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khrapovs / vix

Compute VIX and related volatility indices
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Port vix calculation to python 3 #2

Closed macalinao closed 4 years ago

macalinao commented 4 years ago

Thanks for publishing this repo, @khrapovs ! I've updated the notebook to the latest Jupyter conventions/pandas version.

See https://github.com/macalinao/vix/blob/igm/python3/notebooks/Replicate_VIXwite.ipynb

khrapovs commented 4 years ago

Thanks a lot! I have abandoned this repo long time ago ;)