Chapter 6 Interactive component

Scatter plot for VIX vs the US Stock Market

In this interactive chart we show the difference between the same day relationship between the VIX and the market - strongly negative. And the Next Day relationship which is less clear. Click the buttons to click between the two views. Linear regression functionality from Harry Stevens

If you are interested in specific dates, you can hover over the points to show the date and click on an observation to put the date on the scatter

Finally to complement Masa’s work on looking at negative returns you may use the radio buttons to highlight the difference between the positive market returns and negative market returns. By selecting these options the relevant points will be colored green or red for positive and negative returns.

Highlight Positive Returns Highlight Negative Returns