Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
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Updated
Jul 26, 2019 - Jupyter Notebook
Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script sets up a Flask server and provides a route to retrieve the data in JSON format. The repository is a useful starting point for building out more complex applications that require access to VIX futures data.
Vix index is implemented in S&P500 historical data.
Option data analysis platform to track meaningful market maker flows.
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