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Predicting future VIX movements using forked repository from @maylathant. Investigation on VIX price action and predictive modeling in order to aid in risk management on SPX index fund.

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MartinMashalov/VIXFuturePrediction

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VIXFuturePrediction

Simple prediction for VIX Level as a function of intraday times using RandomForest

How To Run

  • Install requirements by running the command "pip install -r requirements.txt" in this project's folder
  • Run the Python script with "python run.py." You will see a graph that shows the prediction over intraday times.

Example Output

plot

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Predicting future VIX movements using forked repository from @maylathant. Investigation on VIX price action and predictive modeling in order to aid in risk management on SPX index fund.

Topics

python3 data-visualisation spy predictive-modeling vix index-fund volatility-modeling datascience-machinelearning investigate-a-dataset

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  • Python 100.0%