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.

VMWare VIX bindings

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

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.

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.

Option data suite capable of pinpointing intra-day high/lows before they happen based on "Auction Market Theory" and delta weighted volume analysis of the 0 DTE option chain for indexes.

A profitable trading strategy analysis app that can be used for triggering long positions on the S&P 500. By Andrew Marchese

Plot the VIX index term structure for historical dates using Eikon data source.

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

Visualize VIX Futures Term Structure with a responsive, interactive line chart. Built with React, Recharts, and WebSockets for real-time data updates.

Using economic data from OECD and Fred in conjunction with etfs and sector indicies to explore how changing economic regime impacts monthly returns