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Merge pull request #260 from moxiespirit/add-curistat

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Add Curistat futures volatility forecasting platform
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Wilson Freitas
2026-02-24 06:30:37 -03:00
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@@ -189,6 +189,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [fortitudo.tech](https://github.com/fortitudo-tech/fortitudo.tech) - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
- [Quant Lab Alpha](https://github.com/husainm97/quant-lab-alpha) — Portfolio risk decomposition and Monte Carlo simulation toolkit with factor-based modeling.
- [quantitative-finance-tools](https://github.com/omichauhan-lgtm/quantitative-finance-tools) - Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR).
- [curistat](https://github.com/moxiespirit/MyClone/tree/main/volatility_platform) - Futures volatility forecasting platform for ES/NQ. Proprietary CVN rating (1-10), regime detection (CRC composite), 8 directional signals, economic event impact analytics. Includes MCP server for AI agent integration.
- [Prop Trader Compass](https://otto-ships.github.io/prop-trader-compass/) - Interactive risk and payout calculator for Futures and CFD traders; features one-time fee firm comparisons.
### Factor Analysis