#Vix
Showing 2 of 2 repositories tagged #vix, ranked by stars
vivek-v-rao
Conditional-Skew
Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level
Score
100
★ 25
⑂ 2
—
Python
aidinattar
Volatility-carry-trading-strategy
Modelling the implicit volatility, using multi-factor statistical models.
Score
0
★ 24
⑂ 9
—
Python