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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

Dev 202307 #23

Closed dougransom closed 1 year ago

dougransom commented 1 year ago

1 month continuous futures seems to be working. Possibility of bugs still. Fixed a few bugs.