GitPlanet

Cheap and reliable Node.js hosting starts at $3/month, and $1/month static HTML hosting

Created with love in Canada, visit hostnodejs.com today

Feel like to post an Ad? Learn Details
All Projects → Alexdachen → Ivix

Alexdachen / Ivix

Licence: mit
中国波指的计算

Programming Languages

python
139335 projects - #7 most used programming language

Labels

quantoptions

Projects that are alternatives of or similar to Ivix

openctp
CTP开放平台提供A股、港股、美股、期货、期权等全品种接入通道，通过提供中泰证券XTP、华鑫证券奇点、东方证券OST、东方财富证券EMT、盈透证券TWS等各通道的CTPAPI接口，CTP程序可以无缝对接各股票柜台。平台也提供了一套基于TTS交易系统的模拟环境，同样提供了CTPAPI兼容接口，可以替代Simnow，为CTP量化交易开发者提供7x24可用的模拟环境。
Stars: ✭ 389 (+498.46%)
Mutual labels:  options, quant
Turingtrader
The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Stars: ✭ 132 (+103.08%)
Mutual labels:  quant, options
Vngo
golang version of vn.py
Stars: ✭ 25 (-61.54%)
Mutual labels:  quant
Go Robinhood
A golang library for interacting with the Robinhood private API
Stars: ✭ 48 (-26.15%)
Mutual labels:  options
Td Ameritrade Client
TD Ameritrade Java Client
Stars: ✭ 35 (-46.15%)
Mutual labels:  options
Iconswitch
🍭 Custom Android Switch widget
Stars: ✭ 874 (+1244.62%)
Mutual labels:  options
Rqalpha Data
A utility for RQAlpha to directly use data（不需要在回测里而是直接调用 RQAlpha 的数据）
Stars: ✭ 37 (-43.08%)
Mutual labels:  quant
Tradier Options Plotter
Python CLI tool for plotting options price history. Powered by Tradier's Sandbox API.
Stars: ✭ 24 (-63.08%)
Mutual labels:  options
Python Nse Option Chain Analyzer
The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis
Stars: ✭ 58 (-10.77%)
Mutual labels:  options
Wolfquant
重新造轮子构建投资组合框架，适合大类资产配置和股票交易。
Stars: ✭ 32 (-50.77%)
Mutual labels:  quant
Mkvtoolnix Batch
Windows Batch script to automate batch processing using mkvtoolnix.
Stars: ✭ 42 (-35.38%)
Mutual labels:  options
Fooltrader
quant framework for stock
Stars: ✭ 960 (+1376.92%)
Mutual labels:  quant
Quantaxis spider
QUANTAXIS 爬虫mod python/javascript/mongodb
Stars: ✭ 13 (-80%)
Mutual labels:  quant
Python stock github
Python 量化投资及 Github 管理学习笔记
Stars: ✭ 39 (-40%)
Mutual labels:  quant
Swipeformore
Manage Cydia packages via swipe.
Stars: ✭ 11 (-83.08%)
Mutual labels:  options
Pyspider Stock
A project using pyspider to collect data and NLP techs to analyze the correlation among the data
Stars: ✭ 56 (-13.85%)
Mutual labels:  quant
Kotlin Options
Kotlin Options with functional operators
Stars: ✭ 25 (-61.54%)
Mutual labels:  options
Hikyuu
Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架
Stars: ✭ 948 (+1358.46%)
Mutual labels:  quant
Quant Finance Resources
Courses, Articles and many more which can help beginners or professionals.
Stars: ✭ 36 (-44.62%)
Mutual labels:  quant
Options backtester
Simple backtesting software for options
Stars: ✭ 62 (-4.62%)
Mutual labels:  options
View All Similar Projects ➔

ivix

中国波指的计算

vix指数的计算方法如下（ivix也是一样）：

vix指数的简单计算介绍

CBOE,vix白皮书

中国波指，作为一个波动率指数，也叫情绪指数，具有一定的预测作用。

  • 目前是用于计算历史日间的中国波指。

  • 数据截止日期为2018年7月5日的。需要新的数据自己进行获取了。

画图模块是用pyecharts库，需要安装一下pyecharts.

pip install pyecharts

image

如图，计算出来的vix指数结果以及原始中证公司公布出来的vix指数对比，可见大部分是一致的，当然也有小部分是不一致的，造成原因可能是原始数据质量的问题了。但是用这个方法去替代不再发布的vix指数还是可行的，2018年2月14号之后不再发布中国波指了。

后续将会更新实时计算日内的中国波指；同时也会把wind接口全部换成爬虫接口。

License

MIT

Note that the project description data, including the texts, logos, images, and/or trademarks, for each open source project belongs to its rightful owner. If you wish to add or remove any projects, please contact us at [email protected].