
Curistat Trading Analytics
io.github.moxiespiritPublished by GitHub account moxiespiritv0.1.0Updated Oct 24, 2026
Futures volatility intelligence: forecasts, regime detection, signals, and analogs for ES/NQ.
Overview
Gives an assistant Curistat futures volatility analytics for ES and NQ, including forecasts, regime detection, signals, and analogs.
- What you can do
- This local MCP server exposes Curistat futures volatility intelligence to an assistant. Based on the available description, it covers volatility forecasts, market regime detection, trading signals, and historical analog lookups for the ES and NQ futures contracts. No individual tool names or parameters are listed in the supplied material.
- When to use it
- Use it when you want an assistant to pull Curistat volatility analytics for ES or NQ futures into a research or trading workflow, such as checking a forecast, identifying the current volatility regime, or comparing against historical analogs. It is not intended for general market data outside that scope.
- Requirements
- Runs locally as a Python package (curistat_mcp) over stdio, so a Python runtime is needed. Requires a Curistat Developer API key in the CURISTAT_API_KEY environment variable. The API base URL can be set with CURISTAT_API_URL and defaults to Network access to that endpoint is required. Desktop only; no web executable.
Installation
In SourceWeft
- Open Curistat Trading Analytics in the dashboard and add it to a workspace.
- Enable the server for the chats that should use its tools.
Desktop only via STDIO. STDIO servers start a local process, so they need the SourceWeft desktop host.
Other MCP clients
Follow the launch instructions in the repository.
README
This repository has no README.
Tools
0Version history
1- v0.1.0LatestSep 16, 2026
Score
25% of the applicable checks met
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- Tools listed15 pts
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- License10 pts
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