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dougransom / 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
48 stars 11 forks source link

Help Wanted - Checking the Results #11

Closed dougransom closed 1 year ago

dougransom commented 1 year ago

If you are interested in this project, maybe use the command line utility to generate the weighted 30 day tenor and look for anomalies.

Same for the other outputs though I think these are less likely to have errors, except perhaps the weights from vixutil -w