⚡ Vix.cpp a C++20 runtime for offline-first, P2P and high-performance applications. Local-first execution, Asio-powered async I/O, modular architecture.

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.

Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV

VMWare VIX bindings

vixcpp/core – The core of the vix.cpp framework. Provides the HTTP server, router, JSON utilities, and middleware system. All other modules are built on top of it.

Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro

vixcpp/cli – Command Line Interface for vix.cpp. Scaffold new projects, run the server with hot reload, and generate models or resources.

👻100% AI Coding：轻量、开源的 macOS 菜单栏应用，用于显示 VIX（恐慌指数）最新数值（数据来源：Yahoo Finance）。

vixcpp/orm – Object-Relational Mapping (ORM) for vix.cpp. Allows defining C++ models mapped to databases and provides auto-generated CRUD operations.

Virtual Machine Controling Client | VMWare | Qt | Pthreads

Various multivariate, multistep LSTM models using SPX options data to forecast the CBOE VIX to improve future market volatility forecasts. Monte Carlo simulation and Facebook Prophet forecasts included for comparison.

Systematic multi-asset allocation strategy using Hidden Markov Models to identify VIX volatility regimes and dynamically rotate between TLT, GLD, and SPY

vixcpp/websocket – WebSocket and real-time streaming support. Enables chat apps, notifications, IoT, and live dashboards.