Files
nexus-quant-terminal/frontend
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
..

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