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Trading VIX Options - Shorting the VIX

A while ago I started to look at what provision there was for trading or simulating options trading on Quantopian. I have not revisited the topic since but will do so shortly.

In the meantime my code might be of interest to some and might have some relevance to back testing on Quantopian.

I was looking for a replacement for the now defunct XIV and hesitated to short the futures. I tried a VIX Strangle to short the VIX with some downside protection (promising) and a credit spread (again to short the VIX with s stopless (hopeless).

I gave a small write up to each on my website zenothestoic and here are the links to my Gist:

https://gist.github.com/AnthonyFJGarner/d1bb036228b018ee12849ecd144d76d6
https://gist.github.com/AnthonyFJGarner/8dc33be96f646f8204571dedd877c65f
https://gist.github.com/AnthonyFJGarner/7e80315099c56cee87e1e374efc42070
https://gist.github.com/AnthonyFJGarner/7161413e33bb6ab8ce126e9afa88bc7e