Proof of concept of VMSA-2017-0012
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Updated
Jul 27, 2017 - Python
Proof of concept of VMSA-2017-0012
Predicting future VIX movements using forked repository from @maylathant. Investigation on VIX price action and predictive modeling in order to aid in risk management on SPX index fund.
This is a real time monitor to observe the CBOE Volatility Index (VIX) and this application issues alerts when levels of this index are critical or requires attention, the alerts appears visual and in human voice.
Build an automated process to collect vix futures data from IB and create a time-series. Offer service as API.
vix.py is a python script that calculates the CBOE Volatility Index (VIX) according to the method described in the CBOE VIX White Paper.
Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV
A profitable trading strategy analysis app that can be used for triggering long positions on the S&P 500. By Andrew Marchese
Retrieve and send stocks and crypto market data to telegram. Infra: https://github.com/hanchiang/market-data-notification-infra. Stocks: https://t.me/+6RjlDOi8OyxkOGU1. Crypto: https://t.me/+geTqFk8RktA2YzA9. Blog post: https://www.yaphc.com/stocks-notification-tradingview-webhook-to-telegram
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
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