{"id":2091833,"date":"2018-11-09T10:24:11","date_gmt":"2018-11-09T04:54:11","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2091833"},"modified":"2018-11-09T12:21:14","modified_gmt":"2018-11-09T06:51:14","slug":"volatility-and-vix-charts","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2018\/11\/09\/volatility-and-vix-charts\/","title":{"rendered":"Volatility and VIX Charts"},"content":{"rendered":"<p><em>Our <a href=\"https:\/\/stockviz.biz\/index.php\/2018\/11\/09\/volatility\/\" rel=\"noopener\" target=\"_blank\">Volatility and VIX Collection<\/a> had some charts that were more than two years old. This post updates some of those charts and will re-create them more often.<\/em><\/p>\n<p>Volatility can be measured in a number of ways and its profile changes based on the look-back period. The parameters are selected based on what the volatility estimate is used for. Moreover, no two indices exhibit the same profile &#8211; traders need to be vary of transplanting trading strategies that work for one market into another.<\/p>\n<h3>Historical volatility density plots<\/h3>\n<h4>20-day historical volatility density plots<\/h4>\n<p><a href=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/volatility\/historical\/volatility.density.20-daily.2010-01-04.2018-10-31.png\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/volatility\/historical\/volatility.density.20-daily.2010-01-04.2018-10-31.png\" width=\"3600\" height=\"1800\" alt=\"historical volatility density plot\" class=\"alignnone size-full\" \/><\/a><\/p>\n<h4>20-day historical volatility plots<\/h4>\n<p><strong>US S&amp;P 500<\/strong><br \/>\n<a href=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/volatility\/historical\/volatility.SP500.20-daily.2010-01-04.2018-10-31.png\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/volatility\/historical\/volatility.SP500.20-daily.2010-01-04.2018-10-31.png\" width=\"3600\" height=\"1800\" alt=\"S&amp;P 500 20-day historical volatility\" class=\"alignnone size-full\" \/><\/a><br \/>\n<strong>Japanese Nikkei 225<\/strong><br \/>\n<a href=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/volatility\/historical\/volatility.NK225.20-daily.2010-01-04.2018-10-31.png\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/volatility\/historical\/volatility.NK225.20-daily.2010-01-04.2018-10-31.png\" width=\"3600\" height=\"1800\" alt=\"Nikkei 225 20-day historical volatility\" class=\"alignnone size-full\" \/><\/a><br \/>\n<strong>Indian NIFTY 50<\/strong><br \/>\n<a href=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/volatility\/historical\/volatility.N50.20-daily.2010-01-04.2018-10-31.png\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/volatility\/historical\/volatility.N50.20-daily.2010-01-04.2018-10-31.png\" width=\"3600\" height=\"1800\" alt=\"NIFTY 50 20-day historical volatility\" class=\"alignnone size-full\" \/><\/a><\/p>\n<h3>Implied volatility<\/h3>\n<p><a href=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/volatility\/historical\/vix.density.daily.2010-01-04.2018-10-31.png\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/raw\/master\/volatility\/historical\/vix.density.daily.2010-01-04.2018-10-31.png\" width=\"3600\" height=\"1800\" alt=\"S&amp;P 500 VIX and NIFTY 50 VIX\" class=\"alignnone size-full\" \/><\/a><\/p>\n<p>Code and a lot more charts are on <a href=\"https:\/\/github.com\/stockviz\/blog\/tree\/master\/volatility\/historical\" rel=\"noopener\" target=\"_blank\">github<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Our Volatility and VIX Collection had some charts that were more than two years old. This post updates some of those charts and will re-create them more often. Volatility can be measured in a number of ways and its profile changes based on the look-back period. The parameters are selected based on what the volatility &hellip; <\/p>\n","protected":false},"author":2,"featured_media":2091813,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3471],"tags":[3221,1150],"class_list":["post-2091833","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-investing-insight","tag-vix","tag-volatility","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2091833","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2091833"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2091833\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2091813"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2091833"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2091833"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2091833"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}