Showing 1 - 4 results of 4 for search '"Ticker symbol"', query time: 0.74s Refine Results
  1. 1
    Replicating the CBOE VIX using a synthetic volatility index trading algorithm
    by Dayne Cary, Gary van Vuuren
    Published 2019-01-01
    “... volatility as a 100% scale on securities that do not have an official CBOE VIX ticker symbol. The SVIX shows...”
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    Article
  2. 2
    On the non-linear relationship between VIX and realized SP500 volatility
    by Manuel G. Russon, Ahmad F. Vakil
    Published 2017-07-01
    “...VIX, a ticker symbol for Volatility Index, measures the implied annual volatility of at-the-money...”
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    Article
  3. 3
    A tactical asset allocation strategy that exploits variations in VIX
    by Richard Cloutier, Arsen Djatej, Dean Kiefer
    Published 2017-03-01
    “... typically used in diversified institutional portfolios and daily closing values of the VIX (the ticker...”
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    Article
  4. 4
    Predicting the daily return direction of the stock market using hybrid machine learning algorithms
    by Xiao Zhong, David Enke
    Published 2019-06-01
    “... comprehensive big data analytics process to predict the daily return direction of the SPDR S&P 500 ETF (ticker...”
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    Article
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