Alternatives and similar repositories for vix

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

• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆98Updated 2 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆91Updated 6 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆119Updated 3 years ago
• vollib / py_lets_be_rational
  ☆59Updated 11 months ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆74Updated 5 years ago
• arraystream / fftoptionlib
  FFT-based Option Pricing Methods in Python
  ☆59Updated 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…
  ☆131Updated 6 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆89Updated 4 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆95Updated 4 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆122Updated 3 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆241Updated last year
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆126Updated 2 years ago
• thedatabeat / SVI
  ☆51Updated 8 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆109Updated 7 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆133Updated 6 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆119Updated last year
• pbharrin / alpha-compiler
  ☆44Updated last year
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆168Updated 3 years ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆50Updated 5 years ago
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆164Updated 5 years ago
• vollib / py_vollib
  ☆339Updated last year
• jerryxyx / MonteCarlo
  A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
  ☆112Updated 6 years ago
• alpha-miner / alpha-mind
  quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…
  ☆233Updated 2 years ago
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆36Updated last year