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Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
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.
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.