{"repo":"dougransom/vix_utils","free":true,"listed":false,"github":"https://github.com/dougransom/vix_utils","clone":"git clone https://github.com/dougransom/vix_utils.git","description":"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.","language":"Jupyter Notebook","stars":63,"topics":["finance","futures","svix","vix","volatility","volx","vxx"],"license":"MIT","category":"cli-tools","readme_excerpt":"VIX Utils Overview vix utils provides some tools for preparing data for analysing the VIX Futures and Cash Term structures. The futures can also contain a 30 day continuous maturity weighting of front two months of vix futures. VIX Futures Data downloaded from CBOE Futures Historical Data. Vix Cash Data are downloaded from CBOE Historical Volatility Indexes. There is an API for Python to load the data into Pandas DataFrames. If you do your analysis in Python, use the API. Since there is no documentation yet, look at the examples in the src/vix utils/examples folder. There is a Jupyter Notebook vix utils.ipynb in that folder. Important note for Juypter notebooks. You must use async get vix index histories and async load vix term structure rather than get vix index histories and load vix term structure. There is an example Jupyter notebook \"vix utils use in Jupyter.ipynb\" in the src/vix utils/examples folder. If you do your analysis in other tools such as R or excel, you can use the command line tool vixutil. vixutil -h will give the help. The data are availble in record and wide formats. Just run it and look at the excel or csv output to see what they look like. Installation You will need a Python 3.11 or later instalation. Install from the Python Packaging Index Install using pip from The Python Package Index : pip install vix utils If you want to run the samples, install like this: pip install vix utils[examples] The sample to load all the various data frames can be run as: ","default_branch":null,"files":null,"tree":[],"storefront":"/r/dougransom","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/dougransom/vix_utils/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}