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dougransom
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vix_utils
vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term Structure data can be exported to excel (.xslx), csv, and pickle formats.
MIT License
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CBOE data not updating after 2024-11-15
#37
gnzsnz
closed
2 days ago
1
nan in the futures data?
#36
githubbla
opened
3 months ago
1
Futures Weights for S&P 500 VIX Mid-Term Futures Index
#34
dougransom
opened
6 months ago
0
More Robust Handling of Missing Futures Expiries
#33
dougransom
opened
6 months ago
0
fix vx_m4 issue #31
#32
gnzsnz
closed
6 months ago
3
missing futures data front 2nd month, and before same futures when it's was 3rd month... data is NaN?
#31
githubbla
closed
6 months ago
7
VX30 Weightings Are Significantly Off VXX Current Holdings
#30
UpsidePotential
closed
6 months ago
11
URLs for retrieving cash vix data no longer avaliable
#28
vibarco
closed
5 months ago
3
This package is not working anymore, isn't it?
#27
vibarco
closed
1 year ago
3
Missing Data Dec 2012
#26
dougransom
opened
1 year ago
1
Better Error Messages When Calling Synchronous API versions from event loop
#25
dougransom
opened
1 year ago
0
Dev 202307
#23
dougransom
closed
1 year ago
0
SHORTVOL and LONGVOL
#22
dougransom
closed
1 year ago
1
Roll periods and weighting for continuous 30 day maturity can be out by a day
#21
dougransom
closed
5 months ago
2
Roll dates and 30day continuous maturity not working
#20
dougransom
closed
1 year ago
0
P2: Can't call vix_utils from Jupyter notebook due to asyncio
#19
AQuant206
closed
1 year ago
7
P1: Can't do sample plot of term structure with today's date (after close) where date of last day market open works.
#18
AQuant206
opened
1 year ago
12
Incorrect comment in example - vixutil -r
#17
dougransom
opened
1 year ago
1
use github actions release features
#16
dougransom
closed
1 year ago
1
Documentation - Add Some
#15
dougransom
opened
1 year ago
2
Help Wanted - Checking the Results
#11
dougransom
closed
1 year ago
0
long load time
#9
dougransom
opened
1 year ago
0
Plot look goofy for the 30 day expiry
#8
dougransom
closed
1 year ago
1
Add 30 Day continuous futures
#7
dougransom
closed
1 year ago
1
Trade Days Tenors and calendar days tenors swapped.
#6
dougransom
closed
1 year ago
1
Remove quandl
#5
dougransom
closed
1 year ago
0
Is it still working in 2022?
#4
Luecx
closed
1 year ago
9
What dataset is CBOE_VX from?
#3
MichaelWS
closed
1 year ago
4
RVOL indexes aren't exported
#2
dougransom
closed
3 years ago
1
Documentation shows more types than supported.
#1
dougransom
closed
3 years ago
1