[packages/portal][l]: Moved portal folder to root dir

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2021-03-08 11:33:21 +01:00
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CBOE Volatility Index (VIX) time-series dataset including daily open, close,
high and low. The CBOE Volatility Index (VIX) is a key measure of market
expectations of near-term volatility conveyed by S&P 500 stock index option
prices introduced in 1993.
## Data
From the [VIX FAQ][faq]:
> In 1993, the Chicago Board Options Exchange® (CBOE®) introduced the CBOE
> Volatility Index®, VIX®, and it quickly became the benchmark for stock market
> volatility. It is widely followed and has been cited in hundreds of news
> articles in the Wall Street Journal, Barron's and other leading financial
> publications. Since volatility often signifies financial turmoil, VIX is
> often referred to as the "investor fear gauge".
>
> VIX measures market expectation of near term volatility conveyed by stock
> index option prices. The original VIX was constructed using the implied
> volatilities of eight different OEX option series so that, at any given time,
> it represented the implied volatility of a hypothetical at-the-money OEX
> option with exactly 30 days to expiration.
>
> The New VIX still measures the market's expectation of 30-day volatility, but
> in a way that conforms to the latest thinking and research among industry
> practitioners. The New VIX is based on S&P 500 index option prices and
> incorporates information from the volatility "skew" by using a wider range of
> strike prices rather than just at-the-money series.
[faq]: http://www.cboe.com/micro/vix/faq.aspx
## Preparation
Run the shell script:
. scripts/process.sh
Output data is in `data/`.
### TODO
* Incorporate computed historical data (1990-2003)
* Consider incorporating VOX data
## License
No obvious statement on [historical data page][historical]. Given size and
factual nature of the data and its source from a US company would imagine this
was public domain and as such have licensed the Data Package under the Public
Domain Dedication and License (PDDL).
[historical]: http://www.cboe.com/micro/vix/historical.aspx

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{
"name": "finance-vix",
"title": "VIX - CBOE Volatility Index",
"homepage": "http://www.cboe.com/micro/VIX/",
"version": "0.1.0",
"license": "PDDL-1.0",
"sources": [
{
"title": "CBOE VIX Page",
"name": "CBOE VIX Page",
"web": "http://www.cboe.com/micro/vix/historical.aspx"
}
],
"resources": [
{
"name": "vix-daily",
"path": "vix-daily.csv",
"format": "csv",
"mediatype": "text/csv",
"schema": {
"fields": [
{
"name": "Date",
"type": "date",
"description": ""
},
{
"name": "VIXOpen",
"type": "number",
"description": ""
},
{
"name": "VIXHigh",
"type": "number",
"description": ""
},
{
"name": "VIXLow",
"type": "number",
"description": ""
},
{
"name": "VIXClose",
"type": "number",
"description": ""
}
],
"primaryKey": "Date"
}
}
],
"views": [
{
"name": "plotly graph",
"id": 2,
"specType": "plotly",
"resources": [
"vix-daily"
],
"spec": {
"group": "VIXClose",
"series": [
"VIXOpen",
"VIXHigh",
"VIXLow"
],
"data": [
{
"type": "bar"
}
],
"layout": {
"title": "Plotly Layout Title",
"height": 450,
"xaxis": {
"title": "X Axis Title"
},
"yaxis": {
"title": "Y Axis Title"
},
"font": {
"family": "\"Open Sans\", verdana, arial, sans-serif",
"size": 12,
"color": "rgb(169, 169, 169)"
},
"titlefont": {
"family": "\"Open Sans\", verdana, arial, sans-serif",
"size": 17,
"color": "rgb(76, 76, 76)"
}
},
"config": {
"displayModeBar": false
}
}
}
]
}

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Date,VIXOpen,VIXHigh,VIXLow,VIXClose
2004-01-02,17.96,18.68,17.54,18.22
2004-01-05,18.45,18.49,17.44,17.49
2004-01-06,17.66,17.67,16.19,16.73
2004-01-07,16.72,16.75,15.05,15.05
2004-01-08,15.42,15.68,15.32,15.61
2004-01-09,16.15,16.88,15.57,16.75
2004-01-12,17.32,17.46,16.79,16.82
2004-01-13,16.06,18.33,16.53,18.04
2004-01-14,17.29,17.03,16.04,16.75
2004-01-15,17.07,17.31,15.49,15.56
2004-01-16,15.04,15.44,14.09,15
2004-01-20,15.77,16.13,15.09,15.21
2004-01-21,15.63,15.63,14.24,14.34
2004-01-22,14.02,14.87,14.01,14.71
2004-01-23,14.73,15.05,14.56,14.84
2004-01-26,15.78,15.78,14.52,14.55
2004-01-27,15.28,15.44,14.74,15.35
2004-01-28,15.37,17.06,15.29,16.78
2004-01-29,16.88,17.66,16.79,17.14
1 Date VIXOpen VIXHigh VIXLow VIXClose
2 2004-01-02 17.96 18.68 17.54 18.22
3 2004-01-05 18.45 18.49 17.44 17.49
4 2004-01-06 17.66 17.67 16.19 16.73
5 2004-01-07 16.72 16.75 15.05 15.05
6 2004-01-08 15.42 15.68 15.32 15.61
7 2004-01-09 16.15 16.88 15.57 16.75
8 2004-01-12 17.32 17.46 16.79 16.82
9 2004-01-13 16.06 18.33 16.53 18.04
10 2004-01-14 17.29 17.03 16.04 16.75
11 2004-01-15 17.07 17.31 15.49 15.56
12 2004-01-16 15.04 15.44 14.09 15
13 2004-01-20 15.77 16.13 15.09 15.21
14 2004-01-21 15.63 15.63 14.24 14.34
15 2004-01-22 14.02 14.87 14.01 14.71
16 2004-01-23 14.73 15.05 14.56 14.84
17 2004-01-26 15.78 15.78 14.52 14.55
18 2004-01-27 15.28 15.44 14.74 15.35
19 2004-01-28 15.37 17.06 15.29 16.78
20 2004-01-29 16.88 17.66 16.79 17.14