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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.

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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

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