ohlc

VIX daily open, high, low and close values

Performance of the Chicago Board Options Exchange Volatility Index (VIX) in the summer of 2009.

The precise methodology used to derive the signal and calculate the ret columns is unclear.

JSON 44 rows 7 fields 5.7 KB 2 gallery examples 2 examples License not specified

Fields

FieldTypeDistributionSummaryMissing
dateAdd date Jun 1, 2009 – Jul 31, 2009 Missing 0
openAdd number 23.71 – 31.54 · mean 27.8 Missing 0
highAdd number 23.87 – 33.05 · mean 28.64 Missing 0
lowAdd number 23 – 30.64 · mean 26.79 Missing 0
closeAdd number 23.09 – 32.68 · mean 27.65 Missing 0
signalAdd string 3 distinct short 24 · long 19 · neutral 1 Missing 0
retAdd number -10.84 – 15.49 · mean 1.38 Missing 0

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Pick two fields. Scroll to zoom, drag to pan. Click the legend to isolate a signal. Both fields have values in 44 of 44 rows.Pick two fields. Tap the legend to isolate a signal. Both fields have values in 44 of 44 rows. Vega-Lite · input binding · scale binding · legend bindingVega-Lite · input binding · legend binding
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Preview

First 5 of 44 rows5 of 44 rows
dateopenhighlowclosesignalret
2009-06-0128.730.0528.4530.04short-4.89396411092985
2009-06-0230.0430.1328.329.63short-0.322580645161295
2009-06-0329.6231.7929.6231.02short3.68663594470045
2009-06-0431.0231.0229.9230.18short4.51010886469673
2009-06-0529.3930.8128.8529.62short6.08424336973478

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Examples

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File
data/ohlc.json · 5,737 bytes · View on GitHub