dougransom / vix_utilsLinks
vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term Structure data can be exported to excel (.xslx), csv, and pickle formats.
☆51Updated last year
Alternatives and similar repositories for vix_utils
Users that are interested in vix_utils are comparing it to the libraries listed below
Sorting:
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…