Claude 459cea18f0 feat: Event & Weekend Vol — vol-time term structure, event moves, forward vols ...

Strips FOMC/CPI/NFP variance lumps and the weekend weight out of the ATM
term structure (NNLS on total variance with a weekend-weight grid): live
Deribit fit for BTC/ETH, assumptions or broker quotes for metals/FX.
Event-implied moves, forward vols with calendar-arbitrage flags, fair vol
for any expiry, built-in 2026 FOMC/CPI/NFP calendar merged with live Forex
Factory events, and a realised day-of-week / FOMC-lump study.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01FpiqUMAyo4RL5DdQHMWbwE

2026-10-11 05:26:49 +00:00

..

app

feat: Event & Weekend Vol — vol-time term structure, event moves, forward vols

2026-10-11 05:26:49 +00:00

tests

feat: Event & Weekend Vol — vol-time term structure, event moves, forward vols

2026-10-11 05:26:49 +00:00

Procfile

chore: prepare for Vercel + Koyeb deployment

2026-06-07 18:46:51 +05:30

requirements.txt

feat: Vol Forecast & Regime engine (HAR-RV, GJR-GARCH, gradient boosting, HMM)

2026-10-01 05:21:59 +00:00