Skip to content

Instantly share code, notes, and snippets.

@timelyportfolio timelyportfolio/code.R
Last active Aug 29, 2015

Embed
What would you like to do?
sp500 and vix nvd3 scatter with rCharts
require(rCharts)
#nvd3 rCharts do not show up in Rstudio viewer
#so turn viewer off
options(viewer=NULL)
require(quantmod)
getSymbols(c("^VIX","^GSPC"),from="2012-01-01")
roc <- ROC(
na.omit(merge(VIX[,4],GSPC[,4])),
n=1,
type="discrete"
)
#rCharts likes data frame better
#no direct support for xts yet
roc.df <- data.frame(
format(index(roc),"%b %d, %Y"),
format(index(roc),"%Y"),
roc[,1],
roc[,2]
)
colnames(roc.df) <- c("date","year","vix","spx")
n1 <- nPlot(
spx ~ vix,
group = "year",
data = roc.df,
type = "scatterChart"
)
n1$xAxis( #use d3 format to make percent format
tickFormat = "#!function(d){return d3.format('.2%')(d)}!#"
)
n1$yAxis( #use d3 format to make percent format
tickFormat = "#!function(d){return d3.format('.2%')(d)}!#"
)
n1$chart(
showDistX = T,
showDistY = T,
tooltipContent= # can style like regular html
"#!function(e,f,g,h){return '<h3>'+h.point.date+'</h3'}!#"
)
n1
<!doctype HTML>
<meta charset = 'utf-8'>
<html>
<head>
<link rel='stylesheet' href='http://cdnjs.cloudflare.com/ajax/libs/nvd3/1.1.14-beta/nv.d3.css'>
<script src='http://ajax.googleapis.com/ajax/libs/jquery/1.8.2/jquery.min.js' type='text/javascript'></script>
<script src='http://d3js.org/d3.v3.min.js' type='text/javascript'></script>
<script src='http://timelyportfolio.github.io/rCharts_nvd3_tests/libraries/widgets/nvd3/js/nv.d3.min-new.js' type='text/javascript'></script>
<style>
.rChart {
display: block;
margin-left: auto;
margin-right: auto;
width: 800px;
height: 400px;
}
</style>
</head>
<body >
<div id = 'chart1a704c1c2a0e' class = 'rChart nvd3'></div>
<script type='text/javascript'>
$(document).ready(function(){
drawchart1a704c1c2a0e()
});
function drawchart1a704c1c2a0e(){
var opts = {
"dom": "chart1a704c1c2a0e",
"width": 800,
"height": 400,
"x": "vix",
"y": "spx",
"group": "year",
"type": "scatterChart",
"id": "chart1a704c1c2a0e"
},
data = [
{
"date": "Jan 03, 2012",
"year": "2012",
"vix": null,
"spx": null
},
{
"date": "Jan 04, 2012",
"year": "2012",
"vix": -0.03265128428385,
"spx": 0.0001879316555213
},
{
"date": "Jan 05, 2012",
"year": "2012",
"vix": -0.03330333033303,
"spx": 0.002943709386988
},
{
"date": "Jan 06, 2012",
"year": "2012",
"vix": -0.03957169459963,
"spx": -0.002536961578693
},
{
"date": "Jan 09, 2012",
"year": "2012",
"vix": 0.02132816286961,
"spx": 0.002261682096713
},
{
"date": "Jan 10, 2012",
"year": "2012",
"vix": -0.01803512102515,
"spx": 0.008885765596939
},
{
"date": "Jan 11, 2012",
"year": "2012",
"vix": 0.01739971000483,
"spx": 0.0003095783542815
},
{
"date": "Jan 12, 2012",
"year": "2012",
"vix": -0.02755344418052,
"spx": 0.002336593216143
},
{
"date": "Jan 13, 2012",
"year": "2012",
"vix": 0.02149487054226,
"spx": -0.004947896565033
},
{
"date": "Jan 17, 2012",
"year": "2012",
"vix": 0.06169296987088,
"spx": 0.0035528939019
},
{
"date": "Jan 18, 2012",
"year": "2012",
"vix": -0.05900900900901,
"spx": 0.01110793324418
},
{
"date": "Jan 19, 2012",
"year": "2012",
"vix": -0.04882719004308,
"spx": 0.004938686890309
},
{
"date": "Jan 20, 2012",
"year": "2012",
"vix": -0.08002013085053,
"spx": 0.0006694560669458
},
{
"date": "Jan 23, 2012",
"year": "2012",
"vix": 0.02133479212254,
"spx": 0.0004713466830877
},
{
"date": "Jan 24, 2012",
"year": "2012",
"vix": 0.01285484734869,
"spx": -0.001025835866261
},
{
"date": "Jan 25, 2012",
"year": "2012",
"vix": -0.03172924378636,
"spx": 0.008679116114555
},
{
"date": "Jan 26, 2012",
"year": "2012",
"vix": 0.01419989077007,
"spx": -0.005753887456073
},
{
"date": "Jan 27, 2012",
"year": "2012",
"vix": -0.002154011847065,
"spx": -0.001592803561812
},
{
"date": "Jan 30, 2012",
"year": "2012",
"vix": 0.04695089044792,
"spx": -0.002522163895072
},
{
"date": "Jan 31, 2012",
"year": "2012",
"vix": 0.002061855670103,
"spx": -0.0004569652934859
},
{
"date": "Feb 01, 2012",
"year": "2012",
"vix": -0.04578189300412,
"spx": 0.008899657881302
},
{
"date": "Feb 02, 2012",
"year": "2012",
"vix": -0.03072776280323,
"spx": 0.001095091723372
},
{
"date": "Feb 03, 2012",
"year": "2012",
"vix": -0.04894327030033,
"spx": 0.01460536837817
},
{
"date": "Feb 06, 2012",
"year": "2012",
"vix": 0.03859649122807,
"spx": -0.0004238233325899
},
{
"date": "Feb 07, 2012",
"year": "2012",
"vix": -0.005067567567568,
"spx": 0.002023312728274
},
{
"date": "Feb 08, 2012",
"year": "2012",
"vix": 0.02773061686474,
"spx": 0.002160276159014
},
{
"date": "Feb 09, 2012",
"year": "2012",
"vix": 0.02588105726872,
"spx": 0.001474117751637
},
{
"date": "Feb 10, 2012",
"year": "2012",
"vix": 0.1148684916801,
"spx": -0.006886349347239
},
{
"date": "Feb 13, 2012",
"year": "2012",
"vix": -0.08329321136254,
"spx": 0.006800035750462
},
{
"date": "Feb 14, 2012",
"year": "2012",
"vix": 0.02626050420168,
"spx": -0.0009395089401303
},
{
"date": "Feb 15, 2012",
"year": "2012",
"vix": 0.08188331627431,
"spx": -0.005383191410589
},
{
"date": "Feb 16, 2012",
"year": "2012",
"vix": -0.09082308420057,
"spx": 0.01102566202363
},
{
"date": "Feb 17, 2012",
"year": "2012",
"vix": -0.07492195629553,
"spx": 0.002348973520662
},
{
"date": "Feb 21, 2012",
"year": "2012",
"vix": 0.02305961754781,
"spx": 0.000719937115697
},
{
"date": "Feb 22, 2012",
"year": "2012",
"vix": 0,
"spx": -0.003340160474523
},
{
"date": "Feb 23, 2012",
"year": "2012",
"vix": -0.07476635514019,
"spx": 0.004272056332219
},
{
"date": "Feb 24, 2012",
"year": "2012",
"vix": 0.02852049910873,
"spx": 0.001672216273305
},
{
"date": "Feb 27, 2012",
"year": "2012",
"vix": 0.05025996533795,
"spx": 0.001354577005872
},
{
"date": "Feb 28, 2012",
"year": "2012",
"vix": -0.01265126512651,
"spx": 0.003356269057247
},
{
"date": "Feb 29, 2012",
"year": "2012",
"vix": 0.02674094707521,
"spx": -0.004736987858736
},
{
"date": "Mar 01, 2012",
"year": "2012",
"vix": -0.06348345089528,
"spx": 0.006158104387558
},
{
"date": "Mar 02, 2012",
"year": "2012",
"vix": 0.001738122827346,
"spx": -0.003245784482821
},
{
"date": "Mar 05, 2012",
"year": "2012",
"vix": 0.04395604395604,
"spx": -0.003869658228865
},
{
"date": "Mar 06, 2012",
"year": "2012",
"vix": 0.1545706371191,
"spx": -0.01537018170091
},
{
"date": "Mar 07, 2012",
"year": "2012",
"vix": -0.08493282149712,
"spx": 0.006900607432111
},
{
"date": "Mar 08, 2012",
"year": "2012",
"vix": -0.05506030414263,
"spx": 0.00981791029328
},
{
"date": "Mar 09, 2012",
"year": "2012",
"vix": -0.05049944506104,
"spx": 0.003631278781179
},
{
"date": "Mar 12, 2012",
"year": "2012",
"vix": -0.08591466978375,
"spx": 0.0001604820296601
},
{
"date": "Mar 13, 2012",
"year": "2012",
"vix": -0.05818414322251,
"spx": 0.0181315595621
},
{
"date": "Mar 14, 2012",
"year": "2012",
"vix": 0.03937542430414,
"spx": -0.001196317919696
},
{
"date": "Mar 15, 2012",
"year": "2012",
"vix": 0.007838014369693,
"spx": 0.005967237570646
},
{
"date": "Mar 16, 2012",
"year": "2012",
"vix": -0.0648088139987,
"spx": 0.001119349778982
},
{
"date": "Mar 19, 2012",
"year": "2012",
"vix": 0.04227304227304,
"spx": 0.003973877806818
},
{
"date": "Mar 20, 2012",
"year": "2012",
"vix": 0.03590425531915,
"spx": -0.003000532009221
},
{
"date": "Mar 21, 2012",
"year": "2012",
"vix": -0.02888318356868,
"spx": -0.0018711935796
},
{
"date": "Mar 22, 2012",
"year": "2012",
"vix": 0.03635161929941,
"spx": -0.007206552188696
},
{
"date": "Mar 23, 2012",
"year": "2012",
"vix": -0.05484693877551,
"spx": 0.003108890133402
},
{
"date": "Mar 26, 2012",
"year": "2012",
"vix": -0.03778677462888,
"spx": 0.01388580713043
},
{
"date": "Mar 27, 2012",
"year": "2012",
"vix": 0.09186535764376,
"spx": -0.002816782091196
},
{
"date": "Mar 28, 2012",
"year": "2012",
"vix": -0.006422607578677,
"spx": -0.004941522951887
},
{
"date": "Mar 29, 2012",
"year": "2012",
"vix": 0.0006464124111183,
"spx": -0.001607922933534
},
{
"date": "Mar 30, 2012",
"year": "2012",
"vix": 0.001291989664083,
"spx": 0.00369847785189
},
{
"date": "Apr 02, 2012",
"year": "2012",
"vix": 0.009032258064516,
"spx": 0.007504597187018
},
{
"date": "Apr 03, 2012",
"year": "2012",
"vix": 0.001278772378517,
"spx": -0.003988612019393
},
{
"date": "Apr 04, 2012",
"year": "2012",
"vix": 0.0485312899106,
"spx": -0.0102024933139
},
{
"date": "Apr 05, 2012",
"year": "2012",
"vix": 0.01705237515225,
"spx": -0.0006290387144737
},
{
"date": "Apr 09, 2012",
"year": "2012",
"vix": 0.1263473053892,
"spx": -0.01135843442435
},
{
"date": "Apr 10, 2012",
"year": "2012",
"vix": 0.08399787347156,
"spx": -0.01708146433222
},
{
"date": "Apr 11, 2012",
"year": "2012",
"vix": -0.01814615007357,
"spx": 0.007448899226404
},
{
"date": "Apr 12, 2012",
"year": "2012",
"vix": -0.1408591408591,
"spx": 0.0137793981194
},
{
"date": "Apr 13, 2012",
"year": "2012",
"vix": 0.1366279069767,
"spx": -0.01247504630397
},
{
"date": "Apr 16, 2012",
"year": "2012",
"vix": 0,
"spx": -0.0005035540700306
},
{
"date": "Apr 17, 2012",
"year": "2012",
"vix": -0.05575447570332,
"spx": 0.01548661258643
},
{
"date": "Apr 18, 2012",
"year": "2012",
"vix": 0.009750812567714,
"spx": -0.004055278333022
},
{
"date": "Apr 19, 2012",
"year": "2012",
"vix": -0.01502145922747,
"spx": -0.005934418181556
},
{
"date": "Apr 20, 2012",
"year": "2012",
"vix": -0.05010893246187,
"spx": 0.001169276355925
},
{
"date": "Apr 23, 2012",
"year": "2012",
"vix": 0.08772935779817,
"spx": -0.008407506546829
},
{
"date": "Apr 24, 2012",
"year": "2012",
"vix": -0.0458618871903,
"spx": 0.003679751854507
},
{
"date": "Apr 25, 2012",
"year": "2012",
"vix": -0.0707182320442,
"spx": 0.01364461322041
},
{
"date": "Apr 26, 2012",
"year": "2012",
"vix": -0.03448275862069,
"spx": 0.006680137198082
},
{
"date": "Apr 27, 2012",
"year": "2012",
"vix": 0.004926108374384,
"spx": 0.002414320204574
},
{
"date": "Apr 30, 2012",
"year": "2012",
"vix": 0.05085784313725,
"spx": -0.003883536654885
},
{
"date": "May 01, 2012",
"year": "2012",
"vix": -0.03206997084548,
"spx": 0.0056584472534
},
{
"date": "May 02, 2012",
"year": "2012",
"vix": 0.01686746987952,
"spx": -0.002496763454781
},
{
"date": "May 03, 2012",
"year": "2012",
"vix": 0.04028436018957,
"spx": -0.007658791565346
},
{
"date": "May 04, 2012",
"year": "2012",
"vix": 0.09111617312073,
"spx": -0.01614722938839
},
{
"date": "May 07, 2012",
"year": "2012",
"vix": -0.01148225469729,
"spx": 0.0003505952815719
},
{
"date": "May 08, 2012",
"year": "2012",
"vix": 0.005807814149947,
"spx": -0.004278683976109
},
{
"date": "May 09, 2012",
"year": "2012",
"vix": 0.05406824146982,
"spx": -0.00670225559499
},
{
"date": "May 10, 2012",
"year": "2012",
"vix": -0.06225099601594,
"spx": 0.002517385462653
},
{
"date": "May 11, 2012",
"year": "2012",
"vix": 0.05629314922995,
"spx": -0.003387359258905
},
{
"date": "May 14, 2012",
"year": "2012",
"vix": 0.09954751131222,
"spx": -0.01111283517685
},
{
"date": "May 15, 2012",
"year": "2012",
"vix": 0.004572473708276,
"spx": -0.005745881122277
},
{
"date": "May 16, 2012",
"year": "2012",
"vix": 0.01365498406919,
"spx": -0.004403829678505
},
{
"date": "May 17, 2012",
"year": "2012",
"vix": 0.09968567579704,
"spx": -0.01505132850242
},
{
"date": "May 18, 2012",
"year": "2012",
"vix": 0.02490812576562,
"spx": -0.00738776573732
},
{
"date": "May 21, 2012",
"year": "2012",
"vix": -0.1231075697211,
"spx": 0.01603588579546
},
{
"date": "May 22, 2012",
"year": "2012",
"vix": 0.0213539300318,
"spx": 0.0004863258839354
},
{
"date": "May 23, 2012",
"year": "2012",
"vix": -0.006672597864769,
"spx": 0.001693718052908
},
{
"date": "May 24, 2012",
"year": "2012",
"vix": -0.03537841468876,
"spx": 0.00137997967942
},
{
"date": "May 25, 2012",
"year": "2012",
"vix": 0.01021355617456,
"spx": -0.002165551079747
},
{
"date": "May 29, 2012",
"year": "2012",
"vix": -0.03354779411765,
"spx": 0.01107890303683
},
{
"date": "May 30, 2012",
"year": "2012",
"vix": 0.1478839752734,
"spx": -0.01433481935126
},
{
"date": "May 31, 2012",
"year": "2012",
"vix": -0.003314001657001,
"spx": -0.002276672859623
},
{
"date": "Jun 01, 2012",
"year": "2012",
"vix": 0.1080631753948,
"spx": -0.02464264727206
},
{
"date": "Jun 04, 2012",
"year": "2012",
"vix": -0.02025506376594,
"spx": 0.0001095427373166
},
{
"date": "Jun 05, 2012",
"year": "2012",
"vix": -0.05513016845329,
"spx": 0.005726892925879
},
{
"date": "Jun 06, 2012",
"year": "2012",
"vix": -0.1021069692058,
"spx": 0.02304939712174
},
{
"date": "Jun 07, 2012",
"year": "2012",
"vix": -0.01985559566787,
"spx": -0.0001064533544213
},
{
"date": "Jun 08, 2012",
"year": "2012",
"vix": -0.02255985267035,
"spx": 0.008114130145476
},
{
"date": "Jun 11, 2012",
"year": "2012",
"vix": 0.1097503532737,
"spx": -0.01262012884148
},
{
"date": "Jun 12, 2012",
"year": "2012",
"vix": -0.06239388794567,
"spx": 0.01165073762539
},
{
"date": "Jun 13, 2012",
"year": "2012",
"vix": 0.0986871887732,
"spx": -0.007023214366627
},
{
"date": "Jun 14, 2012",
"year": "2012",
"vix": -0.1067161104244,
"spx": 0.01081467510343
},
{
"date": "Jun 15, 2012",
"year": "2012",
"vix": -0.02629151291513,
"spx": 0.01033782258671
},
{
"date": "Jun 18, 2012",
"year": "2012",
"vix": -0.1321648507816,
"spx": 0.001444699294034
},
{
"date": "Jun 19, 2012",
"year": "2012",
"vix": 0.003275109170306,
"spx": 0.009815731941284
},
{
"date": "Jun 20, 2012",
"year": "2012",
"vix": -0.0620239390642,
"spx": -0.001686328222801
},
{
"date": "Jun 21, 2012",
"year": "2012",
"vix": 0.1647331786543,
"spx": -0.0222617265009
},
{
"date": "Jun 22, 2012",
"year": "2012",
"vix": -0.09810756972112,
"spx": 0.00717459694759
},
{
"date": "Jun 25, 2012",
"year": "2012",
"vix": 0.1253451131971,
"spx": -0.0159548171563
},
{
"date": "Jun 26, 2012",
"year": "2012",
"vix": -0.03238469087341,
"spx": 0.004772706512803
},
{
"date": "Jun 27, 2012",
"year": "2012",
"vix": -0.01369168356998,
"spx": 0.008984916552398
},
{
"date": "Jun 28, 2012",
"year": "2012",
"vix": 0.0133676092545,
"spx": -0.002109847205016
},
{
"date": "Jun 29, 2012",
"year": "2012",
"vix": -0.1334348046677,
"spx": 0.02492024318305
},
{
"date": "Jul 02, 2012",
"year": "2012",
"vix": -0.01639344262295,
"spx": 0.002459329300523
},
{
"date": "Jul 03, 2012",
"year": "2012",
"vix": -0.008333333333333,
"spx": 0.006232103756106
},
{
"date": "Jul 05, 2012",
"year": "2012",
"vix": 0.05042016806723,
"spx": -0.0046869768999
},
{
"date": "Jul 06, 2012",
"year": "2012",
"vix": -0.02285714285714,
"spx": -0.009432720572105
},
{
"date": "Jul 09, 2012",
"year": "2012",
"vix": 0.05555555555556,
"spx": -0.001638763397998
},
{
"date": "Jul 10, 2012",
"year": "2012",
"vix": 0.03711911357341,
"spx": -0.00812593348417
},
{
"date": "Jul 11, 2012",
"year": "2012",
"vix": -0.04113247863248,
"spx": -1.490901771939e-05
},
{
"date": "Jul 12, 2012",
"year": "2012",
"vix": 0.02284122562674,
"spx": -0.004987140780499
},
{
"date": "Jul 13, 2012",
"year": "2012",
"vix": -0.08823529411765,
"spx": 0.01649734783781
},
{
"date": "Jul 16, 2012",
"year": "2012",
"vix": 0.0221027479092,
"spx": -0.00231430298206
},
{
"date": "Jul 17, 2012",
"year": "2012",
"vix": -0.03682057276447,
"spx": 0.007409651015041
},
{
"date": "Jul 18, 2012",
"year": "2012",
"vix": -0.01941747572816,
"spx": 0.006680501880953
},
{
"date": "Jul 19, 2012",
"year": "2012",
"vix": -0.04393564356436,
"spx": 0.002717114177071
},
{
"date": "Jul 20, 2012",
"year": "2012",
"vix": 0.05307443365696,
"spx": -0.01006167772119
},
{
"date": "Jul 23, 2012",
"year": "2012",
"vix": 0.1444376152428,
"spx": -0.008909045543276
},
{
"date": "Jul 24, 2012",
"year": "2012",
"vix": 0.09935553168636,
"spx": -0.009040961999822
},
{
"date": "Jul 25, 2012",
"year": "2012",
"vix": -0.0552027357108,
"spx": -0.0003138286346211
},
{
"date": "Jul 26, 2012",
"year": "2012",
"vix": -0.09358841778697,
"spx": 0.01654097123082
},
{
"date": "Jul 27, 2012",
"year": "2012",
"vix": -0.04734740444952,
"spx": 0.01908060175586
},
{
"date": "Jul 30, 2012",
"year": "2012",
"vix": 0.07964071856287,
"spx": -0.0004834159469542
},
{
"date": "Jul 31, 2012",
"year": "2012",
"vix": 0.04991680532446,
"spx": -0.004316754493611
},
{
"date": "Aug 01, 2012",
"year": "2012",
"vix": 0.001584786053883,
"spx": -0.002899979700142
},
{
"date": "Aug 02, 2012",
"year": "2012",
"vix": -0.07331223628692,
"spx": -0.007503708227903
},
{
"date": "Aug 03, 2012",
"year": "2012",
"vix": -0.1098463289698,
"spx": 0.01904029304029
},
{
"date": "Aug 06, 2012",
"year": "2012",
"vix": 0.01982097186701,
"spx": 0.002329276270858
},
{
"date": "Aug 07, 2012",
"year": "2012",
"vix": 0.002507836990596,
"spx": 0.005106761438213
},
{
"date": "Aug 08, 2012",
"year": "2012",
"vix": -0.04190118824265,
"spx": 0.0006208299140116
},
{
"date": "Aug 09, 2012",
"year": "2012",
"vix": -0.002610966057441,
"spx": 0.0004136298155781
},
{
"date": "Aug 10, 2012",
"year": "2012",
"vix": -0.03534031413613,
"spx": 0.002188480182492
},
{
"date": "Aug 13, 2012",
"year": "2012",
"vix": -0.07055630936228,
"spx": -0.001251893845092
},
{
"date": "Aug 14, 2012",
"year": "2012",
"vix": 0.08394160583942,
"spx": -0.0001281950844306
},
{
"date": "Aug 15, 2012",
"year": "2012",
"vix": -0.01481481481481,
"spx": 0.001139657960155
},
{
"date": "Aug 16, 2012",
"year": "2012",
"vix": -0.02323991797676,
"spx": 0.00710052435736
},
{
"date": "Aug 17, 2012",
"year": "2012",
"vix": -0.05878236529041,
"spx": 0.001872116763569
},
{
"date": "Aug 20, 2012",
"year": "2012",
"vix": 0.04237918215613,
"spx": -2.115417160264e-05
},
{
"date": "Aug 21, 2012",
"year": "2012",
"vix": 0.07132667617689,
"spx": -0.003497563693032
},
{
"date": "Aug 22, 2012",
"year": "2012",
"vix": 0.005992010652463,
"spx": 0.0002264412632591
},
{
"date": "Aug 23, 2012",
"year": "2012",
"vix": 0.05625413633355,
"spx": -0.008072218409752
},
{
"date": "Aug 24, 2012",
"year": "2012",
"vix": -0.04887218045113,
"spx": 0.006454695880406
},
{
"date": "Aug 27, 2012",
"year": "2012",
"vix": 0.07707509881423,
"spx": -0.0004889698326873
},
{
"date": "Aug 28, 2012",
"year": "2012",
"vix": 0.008562691131498,
"spx": -0.0008082584158136
},
{
"date": "Aug 29, 2012",
"year": "2012",
"vix": 0.03456640388114,
"spx": 0.0008443908323281
},
{
"date": "Aug 30, 2012",
"year": "2012",
"vix": 0.04513481828839,
"spx": -0.007805797985097
},
{
"date": "Aug 31, 2012",
"year": "2012",
"vix": -0.02019068984857,
"spx": 0.005073312944808
},
{
"date": "Sep 04, 2012",
"year": "2012",
"vix": 0.02919290211792,
"spx": -0.001165948612948
},
{
"date": "Sep 05, 2012",
"year": "2012",
"vix": -0.01334816462736,
"spx": -0.001067661252438
},
{
"date": "Sep 06, 2012",
"year": "2012",
"vix": -0.1189402480271,
"spx": 0.02043550133957
},
{
"date": "Sep 07, 2012",
"year": "2012",
"vix": -0.07997440818938,
"spx": 0.004049939949166
},
{
"date": "Sep 10, 2012",
"year": "2012",
"vix": 0.1321279554937,
"spx": -0.006147768999666
},
{
"date": "Sep 11, 2012",
"year": "2012",
"vix": 0.007985257985258,
"spx": 0.003134883981303
},
{
"date": "Sep 12, 2012",
"year": "2012",
"vix": -0.03717245581962,
"spx": 0.002092692318424
},
{
"date": "Sep 13, 2012",
"year": "2012",
"vix": -0.1107594936709,
"spx": 0.01630979562288
},
{
"date": "Sep 14, 2012",
"year": "2012",
"vix": 0.03274021352313,
"spx": 0.003958931225556
},
{
"date": "Sep 17, 2012",
"year": "2012",
"vix": 0.005513439007581,
"spx": -0.00312463756251
},
{
"date": "Sep 18, 2012",
"year": "2012",
"vix": -0.02810143934202,
"spx": -0.001279778810422
},
{
"date": "Sep 19, 2012",
"year": "2012",
"vix": -0.02115655853315,
"spx": 0.001185483649919
},
{
"date": "Sep 20, 2012",
"year": "2012",
"vix": 0.01368876080692,
"spx": -0.0005407070257691
},
{
"date": "Sep 21, 2012",
"year": "2012",
"vix": -0.006396588486141,
"spx": -7.532905099084e-05
},
{
"date": "Sep 24, 2012",
"year": "2012",
"vix": 0.01216022889843,
"spx": -0.002232647330754
},
{
"date": "Sep 25, 2012",
"year": "2012",
"vix": 0.0904593639576,
"spx": -0.01050182237506
},
{
"date": "Sep 26, 2012",
"year": "2012",
"vix": 0.08943616331821,
"spx": -0.005736721259165
},
{
"date": "Sep 27, 2012",
"year": "2012",
"vix": -0.1171921475312,
"spx": 0.009648926966763
},
{
"date": "Sep 28, 2012",
"year": "2012",
"vix": 0.0599730458221,
"spx": -0.004477766644785
},
{
"date": "Oct 01, 2012",
"year": "2012",
"vix": 0.03750794659886,
"spx": 0.002651544073244
},
{
"date": "Oct 02, 2012",
"year": "2012",
"vix": -0.03737745098039,
"spx": 0.0008722801819327
},
{
"date": "Oct 03, 2012",
"year": "2012",
"vix": -0.01782304264799,
"spx": 0.003624416392876
},
{
"date": "Oct 04, 2012",
"year": "2012",
"vix": -0.05703175631886,
"spx": 0.007174411953218
},
{
"date": "Oct 05, 2012",
"year": "2012",
"vix": -0.01512027491409,
"spx": -0.0003216094156289
},
{
"date": "Oct 08, 2012",
"year": "2012",
"vix": 0.05443126308444,
"spx": -0.003456702237616
},
{
"date": "Oct 09, 2012",
"year": "2012",
"vix": 0.08338848444739,
"spx": -0.009890925076243
},
{
"date": "Oct 10, 2012",
"year": "2012",
"vix": -0.004886988393403,
"spx": -0.006188084468741
},
{
"date": "Oct 11, 2012",
"year": "2012",
"vix": -0.04297114794352,
"spx": 0.0001954542916178
},
{
"date": "Oct 12, 2012",
"year": "2012",
"vix": 0.03527902501604,
"spx": -0.0029661371821
},
{
"date": "Oct 15, 2012",
"year": "2012",
"vix": -0.05390334572491,
"spx": 0.008077894987365
},
{
"date": "Oct 16, 2012",
"year": "2012",
"vix": -0.003274394237066,
"spx": 0.01026990618902
},
{
"date": "Oct 17, 2012",
"year": "2012",
"vix": -0.009855453350854,
"spx": 0.0041170648558
},
{
"date": "Oct 18, 2012",
"year": "2012",
"vix": -0.002654280026543,
"spx": -0.002443682362363
},
{
"date": "Oct 19, 2012",
"year": "2012",
"vix": 0.1290751829674,
"spx": -0.01657128741406
},
{
"date": "Oct 22, 2012",
"year": "2012",
"vix": -0.02062463170301,
"spx": 0.0004395788416049
},
{
"date": "Oct 23, 2012",
"year": "2012",
"vix": 0.132972322503,
"spx": -0.01444393299019
},
{
"date": "Oct 24, 2012",
"year": "2012",
"vix": -0.02655337227828,
"spx": -0.00308539321072
},
{
"date": "Oct 25, 2012",
"year": "2012",
"vix": -0.0114566284779,
"spx": 0.002995563442769
},
{
"date": "Oct 26, 2012",
"year": "2012",
"vix": -0.01710816777042,
"spx": -0.0007289609828942
},
{
"date": "Oct 31, 2012",
"year": "2012",
"vix": 0.04435710275126,
"spx": 0.0001558139864299
},
{
"date": "Nov 01, 2012",
"year": "2012",
"vix": -0.102688172043,
"spx": 0.01092652390664
},
{
"date": "Nov 02, 2012",
"year": "2012",
"vix": 0.05392450569203,
"spx": -0.009379443677807
},
{
"date": "Nov 05, 2012",
"year": "2012",
"vix": 0.04718590108016,
"spx": 0.002163767501061
},
{
"date": "Nov 06, 2012",
"year": "2012",
"vix": -0.04560260586319,
"spx": 0.007853181491046
},
{
"date": "Nov 07, 2012",
"year": "2012",
"vix": 0.08532423208191,
"spx": -0.02370501053634
},
{
"date": "Nov 08, 2012",
"year": "2012",
"vix": -0.03092243186583,
"spx": -0.01220482886707
},
{
"date": "Nov 09, 2012",
"year": "2012",
"vix": 0.006489994591671,
"spx": 0.001698717250691
},
{
"date": "Nov 12, 2012",
"year": "2012",
"vix": -0.1037076840408,
"spx": 0.0001304489618437
},
{
"date": "Nov 13, 2012",
"year": "2012",
"vix": -0.001798561151079,
"spx": -0.003985420606798
},
{
"date": "Nov 14, 2012",
"year": "2012",
"vix": 0.07627627627628,
"spx": -0.01385200759532
},
{
"date": "Nov 15, 2012",
"year": "2012",
"vix": 0.00390625,
"spx": -0.001593519686608
},
{
"date": "Nov 16, 2012",
"year": "2012",
"vix": -0.08782657031684,
"spx": 0.004839913398802
},
{
"date": "Nov 19, 2012",
"year": "2012",
"vix": -0.07129798903108,
"spx": 0.01986204665118
},
{
"date": "Nov 20, 2012",
"year": "2012",
"vix": -0.01049868766404,
"spx": 0.0006633547000843
},
{
"date": "Nov 21, 2012",
"year": "2012",
"vix": 0.01525198938992,
"spx": 0.002320202333173
},
{
"date": "Nov 23, 2012",
"year": "2012",
"vix": -0.0111038536904,
"spx": 0.0130263186272
},
{
"date": "Nov 26, 2012",
"year": "2012",
"vix": 0.02377807133421,
"spx": -0.00202959230742
},
{
"date": "Nov 27, 2012",
"year": "2012",
"vix": 0.02709677419355,
"spx": -0.005226518001266
},
{
"date": "Nov 28, 2012",
"year": "2012",
"vix": -0.02575376884422,
"spx": 0.007855948074971
},
{
"date": "Nov 29, 2012",
"year": "2012",
"vix": -0.02901353965184,
"spx": 0.004269715517792
},
{
"date": "Nov 30, 2012",
"year": "2012",
"vix": 0.05378486055777,
"spx": 0.0001624351142342
},
{
"date": "Dec 03, 2012",
"year": "2012",
"vix": 0.04851921865154,
"spx": -0.004745159513621
},
{
"date": "Dec 04, 2012",
"year": "2012",
"vix": 0.02884615384615,
"spx": -0.001709874703787
},
{
"date": "Dec 05, 2012",
"year": "2012",
"vix": -0.03855140186916,
"spx": 0.00158487615934
},
{
"date": "Dec 06, 2012",
"year": "2012",
"vix": 0.007290400972053,
"spx": 0.003306653042689
},
{
"date": "Dec 07, 2012",
"year": "2012",
"vix": -0.04282267792521,
"spx": 0.002920916021896
},
{
"date": "Dec 10, 2012",
"year": "2012",
"vix": 0.01134215500945,
"spx": 0.0003384882269564
},
{
"date": "Dec 11, 2012",
"year": "2012",
"vix": -0.02990654205607,
"spx": 0.006548940819851
},
{
"date": "Dec 12, 2012",
"year": "2012",
"vix": 0.02440590879897,
"spx": 0.0004482294935007
},
{
"date": "Dec 13, 2012",
"year": "2012",
"vix": 0.03824451410658,
"spx": -0.006321404569892
},
{
"date": "Dec 14, 2012",
"year": "2012",
"vix": 0.02596618357488,
"spx": -0.004135404558104
},
{
"date": "Dec 17, 2012",
"year": "2012",
"vix": -0.03825779870512,
"spx": 0.01187056975905
},
{
"date": "Dec 18, 2012",
"year": "2012",
"vix": -0.04712362301102,
"spx": 0.01148661875332
},
{
"date": "Dec 19, 2012",
"year": "2012",
"vix": 0.1149646756583,
"spx": -0.007589214744365
},
{
"date": "Dec 20, 2012",
"year": "2012",
"vix": 0.01785714285714,
"spx": 0.005488191334508
},
{
"date": "Dec 21, 2012",
"year": "2012",
"vix": 0.009620826259196,
"spx": -0.00937874474437
},
{
"date": "Dec 24, 2012",
"year": "2012",
"vix": 0,
"spx": -0.002440303464672
},
{
"date": "Dec 26, 2012",
"year": "2012",
"vix": 0.09192825112108,
"spx": -0.004787405548624
},
{
"date": "Dec 27, 2012",
"year": "2012",
"vix": -0.0005133470225873,
"spx": -0.001218455730616
},
{
"date": "Dec 28, 2012",
"year": "2012",
"vix": 0.1191576784797,
"spx": -0.01104999647416
},
{
"date": "Dec 31, 2012",
"year": "2012",
"vix": -0.1730151445617,
"spx": 0.01694202206171
},
{
"date": "Jan 02, 2013",
"year": "2013",
"vix": -0.1853496115427,
"spx": 0.02540334738008
},
{
"date": "Jan 03, 2013",
"year": "2013",
"vix": -0.008174386920981,
"spx": -0.002085584168707
},
{
"date": "Jan 04, 2013",
"year": "2013",
"vix": -0.05013736263736,
"spx": 0.004865113028225
},
{
"date": "Jan 07, 2013",
"year": "2013",
"vix": -0.002892263195951,
"spx": -0.003123146058221
},
{
"date": "Jan 08, 2013",
"year": "2013",
"vix": -0.01232777374909,
"spx": -0.003242378017498
},
{
"date": "Jan 09, 2013",
"year": "2013",
"vix": 0.01395007342144,
"spx": 0.002655869333974
},
{
"date": "Jan 10, 2013",
"year": "2013",
"vix": -0.0231716147719,
"spx": 0.007597431931117
},
{
"date": "Jan 11, 2013",
"year": "2013",
"vix": -0.009636767976279,
"spx": -4.75504714289e-05
},
{
"date": "Jan 14, 2013",
"year": "2013",
"vix": 0.01197604790419,
"spx": -0.0009306749091402
},
{
"date": "Jan 15, 2013",
"year": "2013",
"vix": 0.002218934911243,
"spx": 0.001128729567275
},
{
"date": "Jan 16, 2013",
"year": "2013",
"vix": -0.00959409594096,
"spx": 0.0001969653748457
},
{
"date": "Jan 17, 2013",
"year": "2013",
"vix": 0.01117734724292,
"spx": 0.005642965306968
},
{
"date": "Jan 18, 2013",
"year": "2013",
"vix": -0.08179808400884,
"spx": 0.00340324388564
},
{
"date": "Jan 22, 2013",
"year": "2013",
"vix": -0.002407704654896,
"spx": 0.004428054213381
},
{
"date": "Jan 23, 2013",
"year": "2013",
"vix": 0.002413515687852,
"spx": 0.001507477086348
},
{
"date": "Jan 24, 2013",
"year": "2013",
"vix": 0.01845906902087,
"spx": 6.689813421001e-06
},
{
"date": "Jan 25, 2013",
"year": "2013",
"vix": 0.01576044129236,
"spx": 0.005445471695589
},
{
"date": "Jan 28, 2013",
"year": "2013",
"vix": 0.05275407292475,
"spx": -0.001849683291638
},
{
"date": "Jan 29, 2013",
"year": "2013",
"vix": -0.01915991156964,
"spx": 0.005106053940194
},
{
"date": "Jan 30, 2013",
"year": "2013",
"vix": 0.07588279489106,
"spx": -0.003899617996604
},
{
"date": "Jan 31, 2013",
"year": "2013",
"vix": 0.004189944134078,
"spx": -0.00256331726544
},
{
"date": "Feb 01, 2013",
"year": "2013",
"vix": -0.1029207232267,
"spx": 0.01005266635961
},
{
"date": "Feb 04, 2013",
"year": "2013",
"vix": 0.1372093023256,
"spx": -0.01153869029917
},
{
"date": "Feb 05, 2013",
"year": "2013",
"vix": -0.06475800954329,
"spx": 0.01041645773579
},
{
"date": "Feb 06, 2013",
"year": "2013",
"vix": -0.02259475218659,
"spx": 0.0005491996903306
},
{
"date": "Feb 07, 2013",
"year": "2013",
"vix": 0.006711409395973,
"spx": -0.001805412268867
},
{
"date": "Feb 08, 2013",
"year": "2013",
"vix": -0.03555555555556,
"spx": 0.005657914786768
},
{
"date": "Feb 11, 2013",
"year": "2013",
"vix": -0.006144393241167,
"spx": -0.0006060885548083
},
{
"date": "Feb 12, 2013",
"year": "2013",
"vix": -0.02318392581144,
"spx": 0.001595243274599
},
{
"date": "Feb 13, 2013",
"year": "2013",
"vix": 0.02689873417722,
"spx": 0.0005923273859276
},
{
"date": "Feb 14, 2013",
"year": "2013",
"vix": -0.02465331278891,
"spx": 0.000690639532207
},
{
"date": "Feb 15, 2013",
"year": "2013",
"vix": -0.01579778830964,
"spx": -0.001045103787351
},
{
"date": "Feb 19, 2013",
"year": "2013",
"vix": -0.01203852327448,
"spx": 0.007336539916699
},
{
"date": "Feb 20, 2013",
"year": "2013",
"vix": 0.1925264012998,
"spx": -0.01240414385933
},
{
"date": "Feb 21, 2013",
"year": "2013",
"vix": 0.03678474114441,
"spx": -0.006303118489368
},
{
"date": "Feb 22, 2013",
"year": "2013",
"vix": -0.06898817345598,
"spx": 0.008772513677933
},
{
"date": "Feb 25, 2013",
"year": "2013",
"vix": 0.3401552575865,
"spx": -0.01830958036421
},
{
"date": "Feb 26, 2013",
"year": "2013",
"vix": -0.1116377040548,
"spx": 0.006109486843432
},
{
"date": "Feb 27, 2013",
"year": "2013",
"vix": -0.1268524007113,
"spx": 0.01272596096036
},
{
"date": "Feb 28, 2013",
"year": "2013",
"vix": 0.05295315682281,
"spx": -0.0008641217949986
},
{
"date": "Mar 01, 2013",
"year": "2013",
"vix": -0.009671179883946,
"spx": 0.002323923204901
},
{
"date": "Mar 04, 2013",
"year": "2013",
"vix": -0.087890625,
"spx": 0.004610723224872
},
{
"date": "Mar 05, 2013",
"year": "2013",
"vix": -0.0378301213419,
"spx": 0.009565958562811
},
{
"date": "Mar 06, 2013",
"year": "2013",
"vix": 0.003709198813056,
"spx": 0.001084563479436
},
{
"date": "Mar 07, 2013",
"year": "2013",
"vix": -0.03473762010347,
"spx": 0.001816459720006
},
{
"date": "Mar 08, 2013",
"year": "2013",
"vix": -0.03598774885145,
"spx": 0.004481110693795
},
{
"date": "Mar 11, 2013",
"year": "2013",
"vix": -0.08181096108022,
"spx": 0.003249139364871
},
{
"date": "Mar 12, 2013",
"year": "2013",
"vix": 0.06141868512111,
"spx": -0.002403259179293
},
{
"date": "Mar 13, 2013",
"year": "2013",
"vix": -0.0358598207009,
"spx": 0.001314026589714
},
{
"date": "Mar 14, 2013",
"year": "2013",
"vix": -0.04480135249366,
"spx": 0.005603015721895
},
{
"date": "Mar 15, 2013",
"year": "2013",
"vix": 0,
"spx": -0.001618443863027
},
{
"date": "Mar 18, 2013",
"year": "2013",
"vix": 0.1823008849558,
"spx": -0.005510347920805
},
{
"date": "Mar 19, 2013",
"year": "2013",
"vix": 0.07709580838323,
"spx": -0.002422524321886
},
{
"date": "Mar 20, 2013",
"year": "2013",
"vix": -0.1195274496178,
"spx": 0.006697495382151
},
{
"date": "Mar 21, 2013",
"year": "2013",
"vix": 0.104183109708,
"spx": -0.008282490007763
},
{
"date": "Mar 22, 2013",
"year": "2013",
"vix": -0.03002144388849,
"spx": 0.007174278690646
},
{
"date": "Mar 25, 2013",
"year": "2013",
"vix": 0.01252763448784,
"spx": -0.003339991906943
},
{
"date": "Mar 26, 2013",
"year": "2013",
"vix": -0.07059679767103,
"spx": 0.007785060160212
},
{
"date": "Mar 27, 2013",
"year": "2013",
"vix": 0.02975724353955,
"spx": -0.0005883218120313
},
{
"date": "Mar 28, 2013",
"year": "2013",
"vix": -0.03422053231939,
"spx": 0.004056691301149
},
{
"date": "Apr 01, 2013",
"year": "2013",
"vix": 0.06929133858268,
"spx": -0.004473645638833
},
{
"date": "Apr 02, 2013",
"year": "2013",
"vix": -0.06038291605302,
"spx": 0.005172292388152
},
{
"date": "Apr 03, 2013",
"year": "2013",
"vix": 0.1136363636364,
"spx": -0.01054609138672
},
{
"date": "Apr 04, 2013",
"year": "2013",
"vix": -0.02251935256861,
"spx": 0.004048426648817
},
{
"date": "Apr 05, 2013",
"year": "2013",
"vix": 0.002159827213823,
"spx": -0.004294926858037
},
{
"date": "Apr 08, 2013",
"year": "2013",
"vix": -0.05244252873563,
"spx": 0.006302791512155
},
{
"date": "Apr 09, 2013",
"year": "2013",
"vix": -0.02653525398029,
"spx": 0.003544307036793
},
{
"date": "Apr 10, 2013",
"year": "2013",
"vix": -0.03738317757009,
"spx": 0.01218913560413
},
{
"date": "Apr 11, 2013",
"year": "2013",
"vix": -0.009708737864078,
"spx": 0.003552241250087
},
{
"date": "Apr 12, 2013",
"year": "2013",
"vix": -0.01470588235294,
"spx": -0.002836754802714
},
{
"date": "Apr 15, 2013",
"year": "2013",
"vix": 0.4320066334992,
"spx": -0.02296629637788
},
{
"date": "Apr 16, 2013",
"year": "2013",
"vix": -0.1916618413434,
"spx": 0.01430724831869
},
{
"date": "Apr 17, 2013",
"year": "2013",
"vix": 0.182664756447,
"spx": -0.01432772121913
},
{
"date": "Apr 18, 2013",
"year": "2013",
"vix": 0.06359781950333,
"spx": -0.006700987751368
},
{
"date": "Apr 19, 2013",
"year": "2013",
"vix": -0.1474943052392,
"spx": 0.008847892787411
},
{
"date": "Apr 22, 2013",
"year": "2013",
"vix": -0.03874415497662,
"spx": 0.004661629963028
},
{
"date": "Apr 23, 2013",
"year": "2013",
"vix": -0.0632383599722,
"spx": 0.0104192
},
{
"date": "Apr 24, 2013",
"year": "2013",
"vix": 0.009643916913947,
"spx": 6.334004737818e-06
},
{
"date": "Apr 25, 2013",
"year": "2013",
"vix": 0.0007347538574578,
"spx": 0.004034735461968
},
{
"date": "Apr 26, 2013",
"year": "2013",
"vix": -0.0007342143906021,
"spx": -0.001842085341543
},
{
"date": "Apr 29, 2013",
"year": "2013",
"vix": 0.007347538574578,
"spx": 0.007186014763879
},
{
"date": "Apr 30, 2013",
"year": "2013",
"vix": -0.01385849744712,
"spx": 0.002484924165888
},
{
"date": "May 01, 2013",
"year": "2013",
"vix": 0.07174556213018,
"spx": -0.009307886352398
},
{
"date": "May 02, 2013",
"year": "2013",
"vix": -0.06211180124224,
"spx": 0.009407973715802
},
{
"date": "May 03, 2013",
"year": "2013",
"vix": -0.05445180279617,
"spx": 0.01053461776801
},
{
"date": "May 06, 2013",
"year": "2013",
"vix": -0.0147859922179,
"spx": 0.001907805899332
},
{
"date": "May 07, 2013",
"year": "2013",
"vix": 0.01342812006319,
"spx": 0.00523029366306
},
{
"date": "May 08, 2013",
"year": "2013",
"vix": -0.01325019485581,
"spx": 0.004139093212625
},
{
"date": "May 09, 2013",
"year": "2013",
"vix": 0.03712480252765,
"spx": -0.003687166577856
},
{
"date": "May 10, 2013",
"year": "2013",
"vix": -0.04112718964204,
"spx": 0.004321712455507
},
{
"date": "May 13, 2013",
"year": "2013",
"vix": -0.003177124702144,
"spx": 4.284752402528e-05
},
{
"date": "May 14, 2013",
"year": "2013",
"vix": 0.01752988047809,
"spx": 0.01014218647668
},
{
"date": "May 15, 2013",
"year": "2013",
"vix": 0.003132341425215,
"spx": 0.00511409770108
},
{
"date": "May 16, 2013",
"year": "2013",
"vix": 0.02029664324746,
"spx": -0.005009705928453
},
{
"date": "May 17, 2013",
"year": "2013",
"vix": -0.04743687834736,
"spx": 0.0103000963362
},
{
"date": "May 20, 2013",
"year": "2013",
"vix": 0.04578313253012,
"spx": -0.0007076589084062
},
{
"date": "May 21, 2013",
"year": "2013",
"vix": 0.02688172043011,
"spx": 0.001722389259973
},
{
"date": "May 22, 2013",
"year": "2013",
"vix": 0.03365744203441,
"spx": -0.0082736226605
},
{
"date": "May 23, 2013",
"year": "2013",
"vix": 0.01808972503618,
"spx": -0.002923852961609
},
{
"date": "May 24, 2013",
"year": "2013",
"vix": -0.005685856432125,
"spx": -0.0005513447358696
},
{
"date": "May 28, 2013",
"year": "2013",
"vix": 0.03502501786991,
"spx": 0.006340931134821
},
{
"date": "May 29, 2013",
"year": "2013",
"vix": 0.02417127071823,
"spx": -0.007047938026336
},
{
"date": "May 30, 2013",
"year": "2013",
"vix": -0.02022926500337,
"spx": 0.003670314737072
},
{
"date": "May 31, 2013",
"year": "2013",
"vix": 0.1218169304886,
"spx": -0.01430721526103
},
{
"date": "Jun 03, 2013",
"year": "2013",
"vix": -0.001226993865031,
"spx": 0.005935955455805
},
{
"date": "Jun 04, 2013",
"year": "2013",
"vix": -0.0006142506142507,
"spx": -0.005510783823655
},
{
"date": "Jun 05, 2013",
"year": "2013",
"vix": 0.07559926244622,
"spx": -0.01377974475597
},
{
"date": "Jun 06, 2013",
"year": "2013",
"vix": -0.04971428571429,
"spx": 0.008490272857232
},
{
"date": "Jun 07, 2013",
"year": "2013",
"vix": -0.08959711365003,
"spx": 0.01283157479539
},
{
"date": "Jun 10, 2013",
"year": "2013",
"vix": 0.01981505944518,
"spx": -0.000346846134187
},
{
"date": "Jun 11, 2013",
"year": "2013",
"vix": 0.1055699481865,
"spx": -0.01015333483483
},
{
"date": "Jun 12, 2013",
"year": "2013",
"vix": 0.08904510837727,
"spx": -0.00836956454896
},
{
"date": "Jun 13, 2013",
"year": "2013",
"vix": -0.1172673480366,
"spx": 0.01478431275271
},
{
"date": "Jun 14, 2013",
"year": "2013",
"vix": 0.04509445460085,
"spx": -0.005885013077807
},
{
"date": "Jun 17, 2013",
"year": "2013",
"vix": -0.02040816326531,
"spx": 0.007567328321233
},
{
"date": "Jun 18, 2013",
"year": "2013",
"vix": -0.01130952380952,
"spx": 0.007791146036704
},
{
"date": "Jun 19, 2013",
"year": "2013",
"vix": 0.001806140878989,
"spx": -0.0138514720216
},
{
"date": "Jun 20, 2013",
"year": "2013",
"vix": 0.2313701923077,
"spx": -0.02501028282369
},
{
"date": "Jun 21, 2013",
"year": "2013",
"vix": -0.07759882869693,
"spx": 0.002669705765683
},
{
"date": "Jun 24, 2013",
"year": "2013",
"vix": 0.06402116402116,
"spx": -0.012144960846
},
{
"date": "Jun 25, 2013",
"year": "2013",
"vix": -0.08155146693187,
"spx": 0.009497231563356
},
{
"date": "Jun 26, 2013",
"year": "2013",
"vix": -0.06821873308067,
"spx": 0.009590498920046
},
{
"date": "Jun 27, 2013",
"year": "2013",
"vix": -0.02033701336432,
"spx": 0.00619986776942
},
{
"date": "Jun 28, 2013",
"year": "2013",
"vix": 0,
"spx": -0.004289610711629
},
{
"date": "Jul 01, 2013",
"year": "2013",
"vix": -0.02906287069988,
"spx": 0.005403790123764
},
{
"date": "Jul 02, 2013",
"year": "2013",
"vix": 0.004276114844227,
"spx": -0.0005449051369694
},
{
"date": "Jul 03, 2013",
"year": "2013",
"vix": -0.01459854014599,
"spx": 0.0008239988104679
},
{
"date": "Jul 05, 2013",
"year": "2013",
"vix": -0.08086419753086,
"spx": 0.01020174444878
},
{
"date": "Jul 08, 2013",
"year": "2013",
"vix": -0.007387508394896,
"spx": 0.005251579456949
},
{
"date": "Jul 09, 2013",
"year": "2013",
"vix": -0.02909336941813,
"spx": 0.007229679480146
},
{
"date": "Jul 10, 2013",
"year": "2013",
"vix": -0.009756097560976,
"spx": 0.0001815628933863
},
{
"date": "Jul 11, 2013",
"year": "2013",
"vix": -0.01407459535538,
"spx": 0.01355423509337
},
{
"date": "Jul 12, 2013",
"year": "2013",
"vix": -0.01213418986438,
"spx": 0.003086530310086
},
{
"date": "Jul 15, 2013",
"year": "2013",
"vix": -0.003612716763006,
"spx": 0.001374844511633
},
{
"date": "Jul 16, 2013",
"year": "2013",
"vix": 0.04568527918782,
"spx": -0.003708766716196
},
{
"date": "Jul 17, 2013",
"year": "2013",
"vix": -0.04438280166436,
"spx": 0.002774032667963
},
{
"date": "Jul 18, 2013",
"year": "2013",
"vix": -0.0007256894049347,
"spx": 0.005032988083835
},
{
"date": "Jul 19, 2013",
"year": "2013",
"vix": -0.08932461873638,
"spx": 0.001610067658358
},
{
"date": "Jul 22, 2013",
"year": "2013",
"vix": -0.01993620414673,
"spx": 0.002032988789012
},
{
"date": "Jul 23, 2013",
"year": "2013",
"vix": 0.03010577705452,
"spx": -0.001851928305603
},
{
"date": "Jul 24, 2013",
"year": "2013",
"vix": 0.04107424960506,
"spx": -0.003811178274511
},
{
"date": "Jul 25, 2013",
"year": "2013",
"vix": -0.01593323216995,
"spx": 0.002556437358388
},
{
"date": "Jul 26, 2013",
"year": "2013",
"vix": -0.01927525057826,
"spx": 0.0008282798402603
},
{
"date": "Jul 29, 2013",
"year": "2013",
"vix": 0.05267295597484,
"spx": -0.003735997398989
},
{
"date": "Jul 30, 2013",
"year": "2013",
"vix": 0,
"spx": 0.0003738140304868
},
{
"date": "Jul 31, 2013",
"year": "2013",
"vix": 0.004480955937266,
"spx": -0.0001364207929014
},
{
"date": "Aug 01, 2013",
"year": "2013",
"vix": -0.03420074349442,
"spx": 0.01254056106257
},
{
"date": "Aug 02, 2013",
"year": "2013",
"vix": -0.07775211701309,
"spx": 0.001640429558197
},
{
"date": "Aug 05, 2013",
"year": "2013",
"vix": -0.01168614357262,
"spx": -0.001479817742605
},
{
"date": "Aug 06, 2013",
"year": "2013",
"vix": 0.07432432432432,
"spx": -0.005723022130581
},
{
"date": "Aug 07, 2013",
"year": "2013",
"vix": 0.02044025157233,
"spx": -0.003805887932507
},
{
"date": "Aug 08, 2013",
"year": "2013",
"vix": -0.01926040061633,
"spx": 0.003885481781999
},
{
"date": "Aug 09, 2013",
"year": "2013",
"vix": 0.05341712490181,
"spx": -0.003569997879209
},
{
"date": "Aug 12, 2013",
"year": "2013",
"vix": -0.04474272930649,
"spx": -0.001152877463906
},
{
"date": "Aug 13, 2013",
"year": "2013",
"vix": -0.03903200624512,
"spx": 0.002776018514682
},
{
"date": "Aug 14, 2013",
"year": "2013",
"vix": 0.05930138099106,
"spx": -0.005176606695944
},
{
"date": "Aug 15, 2013",
"year": "2013",
"vix": 0.1296012269939,
"spx": -0.01428156094435
},
{
"date": "Aug 16, 2013",
"year": "2013",
"vix": -0.0244399185336,
"spx": -0.003304601160523
},
{
"date": "Aug 19, 2013",
"year": "2013",
"vix": 0.05080027835769,
"spx": -0.005900364167819
},
{
"date": "Aug 20, 2013",
"year": "2013",
"vix": -0.01258278145695,
"spx": 0.003821245884111
},
{
"date": "Aug 21, 2013",
"year": "2013",
"vix": 0.0690811535882,
"spx": -0.005779647169183
},
{
"date": "Aug 22, 2013",
"year": "2013",
"vix": -0.07402760351317,
"spx": 0.008619430241052
},
{
"date": "Aug 23, 2013",
"year": "2013",
"vix": -0.04742547425474,
"spx": 0.003946987253766
},
{
"date": "Aug 26, 2013",
"year": "2013",
"vix": 0.06614509246088,
"spx": -0.004039675383228
},
{
"date": "Aug 27, 2013",
"year": "2013",
"vix": 0.1220813875917,
"spx": -0.01587416555004
},
{
"date": "Aug 28, 2013",
"year": "2013",
"vix": -0.01961950059453,
"spx": 0.002747657131642
},
{
"date": "Aug 29, 2013",
"year": "2013",
"vix": 0.0194057004245,
"spx": 0.00196335078534
},
{
"date": "Aug 30, 2013",
"year": "2013",
"vix": 0.01189767995241,
"spx": -0.003174273732274
},
{
"date": "Sep 03, 2013",
"year": "2013",
"vix": -0.02351557907113,
"spx": 0.0041641916263
},
{
"date": "Sep 04, 2013",
"year": "2013",
"vix": -0.04394942805539,
"spx": 0.008116992017173
},
{
"date": "Sep 05, 2013",
"year": "2013",
"vix": -0.006926952141058,
"spx": 0.001209862801558
},
{
"date": "Sep 06, 2013",
"year": "2013",
"vix": 0.005072923272035,
"spx": 5.437803610708e-05
},
{
"date": "Sep 09, 2013",
"year": "2013",
"vix": -0.01388012618297,
"spx": 0.009992931239691
},
{
"date": "Sep 10, 2013",
"year": "2013",
"vix": -0.07037747920665,
"spx": 0.007345771694851
},
{
"date": "Sep 11, 2013",
"year": "2013",
"vix": -0.0488644184446,
"spx": 0.003052274657213
},
{
"date": "Sep 12, 2013",
"year": "2013",
"vix": 0.03400868306802,
"spx": -0.003380438450563
},
{
"date": "Sep 13, 2013",
"year": "2013",
"vix": -0.009097270818754,
"spx": 0.002714711717813
},
{
"date": "Sep 16, 2013",
"year": "2013",
"vix": 0.0183615819209,
"spx": 0.005693161689347
},
{
"date": "Sep 17, 2013",
"year": "2013",
"vix": 0.007628294036061,
"spx": 0.004217719132894
},
{
"date": "Sep 18, 2013",
"year": "2013",
"vix": -0.06469373709566,
"spx": 0.01217766723762
},
{
"date": "Sep 19, 2013",
"year": "2013",
"vix": -0.03164091243561,
"spx": -0.001842922713153
},
{
"date": "Sep 20, 2013",
"year": "2013",
"vix": -0.003039513677812,
"spx": -0.007216925810235
},
{
"date": "Sep 23, 2013",
"year": "2013",
"vix": 0.0907012195122,
"spx": -0.004719546642806
},
{
"date": "Sep 24, 2013",
"year": "2013",
"vix": -0.01607267645003,
"spx":