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calcvix's Introduction

ivix

**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

**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**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**波指了。

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

License

MIT

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