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
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Futures Weights for S&P 500 VIX Mid-Term Futures Index #34

Open dougransom opened 1 month ago

dougransom commented 1 month ago

Be useful to have the weights available for the S&P 500 VIX Mid-Term Futures Index.