A modern C++ runtime for building fast and reliable applications.
Elixir extension for libvips
Vic's *Nix config (dotfiles for many unixes)
Proof of concept of VMSA-2017-0012
vix.py is a python script that calculates the CBOE Volatility Index (VIX) according to the method described in the CBOE VIX White Paper.
Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
Modelling the implicit volatility, using multi-factor statistical models.
Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level
Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
Systematic multi-asset allocation strategy using Hidden Markov Models to identify VIX volatility regimes and dynamically rotate between TLT, GLD, and SPY
Thin and explicit ORM layer for Vix.cpp, built on Vix DB without hiding SQL.
Real-time bubble-risk dashboard — 7-indicator composite index with a Bayesian drawdown model and purged walk-forward validation
Native WebSocket runtime for building realtime C++ applications with Vix.cpp.
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