Feature
April 7, 2026Parallel News Research
News agent now plans and executes multiple search queries in parallel, then aggregates results for faster and more comprehensive coverage.
Changelog
The latest features, improvements, and fixes to the StressGen platform.
Feature
April 7, 2026Split Prediction Market Analysis
Kalshi and Polymarket are now analyzed by dedicated agents with LLM-powered market interpretation, replacing the single prediction agent for more granular signals.
Bug Fix
April 2, 2026Improved Treasury Data Accuracy
US Treasury 2Y yield now correctly sources from FRED instead of Yahoo Finance futures.
Feature
April 2, 2026Advanced Correlation Analytics
Added EWMA correlation estimation, Ledoit-Wolf matrix shrinkage, and condition number monitoring for more robust risk factor dependency modeling.
Feature
April 2, 2026Financial Stress Indices Widget
New dashboard widget tracking NFCI, STLFSI4, and OFR FSI financial stress indices.
Improvement
April 2, 2026Enhanced Public Scenario Sharing
Users can now share any scenario to a public page.
Feature
April 2, 2026Provenance Tooltips for Narrative Metrics
Key metrics in historical narratives now show provenance tooltips revealing the exact data source and computation method behind each number.
Improvement
April 2, 2026Smarter Historical Crisis Narratives
When a crisis isn't in the knowledge base, an agentic research loop (news/web search) fills the gap automatically.
Feature
March 23, 2026Contact Form & Regulatory Calendar
New contact form page for reaching the StressGen team. Added a curated regulatory calendar with verified dates for upcoming Fed, ECB, and prudential deadlines. Crisis Chronicle drawer now surfaces historical narrative context.
Improvement
March 23, 2026Market Regime Detection & SEO Hardening
Fixed HMM regime detector to correctly identify market stress states in the dashboard. Improved site discoverability with SEO fixes across sitemap, metadata, and llms.txt. Dashboard widget preferences now persist correctly across sessions.
Feature
March 23, 2026Multi-Source News & Prediction Markets
Added GDELT and Finnhub as new news providers for broader market and geopolitical coverage. Prediction market data from Kalshi and Polymarket now injects price momentum signals into scenario generation with tighter relevance filtering.
Feature
March 22, 2026Portfolio Sensitivity & Stress Testing
- Portfolio snapshots with delta/gamma/vega exposures per risk factor - Stress test engine with unit-aware impact computation - Pivot table with drag-and-drop, heatmaps, and CSV export - Cross-run comparison with Shapley attribution - Snapshot audit trail for regulatory compliance
Improvement
March 22, 2026RBAC & Platform Polish
- Subscription tiers (Free, Professional, Enterprise) - Subdomain routing for app vs marketing site - Regime detection alerts and PDF viewer - SEO and logging hardening
Feature
March 22, 2026Geopolitical Intelligence Upgrade
- Geopolitical risk taxonomy with 15 risk types and calibration anchors - Causal transmission DAG engine for modeling shock propagation paths - Contagion correlation monitor with regime detection - Crisis matching against 14 historical episodes (GFC, COVID, etc.) - Per-shock provenance tracing for full audit trail
Improvement
March 10, 2026Simplified Roles & Subscription Tiers
Streamlined role-based access controls and introduced clearer subscription tiers throughout the platform.
Feature
March 10, 2026Dedicated FAQ Page
New dedicated FAQ page covering common questions about stress testing, scenarios, and platform usage.
Bug Fix
March 9, 2026Fixed production stability issues
Fixed a slowapi header injection bug causing intermittent 500 errors, and resolved Redis connection pool cascade failures that could take down database connections during high load.
Improvement
March 9, 2026CSV/Excel snapshot upload and portfolio audit trail
Upload portfolio exposures via CSV or Excel files with template validation and error reporting. Snapshot deletions now use soft delete for regulatory audit compliance, with full user attribution tracking.
Security
March 9, 2026Fixed PII sanitization in chat
Corrected a PII sanitization method call that could fail silently when generating chat titles, ensuring personal data is always scrubbed before reaching LLM providers.
Bug Fix
March 9, 2026Fixed chat and dashboard UI issues
Resolved chat message text overflowing in the expanded sidebar, fixed duplicate key warnings in the activity feed, and corrected earnings calendar date grouping and hover states.
Feature
March 5, 2026Stress Test Impact Analysis
Run stress tests against portfolio snapshots to compute P&L impacts across risk factors — with waterfall charts, factor attribution breakdowns, and cross-run comparisons.
Feature
March 5, 2026Interactive Pivot Tables
Explore stress test results with drag-and-drop pivot tables featuring collapsible rows, inline bar charts, heatmaps, sorting, and a hide-empty-rows toggle.
Feature
March 5, 2026Portfolio Sensitivity Tracking
Track portfolio risk exposures over time with daily snapshots, per-risk-factor delta and gamma sensitivities, and an analytics dashboard featuring time-series charts and exposure matrices.
Feature
March 4, 2026Regulatory scenario type & redesigned scenario details
Generate regulatory stress test scenarios (DFAST, CCAR) with dedicated agent routing and RAG context. Scenario detail page now features a card-based layout with color-coded hero, expandable descriptions, and numbered key risk factors.
Feature
March 4, 2026Dashboard & Scenarios Visual Overhaul
Redesigned the Market Snapshot and Scenarios pages with richer data displays, improved layouts, and interactive details. Scenario cards now highlight top primary shocks. Macro and inflation widgets show clearer thresholds and data freshness.
Feature
March 3, 2026Historical crisis analysis
Run stress tests grounded in real financial crises (2008 GFC, COVID-19, Oil Shock, and 5 more), with automatic narrative generation and historically-calibrated shock values.
Improvement
March 3, 2026Faster and more reliable platform
Significantly faster document processing, more resilient infrastructure, and improved uptime for consistent performance.
Feature
March 3, 2026Expanded market data coverage
Access corporate yield curves, credit spreads, economic calendars, and international macro indicators from additional data sources.
Feature
March 3, 2026Time-series forecasting
Project how stress scenario impacts unfold over time, giving a forward-looking view of portfolio risk evolution.
Feature
March 3, 2026Scenario likelihood ranking with live market signals
See which stress scenarios are most likely to materialize based on current market conditions, with an interactive ranking on the dashboard.
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