Proof of concept of VMSA-2017-0012
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Updated
Jul 27, 2017 - Python
Proof of concept of VMSA-2017-0012
Elixir extension for libvips
Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
vix.py is a python script that calculates the CBOE Volatility Index (VIX) according to the method described in the CBOE VIX White Paper.
Modelling the implicit volatility, using multi-factor statistical models.
Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV
A token is created to invest in long term volatility, which is very profitable in market crisis, but also in bull markets through algorithmic trading using an Adaboost machine learning model and VIXM.
An algorithmic trading strategy incursion using Adaboost machine learning classifier, to create the first volatility security suitable for long term investors.
Machine learning model to predict the sign of the VIX Index for the next day.
A profitable trading strategy analysis app that can be used for triggering long positions on the S&P 500. By Andrew Marchese
Visualize VIX Futures Term Structure with a responsive, interactive line chart. Built with React, Recharts, and WebSockets for real-time data updates.
Virtual Machine Controling Client | VMWare | Qt | Pthreads
This GitHub repository contains data visualizations and analysis related to the COVID-19 pandemic and the VIX index. It includes visualizations of the changes in the US stock market and the VIX index since February 2020, as well as a comparison of the death cases and the VIX indexes over the same period.
This program scans for options trades (real-time) based on a certain criteria
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