VIX data fetching and statistical threshold analysis
Project description
VIX Alert
Installable Python package for fetching VIX data and calculating mean and ±1/±2 standard-deviation thresholds.
No notification sending is included.
Install
uv venv
.venv\Scripts\Activate.ps1
uv pip install -e .
Or with pip:
python -m venv .venv
.venv\Scripts\Activate.ps1
pip install -e .
CLI
Run the default 1-year analysis:
vix-alert
Choose another period:
vix-alert --period 6mo
vix-alert --period 30d
Output JSON:
vix-alert --json
Python usage
from vix_alert import VIXAnalyzer
analyzer = VIXAnalyzer()
analyzer.fetch_data(period="1y")
stats = analyzer.calculate_statistics()
print(stats)
print(analyzer.get_summary())
Output
The package calculates:
- Current VIX
- Mean
- Standard deviation
- Mean ±1 standard deviation
- Mean ±2 standard deviations
- Current level relative to thresholds
Project details
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