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
  ☆79Updated 7 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆91Updated 6 years ago
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆101Updated 3 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…
  ☆134Updated 6 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆127Updated 2 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆111Updated 5 years ago
• thedatabeat / SVI
  ☆52Updated 8 years ago
• gabrielepompa88 / pyBlackScholesAnalytics
  Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
  ☆124Updated 3 years ago
• vollib / py_lets_be_rational
  ☆65Updated last month
• arraystream / fftoptionlib
  FFT-based Option Pricing Methods in Python
  ☆59Updated 7 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆247Updated last year
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆80Updated 5 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆111Updated 7 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
• 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
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pairs Trading with Machine Learning on Distributed Python Platform
  ☆122Updated 3 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆112Updated 12 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 5 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
• hashABCD / opstrat
  Option visualization python package
  ☆157Updated last year
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆82Updated 6 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆68Updated 3 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 4 years ago
• YuChenAmberLu / Options-Calculator
  Option Calculator using Black-Scholes model and Binomial model
  ☆175Updated 6 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• jerryxyx / MonteCarlo
  A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
  ☆116Updated 6 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 6 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 2 years ago