term-structure

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Replication-style research on VIX futures signals & term structure; report published via GitHub Pages (docs/index.html)

finance research jupyter-notebook quant research-project futures volatility vix carry term-structure

Simulação da taxa de juros com o modelo CIR (Euler–Maruyama e Milstein), Monte Carlo para precificação de bonds e construção da curva a termo.

Production-style, reproducible toolkit for volatility RV (VIX term structure, carry/roll-down, VRP proxy) with run manifest and reports.

python risk reproducibility volatility backtesting vix carry relative-values term-structure variance-risk-premium

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