Volatility Python Packages

arch

ARCH models in Python

ta

Technical Analysis Library using Pandas and Numpy

py-vollib-vectorized

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

volatility3

Volatility 3.0 development

tinycta

Building blocks for trend-following CTA strategies: scale-free oscillators, volatility-adjusted returns, matrix shrinkage and a position engine

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.

pyimpfuzzy

Fuzzy Hash calculated from import API of PE files

skylit

Connect any AI client or agent framework to Skylit: options flow, volatility, dealer positioning and dark pool data over MCP. Client guides, Claude Code plugin, Gemini CLI extension, agent skill, examples.

walkforward

Volatility forecasts, position sizing and purged walk-forward splits that never see the future. C11 core, numpy and scikit-learn front door.

apexvol-mcp

MCP server for ApexVol options analytics — options chains, IV rank, VRP, Greeks, GEX, expected moves, and screeners for Claude and any MCP client. Remote connector or pipx install; works with any paid ApexVol plan.

polars-vol

polars plugin for volatility trading

dquant

DQuant is an open-source Python library for automated volatility forecasting of financial time series.

appmemdumper

Forensics triage tool relying on Volatility and Foremost

curistat-mcp

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

option-risk-explain

Option Risk Explain is a Python toolkit for equity-option P&L attribution, valuation reconciliation, and risk exception monitoring, with interactive scenario analysis.

voltorch

Differentiable option pricing and volatility surfaces in PyTorch — Heston, Bates, Merton, Variance Gamma via Fourier-COS; SVI/SABR surfaces; rough Bergomi. Greeks from autograd, calibration by gradient descent.

fundspy

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

cryptovol

Official Python SDK for the CryptoVol API — institutional-grade crypto implied volatility data (BTC, ETH, SOL, XRP, AVAX, TRX)

py-vol-surface

A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.

fundspy2021

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

crng

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

connectedness

Python package for Diebold–Yilmaz connectedness, realized volatility spillovers and MHAR-LASSO models.

volatility-trading

Systematic Volatility Research and Backtesting for equity options

volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces