From 0efd6f3984a286b237a4dd6abbad8c8468a2a732 Mon Sep 17 00:00:00 2001 From: Claude Code Date: Mon, 23 Feb 2026 14:15:49 -0700 Subject: [PATCH] Add Curistat volatility forecasting platform to Risk Analysis --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index f03451d..8649dfb 100644 --- a/README.md +++ b/README.md @@ -181,6 +181,7 @@ 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. ### Factor Analysis