There are 1 repository under vix topic.
Elixir extension for libvips
Proof of concept of VMSA-2017-0012
Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV
Modelling the implicit volatility, using multi-factor statistical models.
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.
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.
An algorithmic trading strategy incursion using Adaboost machine learning classifier, to create the first volatility security suitable for long term investors.
Plot the VIX index term structure for historical dates using Eikon data source.
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
A profitable trading strategy analysis app that can be used for triggering long positions on the S&P 500. By Andrew Marchese
S&P500 And VIX index bot for Telegram
This program scans for options trades (real-time) based on a certain criteria
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
Near Bulletproof Indicator
Build an automated process to collect vix futures data from IB and create a time-series. Offer service as API.
Using economic data from OECD and Fred in conjunction with etfs and sector indicies to explore how changing economic regime impacts monthly returns
Visualize VIX Futures Term Structure with a responsive, interactive line chart. Built with React, Recharts, and WebSockets for real-time data updates.
Option data analysis platform to track meaningful market maker flows.
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.
Virtual Internship Experience (VIX) Rakmin Academy
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.
analysis of the vix series and fitting of an appropriate model to set up a nice forecast
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.
Machine learning model to predict the sign of the VIX Index for the next day.