Eurex Advanced Services

Welcome to the Eurex Advanced Services for the VSTOXX and related derivatives as well as for the Variance Futures Contract.

The Eurex Advanced Services provide you with a comprehensive set of background information and tools, among others:

  • Python-based technical tutorials
  • two backtesting applications
  • executable IPython notebooks via the Quant Platform

Python-based Tutorials

Python (cf. http://www.python.org) is an open source programming language with a powerful scientific ecosystem of tools and libraries that becomes increasingly important in the financial industry and the financial and data analytics space in particular.

There are two Python-based tutorials available:

These tutorials provide theoretical and product-related background information, numerical examples and practical Python implementations.

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Backtesting Applications

Two backtesting applications are available:

A documentation is found under http://www.eurexchange.com/advanced-services/vstoxx/06_Backtesting_Application.html.

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Quant Platform

The Quant Platform allows for browser-based, interactive and collaborative financial analytics with Python (and other languages like R). To use the offering, you have to register first under http://eurex.quant-platform.com/register.html.

You then find all the Python codes provided in the Advanced Services tutorials and additional IPython Notebooks hosted for immediate execution under http://eurex.quant-platform.com. A documentation is found under http://www.eurexchange.com/advanced-services/variance/06_Quant_Platform.html.

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If you have questions regarding the Quant Platform and its usage, please write to platform@pythonquants.com.

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