而有一些较为特殊的指数工具,它们是从特定角度观测和刻画市场,芝加哥期权交易所(CBOE)编制的波动率指数VIX(VolatilityIndex)就是其中一种。 具体来说,VIX的点位是投资者对美国标普500指数的未来30天的预期年化波动率,在一定程度上代表了当前市场的情绪。举例来说,当VIX是15的时候,反映了市场预期标普500指数下个月的...
(3) CBOE Volatility Index (^VIX) Charts, Data & News - Yahoo Finance. Yahoo. (4) . bing.com/search?. implied volatility (IV) The function of implied volatility (IV) is to **forecast what the market thinks about the future price movements of an underlying stock**¹². Investors ...
The data subscription will probably be in the same package as the VIX and other CBOE volatility indices. Delayed intraday data and chart for the VVIX index are available on CBOE website or Yahoo Finance. Official CBOE Resources for VVIX Main page of the VVIX index on CBOE website (follow...
Mexico and Indonesia. The daily stock market data are obtained from Yahoo Finance and Bloomberg. We take log returns of the index prices. In addition, we calculate the monthly realized volatility by the daily market returns. We consider NVIX as the proxy of uncertainty. It is a text-based ...
波动率/恐慌指数VIX数据 - 根据实盘原始股票期权行情数据计算VIX从2015-01至2020-06(持续更新中...) - 根据[White Paper Cboe Volatility Index](http://www.cboe.com/micro/vix/vixwhite.pdf) - 数据格式为bson/json(适用mongodb数据库)。可以提供分钟级别数据,如果需要excel/csv或其他格式、或需要更多历史和...
It is de facto market anticipated volatility of S&P 500 index in 30 days. So far it has been applied to some stock exchange indices and some forex pairs. Since VIX is such a great risk management tool, why don’t we apply it to any asset with options contract? The objective of this ...
By using Riemann sum and Taylor series expansion, we are able to convert a continuous fair price variance swap to a discrete options volatility index, which is called VIX. VIX is determined by two components, 3-week-ahead weekly S&P 500 options and one-month-ahead monthly S&P 500 options. ...
In finance, the term VIX is short for the Chicago Board of Exchange’s Volatility Index. This index measures S&P 500 index options and is used as an overall benchmark for volatility in the stock market. The higher the index level, the choppier the trading environment, which makes its other...
VIX指数是芝加哥期权交易所市场波动率指数的交易代码，常见于衡量标准普尔500指数期权的隐含波动性。通常被...
^VIX的目的是要描述未来30天的波动率（volatility）（注：实际上是volatility的平方，也就是variance：(...