GitHub / MartinMashalov / ImpliedVolatilityAnalysis
Predicting asset prices' directional movements based on implied volatility of price action. This experiment was performed on SPX index fund with VIX as implied volatility reference.
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PURL: pkg:github/MartinMashalov/ImpliedVolatilityAnalysis
Stars: 1
Forks: 1
Open issues: 0
License: None
Language: Python
Size: 94.7 KB
Dependencies parsed at: Pending
Created at: over 4 years ago
Updated at: almost 2 years ago
Pushed at: over 2 years ago
Last synced at: over 1 year ago
Topics: data-science, index-fund, predictive-modeling, python, trading-strategy-simulator, volatility-modeling