vix

A modern C++ runtime for building fast and reliable applications.

Elixir extension for libvips

Vic's *Nix config (dotfiles for many unixes)

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.

Proof of concept of VMSA-2017-0012

Modelling the implicit volatility, using multi-factor statistical models.

vix.py is a python script that calculates the CBOE Volatility Index (VIX) according to the method described in the CBOE VIX White Paper.

Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level

Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.

Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV

VMWare VIX bindings

Systematic multi-asset allocation strategy using Hidden Markov Models to identify VIX volatility regimes and dynamically rotate between TLT, GLD, and SPY

Native C++ runtime foundation for building HTTP applications with Vix.cpp.

Official command-line interface for Vix.cpp.

Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro

👻100% AI Coding：轻量、开源的 macOS 菜单栏应用，用于显示 VIX（恐慌指数）最新数值（数据来源：Yahoo Finance）。

Peer-to-peer engine for Vix.cpp with discovery, secure messaging, routing, WAL replication, and offline-first sync.

Option data suite capable of pinpointing intra-day high/lows before they happen based on "Auction Market Theory" and delta weighted volume analysis of the 0 DTE option chain for indexes.

Explicit database layer for Vix.cpp with SQLite, MySQL, pooling, prepared statements, and transactions.

Thin and explicit ORM layer for Vix.cpp, built on Vix DB without hiding SQL.