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@oteroag01
oteroag01 / vix_vix9d_merged.csv
Last active April 21, 2026 14:13
VIX and VIX9D daily data for MesoSim backtest
Date VIX_RTH_Open VIX_Prev_Close VIX_Day_Close VIX_ON_Change VIX9D_Open VIX9D_Close VIX9D_Prev_Close VIX_Spread VIX_Ratio
2020-01-06 15.7400 14.0200 13.8500 1.7200 15.8900 12.4200 12.7800 -0.1500 1.0095
2020-01-07 14.2100 13.8500 13.7900 0.3600 13.2000 12.3400 12.4200 1.0100 0.9289
2020-01-08 14.0600 13.7900 13.4500 0.2700 13.4300 12.2200 12.3400 0.6300 0.9552
2020-01-09 12.9800 13.4500 12.5400 -0.4700 11.6500 10.8600 12.2200 1.3300 0.8975
2020-01-10 12.4700 12.5400 12.5600 -0.0700 10.5100 10.5700 10.8600 1.9600 0.8428
2020-01-13 12.8600 12.5600 12.3200 0.3000 11.3900 10.0500 10.5700 1.4700 0.8857
2020-01-14 12.4500 12.3200 12.3900 0.1300 10.2900 10.1800 10.0500 2.1600 0.8265
2020-01-15 12.6100 12.3900 12.4200 0.2200 10.3500 9.6900 10.1800 2.2600 0.8208
2020-01-16 12.0900 12.4200 12.3200 -0.3300 9.4900 9.7100 9.6900 2.6000 0.7849