ISSUE 11
LIVEPythonClaude APIMCPFlask
CONTEXT
Short-dated temperature contracts get mispriced when forecast distributions disagree with market-implied probabilities.The hard part is the meteorology, not the execution.
BUILD
Pulls multi-source forecasts from NWS, HRRR, GFS, and ECMWF ensembles, calculates probability distributions across temperature buckets, and acts only when modelled edge clears a threshold.Claude-powered agents re-evaluate every 30 minutes with position recovery and risk management.APScheduler drives the engine, SQLAlchemy persists state, and a Flask dashboard surfaces live performance.
RESULT
Runs autonomously with daily outcome tracking that feeds back into agent decisions, closing the loop between forecast accuracy and position sizing.
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