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fixtures/datasetsPlotlyView/README.md

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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