60 results for “topic:vix”
⚡ Vix.cpp a C++20 runtime for offline-first, P2P and high-performance applications. Local-first execution, Asio-powered async I/O, modular architecture.
Elixir extension for libvips
Vic's *Nix config (dotfiles for many unixes)
Proof of concept of VMSA-2017-0012
vix.py is a python script that calculates the CBOE Volatility Index (VIX) according to the method described in the CBOE VIX White Paper.
Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE 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
VMWare VIX bindings
vixcpp/core – The core of the vix.cpp framework. Provides the HTTP server, router, JSON utilities, and middleware system. All other modules are built on top of it.
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
vixcpp/cli – Command Line Interface for vix.cpp. Scaffold new projects, run the server with hot reload, and generate models or resources.
👻100% AI Coding:轻量、开源的 macOS 菜单栏应用,用于显示 VIX(恐慌指数)最新数值(数据来源:Yahoo Finance)。
vixcpp/orm – Object-Relational Mapping (ORM) for vix.cpp. Allows defining C++ models mapped to databases and provides auto-generated CRUD operations.
Systematic multi-asset allocation strategy using Hidden Markov Models to identify VIX volatility regimes and dynamically rotate between TLT, GLD, and SPY
No description provided.
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.
vixcpp/websocket – WebSocket and real-time streaming support. Enables chat apps, notifications, IoT, and live dashboards.
No description provided.
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.
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.
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
S&P500 And VIX index bot for Telegram
Demonstrates a workflow that involves fetching, processing, storing, analyzing, and reporting on financial data using machine learning techniques within a Snowflake database environment
⚡ Vix a C++20 runtime for offline-first, P2P and high-performance applications. Local-first execution, Asio-powered async I/O, modular architecture.
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.
Using economic data from OECD and Fred in conjunction with etfs and sector indicies to explore how changing economic regime impacts monthly returns
A profitable trading strategy analysis app that can be used for triggering long positions on the S&P 500. By Andrew Marchese