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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
41 stars 9 forks source link

SHORTVOL and LONGVOL #22

Closed dougransom closed 1 year ago

dougransom commented 1 year ago

Coming soon, SHORTVOL and LONGVOL will be added. Could be useful for those backtesting prior to the launch of SVIX and UVIX.

It is already in this branch. https://github.com/dougransom/vix_utils/tree/dev_202307.

I hope to release it in a month to pypi.

dougransom commented 1 year ago

done.