Milktrader Double Y VIX v. GSPC

VIX_v_GSPC.r

require("quantmod")
getSymbols("^GSPC;^VIX")

VIX <- as.data.frame(unlist(VIX))
GSPC <- as.data.frame(unlist(GSPC))
y1 <- data.frame(Date=as.Date(row.names(VIX),"%Y-%m-%d"),"VIX"=VIX$VIX.Close)
row.names(y1) <- NULL
y2 <- data.frame(Date=as.Date(row.names(GSPC),"%Y-%m-%d"),"GSPC"=GSPC$GSPC.Close)
row.names(y2) <- NULL
plot(y1$Date, y1$VIX, type="l", col="blue", xlab="Time", ylab="Closing Price") 
par(new=TRUE) 
plot(y2$Date, y2$GSPC, type="l", ann=FALSE, yaxt="n") 
axis(4) 
legend(x="topleft", bty="n", lty=c(1,1), col=c("blue","black"), legend=c("VIX", "GSPC"))