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…
  ☆135Updated 6 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆92Updated 6 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pairs Trading with Machine Learning on Distributed Python Platform
  ☆124Updated 3 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆81Updated 5 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 7 years ago
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆103Updated 3 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
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 12 years ago
• vollib / py_lets_be_rational
  ☆67Updated last month
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 3 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆247Updated last year
• alpha-miner / alpha-mind
  quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…
  ☆236Updated 3 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆96Updated 2 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆128Updated 2 years ago
• teddykoker / blog
  Source code for my personal blog
  ☆196Updated 3 weeks ago
• thedatabeat / SVI
  ☆53Updated 8 years ago
• YuChenAmberLu / Options-Calculator
  Option Calculator using Black-Scholes model and Binomial model
  ☆177Updated 6 years ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆193Updated last year
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• jcrichard / pyrb
  Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
  ☆130Updated 2 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆124Updated 3 years ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆176Updated 3 months ago
• marketneutral / pairs-trading-with-ML
  ☆216Updated 8 years ago
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆175Updated 4 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆123Updated last year
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 4 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆137Updated 4 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 …
  ☆35Updated last year