9,7 @@ public class TulipTests
     private readonly Random rnd;
     private readonly double range;
     private int period;
-    private int readonly iterations;
+    private readonly int iterations;
     private readonly double[] data;
     private readonly double[] outdata;
     private readonly int skip;
diff --git a/Tests/test_talib.cs b/Tests/test_talib.cs
index d56e2ec1..0e1781d7 100644
--- a/Tests/test_talib.cs
+++ b/Tests/test_talib.cs
@@ -9,7 +9,7 @@ public class TAlibTests
     private readonly Random rnd;
     private readonly double range;
     private int period;
-    private int readonly iterations;
+    private readonly int iterations;
     private readonly double[] data;
     private readonly double[] TALIB;
 
diff --git a/lib/statistics/Curvature.cs b/lib/statistics/Curvature.cs
new file mode 100644
index 00000000..4f3f6df7
--- /dev/null
+++ b/lib/statistics/Curvature.cs
@@ -0,0 +1,128 @@
+using System;
+using System.Collections.Generic;
+
+namespace QuanTAlib
+{
+    public class Curvature : AbstractBase
+    {
+        private readonly int _period;
+        private readonly Slope _slopeCalculator;
+        private readonly CircularBuffer _slopeBuffer;
+
+        public double? Intercept { get; private set; }
+        public double? StdDev { get; private set; }
+        public double? RSquared { get; private set; }
+        public double? Line { get; private set; }
+
+        public Curvature(int period)
+        {
+            if (period <= 2)
+            {
+                throw new ArgumentOutOfRangeException(nameof(period), period,
+                    "Period must be greater than 2 for Curvature calculation.");
+            }
+            _period = period;
+            WarmupPeriod = period * 2 - 1; // We need this many points to get period number of slopes
+            _slopeCalculator = new Slope(period);
+            _slopeBuffer = new CircularBuffer(period);
+            Name = $"Curvature(period={period})";
+
+            Init();
+        }
+
+        public Curvature(object source, int period) : this(period)
+        {
+            var pubEvent = source.GetType().GetEvent("Pub");
+            pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+        }
+
+        public override void Init()
+        {
+            base.Init();
+            _slopeBuffer.Clear();
+            Intercept = null;
+            StdDev = null;
+            RSquared = null;
+            Line = null;
+        }
+
+        protected override void ManageState(bool isNew)
+        {
+            if (isNew)
+            {
+                _lastValidValue = Input.Value;
+                _index++;
+            }
+        }
+
+        protected override double Calculation()
+        {
+            ManageState(Input.IsNew);
+
+            // Calculate slope
+            var slopeResult = _slopeCalculator.Calc(Input);
+            _slopeBuffer.Add(slopeResult.Value, Input.IsNew);
+
+            double curvature = 0;
+
+            if (_slopeBuffer.Count < 2)
+            {
+                return curvature; // Return 0 when there are fewer than 2 slope points
+            }
+
+            int count = Math.Min(_slopeBuffer.Count, _period);
+            var slopes = _slopeBuffer.GetSpan().ToArray();
+
+            // Calculate averages
+            double sumX = 0, sumY = 0;
+            for (int i = 0; i < count; i++)
+            {
+                sumX += i + 1;
+                sumY += slopes[i];
+            }
+            double avgX = sumX / count;
+            double avgY = sumY / count;
+
+            // Least squares method
+            double sumSqX = 0, sumSqY = 0, sumSqXY = 0;
+            for (int i = 0; i < count; i++)
+            {
+                double devX = (i + 1) - avgX;
+                double devY = slopes[i] - avgY;
+                sumSqX += devX * devX;
+                sumSqY += devY * devY;
+                sumSqXY += devX * devY;
+            }
+
+            if (sumSqX > 0)
+            {
+                curvature = sumSqXY / sumSqX;
+                Intercept = avgY - (curvature * avgX);
+
+                // Calculate Standard Deviation and R-Squared
+                double stdDevX = Math.Sqrt(sumSqX / count);
+                double stdDevY = Math.Sqrt(sumSqY / count);
+                StdDev = stdDevY;
+
+                if (stdDevX * stdDevY != 0)
+                {
+                    double r = sumSqXY / (stdDevX * stdDevY) / count;
+                    RSquared = r * r;
+                }
+
+                // Calculate last Line value (y = mx + b)
+                Line = (curvature * count) + Intercept;
+            }
+            else
+            {
+                Intercept = null;
+                StdDev = null;
+                RSquared = null;
+                Line = null;
+            }
+
+            IsHot = _slopeBuffer.Count == _period;
+            return curvature;
+        }
+    }
+}
\ No newline at end of file
diff --git a/lib/statistics/Slope.cs b/lib/statistics/Slope.cs
new file mode 100644
index 00000000..ec2d97ea
--- /dev/null
+++ b/lib/statistics/Slope.cs
@@ -0,0 +1,128 @@
+using System;
+using System.Collections.Generic;
+
+namespace QuanTAlib
+{
+    public class Slope : AbstractBase
+    {
+        private readonly int _period;
+        private readonly CircularBuffer _buffer;
+        private readonly CircularBuffer _timeBuffer;
+
+        public double? Intercept { get; private set; }
+        public double? StdDev { get; private set; }
+        public double? RSquared { get; private set; }
+        public double? Line { get; private set; }
+
+        public Slope(int period)
+        {
+            if (period <= 1)
+            {
+                throw new ArgumentOutOfRangeException(nameof(period), period,
+                    "Period must be greater than 1 for Slope/Linear Regression.");
+            }
+            _period = period;
+            WarmupPeriod = period;
+            _buffer = new CircularBuffer(period);
+            _timeBuffer = new CircularBuffer(period);
+            Name = $"Slope(period={period})";
+
+            Init();
+        }
+
+        public Slope(object source, int period) : this(period)
+        {
+            var pubEvent = source.GetType().GetEvent("Pub");
+            pubEvent?.AddEventHandler(source, new ValueSignal(Sub));
+        }
+
+        public override void Init()
+        {
+            base.Init();
+            _buffer.Clear();
+            _timeBuffer.Clear();
+            Intercept = null;
+            StdDev = null;
+            RSquared = null;
+            Line = null;
+        }
+
+        protected override void ManageState(bool isNew)
+        {
+            if (isNew)
+            {
+                _lastValidValue = Input.Value;
+                _index++;
+            }
+        }
+
+        protected override double Calculation()
+        {
+            ManageState(Input.IsNew);
+
+            _buffer.Add(Input.Value, Input.IsNew);
+            _timeBuffer.Add(Input.Time.Ticks, Input.IsNew);
+
+            double slope = 0;
+
+            if (_buffer.Count < 2)
+            {
+                return slope; // Return 0 when there are fewer than 2 points
+            }
+
+            int count = Math.Min(_buffer.Count, _period);
+            var values = _buffer.GetSpan().ToArray();
+
+            // Calculate averages
+            double sumX = 0, sumY = 0;
+            for (int i = 0; i < count; i++)
+            {
+                sumX += i + 1;
+                sumY += values[i];
+            }
+            double avgX = sumX / count;
+            double avgY = sumY / count;
+
+            // Least squares method
+            double sumSqX = 0, sumSqY = 0, sumSqXY = 0;
+            for (int i = 0; i < count; i++)
+            {
+                double devX = (i + 1) - avgX;
+                double devY = values[i] - avgY;
+                sumSqX += devX * devX;
+                sumSqY += devY * devY;
+                sumSqXY += devX * devY;
+            }
+
+            if (sumSqX > 0)
+            {
+                slope = sumSqXY / sumSqX;
+                Intercept = avgY - (slope * avgX);
+
+                // Calculate Standard Deviation and R-Squared
+                double stdDevX = Math.Sqrt(sumSqX / count);
+                double stdDevY = Math.Sqrt(sumSqY / count);
+                StdDev = stdDevY;
+
+                if (stdDevX * stdDevY != 0)
+                {
+                    double r = sumSqXY / (stdDevX * stdDevY) / count;
+                    RSquared = r * r;
+                }
+
+                // Calculate last Line value (y = mx + b)
+                Line = (slope * count) + Intercept;
+            }
+            else
+            {
+                Intercept = null;
+                StdDev = null;
+                RSquared = null;
+                Line = null;
+            }
+
+            IsHot = _buffer.Count == _period;
+            return slope;
+        }
+    }
+}
\ No newline at end of file
diff --git a/quantower/Statistics/CurvatureIndicator.cs b/quantower/Statistics/CurvatureIndicator.cs
new file mode 100644
index 00000000..53764aca
--- /dev/null
+++ b/quantower/Statistics/CurvatureIndicator.cs
@@ -0,0 +1,24 @@
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class CurvatureIndicator : IndicatorBase
+{
+    [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    private Curvature? curvature;
+    protected override AbstractBase QuanTAlib => curvature!;
+    public override string ShortName => $"CURVATURE {Period} : {SourceName}";
+
+    public CurvatureIndicator()
+    {
+        Name = "CURVATURE - Rate of Change of Slope";
+        SeparateWindow = true;
+    }
+
+    protected override void InitIndicator()
+    {
+        curvature = new(Period);
+        MinHistoryDepths = curvature.WarmupPeriod;
+    }
+}
\ No newline at end of file
diff --git a/quantower/Statistics/SlopeIndicator.cs b/quantower/Statistics/SlopeIndicator.cs
new file mode 100644
index 00000000..7ad50cf5
--- /dev/null
+++ b/quantower/Statistics/SlopeIndicator.cs
@@ -0,0 +1,24 @@
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class SlopeIndicator : IndicatorBase
+{
+    [InputParameter("Period", sortIndex: 1, 2, 2000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    private Slope? slope;
+    protected override AbstractBase QuanTAlib => slope!;
+    public override string ShortName => $"SLOPE {Period} : {SourceName}";
+
+    public SlopeIndicator()
+    {
+        Name = "SLOPE - Trend Slope";
+        SeparateWindow = true;
+    }
+
+    protected override void InitIndicator()
+    {
+        slope = new(Period);
+        MinHistoryDepths = slope.WarmupPeriod;
+    }
+}
\ No newline at end of file