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.
Virtual Machine Controling Client | VMWare | Qt | Pthreads
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
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.
An algorithmic trading strategy incursion using Adaboost machine learning classifier, to create the first volatility security suitable for long term investors.
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.
This program scans for options trades (real-time) based on a certain criteria
Using economic data from OECD and Fred in conjunction with etfs and sector indicies to explore how changing economic regime impacts monthly returns
Build an automated process to collect vix futures data from IB and create a time-series. Offer service as API.
Add a description, image, and links to the vix topic page so that developers can more easily learn about it.
To associate your repository with the vix topic, visit your repo's landing page and select "manage topics."