[packages/portal][l]: Moved portal folder to root dir
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fixtures/datasetsPlotlyView/README.md
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fixtures/datasetsPlotlyView/README.md
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CBOE Volatility Index (VIX) time-series dataset including daily open, close,
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high and low. The CBOE Volatility Index (VIX) is a key measure of market
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expectations of near-term volatility conveyed by S&P 500 stock index option
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prices introduced in 1993.
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## Data
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From the [VIX FAQ][faq]:
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> In 1993, the Chicago Board Options Exchange® (CBOE®) introduced the CBOE
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> Volatility Index®, VIX®, and it quickly became the benchmark for stock market
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> volatility. It is widely followed and has been cited in hundreds of news
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> articles in the Wall Street Journal, Barron's and other leading financial
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> publications. Since volatility often signifies financial turmoil, VIX is
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> often referred to as the "investor fear gauge".
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>
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> VIX measures market expectation of near term volatility conveyed by stock
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> index option prices. The original VIX was constructed using the implied
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> volatilities of eight different OEX option series so that, at any given time,
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> it represented the implied volatility of a hypothetical at-the-money OEX
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> option with exactly 30 days to expiration.
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>
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> The New VIX still measures the market's expectation of 30-day volatility, but
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> in a way that conforms to the latest thinking and research among industry
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> practitioners. The New VIX is based on S&P 500 index option prices and
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> incorporates information from the volatility "skew" by using a wider range of
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> strike prices rather than just at-the-money series.
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[faq]: http://www.cboe.com/micro/vix/faq.aspx
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## Preparation
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Run the shell script:
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. scripts/process.sh
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Output data is in `data/`.
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### TODO
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* Incorporate computed historical data (1990-2003)
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* Consider incorporating VOX data
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## License
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No obvious statement on [historical data page][historical]. Given size and
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factual nature of the data and its source from a US company would imagine this
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was public domain and as such have licensed the Data Package under the Public
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Domain Dedication and License (PDDL).
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[historical]: http://www.cboe.com/micro/vix/historical.aspx
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98
fixtures/datasetsPlotlyView/datapackage.json
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fixtures/datasetsPlotlyView/datapackage.json
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{
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"name": "finance-vix",
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"title": "VIX - CBOE Volatility Index",
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"homepage": "http://www.cboe.com/micro/VIX/",
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"version": "0.1.0",
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"license": "PDDL-1.0",
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"sources": [
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{
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"title": "CBOE VIX Page",
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"name": "CBOE VIX Page",
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"web": "http://www.cboe.com/micro/vix/historical.aspx"
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}
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],
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"resources": [
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{
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"name": "vix-daily",
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"path": "vix-daily.csv",
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"format": "csv",
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"mediatype": "text/csv",
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"schema": {
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"fields": [
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{
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"name": "Date",
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"type": "date",
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"description": ""
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},
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{
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"name": "VIXOpen",
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"type": "number",
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"description": ""
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},
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{
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"name": "VIXHigh",
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"type": "number",
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"description": ""
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},
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{
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"name": "VIXLow",
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"type": "number",
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"description": ""
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},
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{
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"name": "VIXClose",
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"type": "number",
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"description": ""
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}
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],
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"primaryKey": "Date"
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}
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}
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],
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"views": [
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{
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"name": "plotly graph",
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"id": 2,
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"specType": "plotly",
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"resources": [
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"vix-daily"
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],
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"spec": {
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"group": "VIXClose",
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"series": [
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"VIXOpen",
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"VIXHigh",
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"VIXLow"
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],
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"data": [
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{
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"type": "bar"
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}
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],
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"layout": {
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"title": "Plotly Layout Title",
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"height": 450,
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"xaxis": {
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"title": "X Axis Title"
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},
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"yaxis": {
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"title": "Y Axis Title"
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},
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"font": {
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"family": "\"Open Sans\", verdana, arial, sans-serif",
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"size": 12,
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"color": "rgb(169, 169, 169)"
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},
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"titlefont": {
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"family": "\"Open Sans\", verdana, arial, sans-serif",
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"size": 17,
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"color": "rgb(76, 76, 76)"
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}
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},
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"config": {
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"displayModeBar": false
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}
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}
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}
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]
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}
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fixtures/datasetsPlotlyView/vix-daily.csv
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fixtures/datasetsPlotlyView/vix-daily.csv
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Date,VIXOpen,VIXHigh,VIXLow,VIXClose
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2004-01-02,17.96,18.68,17.54,18.22
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2004-01-05,18.45,18.49,17.44,17.49
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2004-01-06,17.66,17.67,16.19,16.73
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2004-01-07,16.72,16.75,15.05,15.05
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2004-01-08,15.42,15.68,15.32,15.61
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2004-01-09,16.15,16.88,15.57,16.75
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2004-01-12,17.32,17.46,16.79,16.82
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2004-01-13,16.06,18.33,16.53,18.04
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2004-01-14,17.29,17.03,16.04,16.75
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2004-01-15,17.07,17.31,15.49,15.56
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2004-01-16,15.04,15.44,14.09,15
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2004-01-20,15.77,16.13,15.09,15.21
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2004-01-21,15.63,15.63,14.24,14.34
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2004-01-22,14.02,14.87,14.01,14.71
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2004-01-23,14.73,15.05,14.56,14.84
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2004-01-26,15.78,15.78,14.52,14.55
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2004-01-27,15.28,15.44,14.74,15.35
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2004-01-28,15.37,17.06,15.29,16.78
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2004-01-29,16.88,17.66,16.79,17.14
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