Alternatives and similar repositories for vix

Users that are interested in vix are comparing it to the libraries listed below

• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆132Updated 6 years ago
• vollib / py_lets_be_rational
  ☆59Updated 11 months ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆119Updated 3 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆90Updated 6 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆76Updated 5 years ago
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆98Updated 2 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆109Updated 7 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆123Updated 3 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆107Updated 5 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 4 years ago
• quantstart / qstrader
  QSTrader
  ☆131Updated 6 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• alpha-miner / alpha-mind
  quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…
  ☆234Updated 2 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆63Updated 7 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆145Updated 2 years ago
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆166Updated 5 years ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆182Updated 11 months ago
• YuChenAmberLu / Options-Calculator
  Option Calculator using Black-Scholes model and Binomial model
  ☆170Updated 5 years ago
• thedatabeat / SVI
  ☆51Updated 8 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆127Updated 2 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆243Updated last year
• vollib / py_vollib
  ☆344Updated last year
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆133Updated 5 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆64Updated 4 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• theopenstreet / VPIN_HFT
  ☆114Updated 7 years ago
• jerryxyx / MonteCarlo
  A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
  ☆113Updated 6 years ago