meixler / vixLinks
vix.py is a python script that calculates the CBOE Volatility Index (VIX) according to the method described in the CBOE VIX White Paper.
☆26Updated 2 years ago
Alternatives and similar repositories for vix
Users that are interested in vix are comparing it to the libraries listed below
Sorting:
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆115Updated 6 months ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆100Updated 2 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated last month
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆16Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- ☆44Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Some notebooks with powerful trading strategies.☆96Updated 4 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆13Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆26Updated 5 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- A Streamlit dashboard for creating relative rotation graphs using the OpenBB Platform.☆42Updated 6 months ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆166Updated 2 weeks ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆38Updated last year
- ☆75Updated last year
- Implements different approaches to tactical and strategic asset allocation☆39Updated 9 months ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆139Updated 9 months ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- ☆23Updated 2 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆10Updated 6 years ago
- A quantitative trading strategy backtester with an interactive dashboard. Enables users to implement, test, and visualise trading strateg…☆22Updated last month
- By means of stochastic volatility models☆44Updated 5 years ago