Elixir extension for libvips
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Updated
Aug 25, 2024 - Elixir
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.
vix.py is a python script that calculates the CBOE Volatility Index (VIX) according to the method described in the CBOE VIX 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.
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.
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
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
analysis of the vix series and fitting of an appropriate model to set up a nice forecast
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