Elixir extension for libvips

• UpdatedJan 11, 2025
• Elixir

Proof of concept of VMSA-2017-0012

• UpdatedJul 27, 2017
• Python

Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.

• UpdatedJul 26, 2019
• Jupyter Notebook

vix.py is a python script that calculates the CBOE Volatility Index (VIX) according to the method described in the CBOE VIX White Paper.

• UpdatedMar 30, 2023
• Python

VMWare VIX bindings

• UpdatedOct 11, 2021
• Python

Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV

• UpdatedJun 12, 2023
• Python

Modelling the implicit volatility, using multi-factor statistical models.

• UpdatedJul 14, 2024
• Jupyter Notebook

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

• UpdatedAug 20, 2024
• Python

• UpdatedOct 1, 2020
• Jupyter Notebook

Virtual Machine Controling Client | VMWare | Qt | Pthreads

• UpdatedJul 17, 2017
• C++

Various multivariate, multistep LSTM models using SPX options data to forecast the CBOE VIX to improve future market volatility forecasts. Monte Carlo simulation and Facebook Prophet forecasts included for comparison.

• UpdatedAug 29, 2022
• Jupyter Notebook

• UpdatedApr 22, 2020
• Python

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.

• UpdatedMar 26, 2022
• Python

An algorithmic trading strategy incursion using Adaboost machine learning classifier, to create the first volatility security suitable for long term investors.

• UpdatedJan 26, 2025
• Jupyter Notebook

Option data suite capable of pinpointing intra-day high/lows before they happen based on "Auction Market Theory" and delta weighted volume analysis of the 0 DTE option chain for indexes.

• UpdatedNov 7, 2024
• Vue

A profitable trading strategy analysis app that can be used for triggering long positions on the S&P 500. By Andrew Marchese

• UpdatedOct 23, 2023
• Python

Plot the VIX index term structure for historical dates using Eikon data source.

• UpdatedMar 27, 2020
• Python

Using economic data from OECD and Fred in conjunction with etfs and sector indicies to explore how changing economic regime impacts monthly returns

• UpdatedSep 20, 2023

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

• UpdatedAug 11, 2024
• Python

S&P500 And VIX index bot for Telegram

• UpdatedDec 13, 2023
• JavaScript