VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated and disseminated on a real-time basis by the CBOE, and is often referred to as the fear index or fear gauge. The VIX traces its origin to the financial economics research of Menachem Brenner and Dan Galai. In a series of papers beginning in 1989, Brenner and Galai proposed the creation of a series of volatility indices, beginning with an index on stock market volatility, and moving to interest rate and foreign exchange rate volatility. In their papers, Brenner and Galai proposed, "[the] volatility index, to be named 'Sigma Index', would be updated frequently and used as the underlying asset for futures and options. ... A volatility index would play the same role as the market index plays for options and futures on the index." In 1992, the CBOE hired consultant Bob Whaley to calculate values for stock market volatility based on this theoretical work. Whaley utilized data series in the index options market, and provided the CBOE with computations for daily VIX levels from January 1986 to May 1992. The resulting VIX index formulation provides a measure of market volatility on which expectations of further stock market volatility in the near future might be based. The current VIX index value quotes the expected annualized change in the S&P 500 index over the following 30 days, as computed from options-based theory and current options-market data. To summarize, VIX is a volatility index derived from S&P 500 options for the 30 days following the measurement date, with the price of each option representing the market's expectation of 30-day forward-looking volatility. The resulting VIX index formulation provides a measure of expected market volatility on which expectations of further stock market volatility in the near future might be based. Like conventional indexes, the VIX Index calculation employs rules for selecting component options and a formula to calculate index values. Unlike other market products, VIX cannot be bought or sold directly. Instead, VIX is traded and exchanged via derivative contract, derived ETFs, and ETNs which most commonly track VIX futures indexes. In addition to VIX, CBOE uses the same methodology to compute the following related products: * CBOE ShortTerm Volatility Index (VIX9DSM), which reflects 9-day expected volatility of the S&P 500 Index, * CBOE S&P 500® 3-Month Volatility Index (VIX3MSM), * CBOE S&P 500® 6-Month Volatility Index (VIX6MSM) * CBOE S&P 500 1-Year Volatility Index (VIX1YSM). CBOE also calculates the Nasdaq-100® Volatility Index (VXNSM), CBOE DJIA® Volatility Index (VXDSM) and the CBOE Russell 2000® Volatility Index (RVXSM). There is even a VIX on VIX (VVIX) which is a volatility of volatility measure in that it represents the expected volatility of the 30-day forward price of the CBOE Volatility Index (the VIX®). (Wikipedia).
Vim is Almost Perfect: 5 Things That Drive Me Bonkers About Vim
I love vim, but there are a few things that just drive me crazy. 👇 PULL IT DOWN FOR THE GOOD STUFF 👇 Patreon - https://patreon.com/thelinuxcast Liberapay - https://liberapay.com/thelinuxcast/ Youtube - https://www.youtube.com/channel/UCylGUf9BvQooEFjgdNudoQg/join ===== Follow us 🐧🐧 ====
From playlist vim
How to use HTC Vive with Google Earth
Some basic controls when you use HTC Vive to fly in Google Earth.
From playlist Unboxing / Product Reviews
UBUNTU: Making vi work the way it should
More videos like this on http://www.theurbanpenguin.com : In this video we look at the default install on Ubuntu of vim-tiny, and tiny is just not a word in my vocabulary so we super-size it ti vim, or vim that works :)
From playlist Linux
Learning VIM - Day 4 of 7 - Search and replace text in the awesome vim editor
So welcome to day 4 of 7 and today we look at how we can search for text or line numbers and replace or delete those entries using vim. Vim is just one text editor in Linux and you may choose to use the editor of your choosing, I use vim and this series look at how you can use vim practica
From playlist Learning VIM the text editor in 7 videos
A vignette is a simple and powerful post processing effect that helps direct attention towards the center of a frame, but how does it work? Download my Final Fantasy XIV ReShade shader pack! https://github.com/GarrettGunnell/AcerolaFX/wiki Patreon: https://www.patreon.com/acerola_t Twitt
From playlist Post Processing
An general explanation of the underactive thyroid.
From playlist For Patients
The VIX Index and US Elections | Trump Biden 2020 | VIX Futures | Risk Management
As the U.S. stock market continues to rally to record highs, the attention of many investors is turning toward November’s elections as a source of risk. Hedging against that potential market volatility does not come cheap. In fact, it’s currently the most-expensive event risk on record bas
From playlist The Term Structure of Volatility
Hey guys! HackerSploit here back again with another video, in this video, I will be showing you the fundamentals of the Vim editor. Vim is a highly configurable text editor for efficiently creating and changing any kind of text. It is included as "vi" with most UNIX systems and with Apple
From playlist Ethical Hacking & Penetration Testing - Complete Course
Introduction to Vim. Learn how to Insert, Navigate, Search and Exit Vim. 🔗Vim Commands Document: https://docs.google.com/document/d/1San2OZ3jodDSFeJXPFfWtUUA19ub42RNqgnfBkSQKGw/edit?usp=sharing Video by Maricris Bonzo (aka Vim Girl). Check out her YouTube channel: https://www.youtube.com
From playlist Tutorials
What is Implied Volatility? Options Trading Tutorial.
These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.com/PatrickEBoyle
From playlist The Term Structure of Volatility
Pricing Options using Black Scholes Merton
These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter here: https://twitter.com/PatrickEBoyle The Black–Scholes or Black–Scho
From playlist Class 3: Pricing Financial Options
Financial Computation in Mathematica: Part 1
Mathematica now has fully integrated support for many of the tools used to solve problems in classical and modern finance, including built-in functions for pricing derivatives, computing bond values and sensitivity measures, and calculating time value of money. Two of the developers who
From playlist Wolfram Technology Conference 2010
Practical and Impractical Numbers? | #Shorts #YouTubeShorts | Don't Memorise
What are Practical and Impractical Numbers? Watch this video to learn more... Don’t Memorise brings learning to life through its captivating educational videos. To Know More, visit https://infinitylearn.com/ New videos every week. To stay updated, subscribe to our YouTube channel: http:/
From playlist Shorts
Seventeenth SIAM Activity Group on FME Virtual Talk
Date: Thursday, February 4, 2021, 1PM-2PM Speaker: Carol Alexander, University Sussex Title: Trading and Hedging Bitcoin Volatility Abstract: This talk is in three sections. It starts with a general overview of crypto asset markets, focussing on data complexities and the trading behavio
From playlist SIAM Activity Group on FME Virtual Talk Series
Financial Markets (2011) (ECON 252) After introducing the core terms and main ideas of options in the beginning of the lecture, Professor Shiller emphasizes two purposes of options, a theoretical and a behavioral purpose. Subsequently, he provides a graphical representation for the value
From playlist Financial Markets (2011) with Robert Shiller
Speaker: John Fitzpatrick, Information Security Consultant - MWR InfoSecurity Own the VMware box and you get half the servers on the network for free. Although, depending on the VMware server's configuration, whether you want to be stealthy about it and whether you want to avoid any disru
From playlist DEFCON 16
Lecture 15 - ARIMA & GARCH Models
This is Lecture 15 of the COMP510 (Computational Finance) course taught by Professor Steven Skiena [http://www.cs.sunysb.edu/~skiena/] at Hong Kong University of Science and Technology in 2008. The lecture slides are available at: http://www.algorithm.cs.sunysb.edu/computationalfinance/pd
From playlist COMP510 - Computational Finance - 2007 HKUST
Linear Algebra Vignette 4a: Fibonacci Numbers - Review Of The Eigenvalue Decomposition
This course is on Lemma: http://lem.ma Lemma looking for developers: http://lem.ma/jobs Other than http://lem.ma, I recommend Strang http://bit.ly/StrangYT, Gelfand http://bit.ly/GelfandYT, and my short book of essays http://bit.ly/HALAYT Questions and comments below will be prompt
From playlist Linear Algebra Vignettes
F. Loray - Painlevé equations and isomonodromic deformations II (Part 1)
Abstract - In these lectures, we use the material of V. Heu and H. Reis' lectures to introduce and study Painlevé equations from the isomonodromic point of view. The main objects are rank 2 systems of linear differential equations on the Riemann sphere, or more generally, rank 2 connection
From playlist Ecole d'été 2019 - Foliations and algebraic geometry