Production-style, reproducible toolkit for volatility RV (VIX term structure, carry/roll-down, VRP proxy) with run manifest and reports.
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Updated
Feb 24, 2026 - Python
Production-style, reproducible toolkit for volatility RV (VIX term structure, carry/roll-down, VRP proxy) with run manifest and reports.
Implied volatility surface construction (SVI), hand-rolled Black-Scholes Greeks, Newton-Raphson IV solver, and delta-hedged options backtesting with full P&L attribution across theta, gamma, and vega.
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