Alternatives and similar repositories for vix

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

• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆134Updated 6 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆91Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• vollib / py_lets_be_rational
  ☆64Updated last week
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆101Updated 3 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pairs Trading with Machine Learning on Distributed Python Platform
  ☆122Updated 3 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆111Updated 7 years ago
• YuChenAmberLu / Options-Calculator
  Option Calculator using Black-Scholes model and Binomial model
  ☆175Updated 5 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆78Updated 5 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆126Updated 2 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆153Updated 2 years ago
• alpha-miner / alpha-mind
  quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…
  ☆235Updated 3 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆124Updated 3 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 5 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆112Updated 12 years ago
• thedatabeat / SVI
  ☆52Updated 8 years ago
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆171Updated 6 years ago
• theopenstreet / VPIN_HFT
  ☆120Updated 7 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆111Updated 5 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆246Updated last year
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 8 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• marketneutral / pairs-trading-with-ML
  ☆215Updated 8 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 4 years ago
• quantstart / qstrader
  QSTrader
  ☆133Updated 6 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆82Updated 6 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆64Updated 8 years ago