Volatility Python Packages

arch

ARCH models in Python

ta

Technical Analysis Library using Pandas and Numpy

volatility3

Volatility 3.0 development

py-vollib-vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

pyimpfuzzy

Fuzzy Hash calculated from import API of PE files

vix-utils

vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term Structure data can be exported to excel (.xslx), csv, and pickle formats.

dquant

DQuant is an open-source Python library for automated volatility forecasting of financial time series. It handles all stages of model construction, from raw prices to the final forecast.

appmemdumper

Forensics triage tool relying on Volatility and Foremost

volatility-trading

Volatility trading research

crng

Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence

py-vol-surface

A package the generates a realtime 3D volatility surface

curistat-mcp

Futures volatility intelligence MCP server for ES, NQ, and related products

fundspy

Download brazillian investment funds and their benchmarks data from CVM and analyze their performance with pre-built functions.

volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

fundspy2021

Download brazillian investment funds and their benchmarks data from CVM and analyze their performance with pre-built functions.

taleb-analysis

A new package would provide a text input describing a system, event, or scenario, and return a structured analysis based on Nassim Taleb's concepts of Black Swan events and antifragility. It would ide

pyimpfuzzy-windows

Fuzzy Hash calculated from import API of PE files