Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
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Jul 26, 2019 - Jupyter Notebook
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vix-index
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This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script sets up a Flask server and provides a route to retrieve the data in JSON format. The repository is a useful starting point for building out more complex applications that require access to VIX futures data.
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Mar 19, 2023 - Python
Vix index is implemented in S&P500 historical data.
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Jun 14, 2021 - Python
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.
options
sms-messages
option-pricing
options-parsing
tick-data
vix
options-trading
vix-index
delta-hedging
options-api
vix-futures
v-moves
gamma-exposure
delta-exposure
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Nov 7, 2024 - Vue
This system is designed to provide valuable insights into future market movements, enabling users to make informed decisions regarding their investments without directly executing trades. It leverages the VIX (CBOE Volatility Index) as a key indicator for predicting trends, in the SPY (S&P 500 ETF) market.
python
finance
stock-market
quantitative-finance
financial-analysis
zscore
sp500-real-time-data
vix-index
sp500-data-analysis
stockmarketanalysis
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Aug 4, 2024 - Python
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