波动率指数的计算,修改自https://github.com/Alexdachen/ivix
☆19Mar 21, 2019Updated 6 years ago
Alternatives and similar repositories for VIX
Users that are interested in VIX are comparing it to the libraries listed below
Sorting:
- 中国波指的计算☆149Nov 2, 2018Updated 7 years ago
- 中国波动率指数IVIX(CBOE volatility index)☆26May 25, 2021Updated 4 years ago
- A collection of my ramblings into the field of Quantitatve and Mathematical Finance☆12Feb 21, 2020Updated 6 years ago
- Qwen Trading Bot, Qwen Crypto Trader, Qwen AI Trading System, Qwen AI Trader, Qwen Automated Trading, Qwen Arbitrage Bot, Qwen Algorithmi…☆15Nov 6, 2025Updated 3 months ago
- PC端同花顺拖拉机自动申购场内基 金☆18Oct 19, 2020Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Jul 19, 2018Updated 7 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 4 years ago
- Drawing inspiration from Andrej Karpathy's LLM Council, this is an implementation for coding. LLMs evaluate each other and generate the b…☆22Dec 7, 2025Updated 2 months ago
- ML SUPERTREND ULTIMATE -ML- QLearning +Per + LSTM + CNN☆15Nov 12, 2025Updated 3 months ago
- ☆30Apr 27, 2017Updated 8 years ago
- MACS 40200 (Winter 2019): Structural Estimation☆25Mar 26, 2019Updated 6 years ago
- Quantitative Finance Research☆18Sep 20, 2025Updated 5 months ago
- First half of the Econometrics I PhD class taught at FGV in 2025 by Raul Riva☆22Nov 26, 2025Updated 3 months ago
- 使用MATLAB开发的量化回测系统☆11Oct 21, 2018Updated 7 years ago
- 资产配置方案项目☆33Nov 18, 2020Updated 5 years ago
- DIY Force Feedback Steering Wheel with Hoverboard motor and Raspberry Pi Pico☆14May 14, 2025Updated 9 months ago
- 大类资产配置☆11Jun 3, 2021Updated 4 years ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆75Feb 15, 2018Updated 8 years ago
- 计算上证50ETF期权隐含波动率并验证波动率微笑☆32Nov 26, 2018Updated 7 years ago
- ☆18Oct 9, 2023Updated 2 years ago
- Binance Futures C++ : A C++17 library. This has been redesigned, see binancebeast repo.☆11Aug 29, 2021Updated 4 years ago
- Hyperliquid AI Trading Bot, Hyperliquid Trading AI, Hyperliquid Crypto Trader, Hyperliquid AI Trading System, Hyperliquid Automated Tradi…☆31Feb 2, 2026Updated last month
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)☆12May 12, 2016Updated 9 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- 基于华泰研报对原alpha101代码进行简化和拓展☆47Jan 10, 2020Updated 6 years ago
- A crypto currency live-trading backend for Huobi☆37Aug 14, 2018Updated 7 years ago
- Solution of Dynamic Incomplete Information Models☆11Apr 19, 2024Updated last year
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆11Nov 9, 2022Updated 3 years ago
- 将 AD域控 DNS 的操控,封装成一个通用接口,方便集成在 运维平台中。☆11Oct 16, 2017Updated 8 years ago
- Application for processing Chinese text : Sentiment , Keywords , Abstract☆10Apr 13, 2017Updated 8 years ago
- Simple Breakout Trading Strategy based on Bollinger Bands☆11Jan 4, 2022Updated 4 years ago
- The asymptotic normal distribution properties☆15Mar 24, 2018Updated 7 years ago
- 券商金工研报复现☆13Nov 4, 2020Updated 5 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- Code for "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints"☆11Jan 23, 2020Updated 6 years ago
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- Code for "New Pricing Models, Same Old Phillips Curves?" (Auclert, Rigato, Rognlie, Straub 2023)☆11Mar 24, 2023Updated 2 years ago