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pulls csv files from the CBOE and converts them to xts
# we're pulling the Google VIX index (VXGOG) but this also works for VXAPL, VXGS etc.
# see
url <- ""
# use read.zoo to read the data directly into a zoo object
z <- read.zoo(url, header=TRUE, sep=",", skip=1, FUN=as.Date, format="%m/%d/%Y")
# convert to xts
x <- xts(z, frequency="d")
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