{"id":4637,"date":"2020-05-01T15:41:49","date_gmt":"2020-05-01T15:41:49","guid":{"rendered":"http:\/\/joapen.com\/blog\/?p=4637"},"modified":"2020-05-01T15:41:49","modified_gmt":"2020-05-01T15:41:49","slug":"spx-vs-vix","status":"publish","type":"post","link":"https:\/\/joapen.com\/blog\/2020\/05\/01\/spx-vs-vix\/","title":{"rendered":"SPX Vs VIX"},"content":{"rendered":"<p>I have been trying to find correlations in terms of what have been happening during last 4 months in the US market and I found something that I need to see in deep.<\/p>\n<p>I added Volatility Index (^VIX) to a chart, but the figure was so bad. I did &#8220;1 minus VIX&#8221; and added to the chart, so you can see what happened:<\/p>\n<p><a href=\"http:\/\/joapen.com\/blog\/2020\/05\/01\/spx-vs-vix\/spx-vs-vix-1\/\" rel=\"attachment wp-att-4638\"><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-4638\" src=\"http:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1.jpg\" alt=\"\" width=\"1282\" height=\"591\" srcset=\"https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1.jpg 1282w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-300x138.jpg 300w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-1024x472.jpg 1024w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-768x354.jpg 768w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-500x230.jpg 500w\" sizes=\"auto, (max-width: 1282px) 100vw, 1282px\" \/><\/a>I have to find if this type of correlation is repeated from time to time or if it is something that just happened this time.<\/p>\n<h1>Let&#8217;s see other years<\/h1>\n<p>I checked the same period but in 2015. This was the result:<\/p>\n<p><a href=\"http:\/\/joapen.com\/blog\/2020\/05\/01\/spx-vs-vix\/spx-vs-vix-1-2015\/\" rel=\"attachment wp-att-4639\"><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-4639\" src=\"http:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2015.jpg\" alt=\"\" width=\"1198\" height=\"408\" srcset=\"https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2015.jpg 1198w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2015-300x102.jpg 300w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2015-1024x349.jpg 1024w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2015-768x262.jpg 768w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2015-500x170.jpg 500w\" sizes=\"auto, (max-width: 1198px) 100vw, 1198px\" \/><\/a><\/p>\n<p>I checked the same period but in 2016. This was the result:<\/p>\n<p><a href=\"http:\/\/joapen.com\/blog\/2020\/05\/01\/spx-vs-vix\/spx-vs-vix-1-2016\/\" rel=\"attachment wp-att-4640\"><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-4640\" src=\"http:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2016.jpg\" alt=\"\" width=\"1203\" height=\"480\" srcset=\"https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2016.jpg 1203w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2016-300x120.jpg 300w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2016-1024x409.jpg 1024w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2016-768x306.jpg 768w, https:\/\/joapen.com\/blog\/wp-content\/uploads\/2020\/05\/SPX-Vs-VIX-1-2016-500x200.jpg 500w\" sizes=\"auto, (max-width: 1203px) 100vw, 1203px\" \/><\/a><\/p>\n<h1>Conclusion?<\/h1>\n<p>No relevant conclusion<\/p>\n","protected":false},"excerpt":{"rendered":"<p>I have been trying to find correlations in terms of what have been happening during last 4 months in the US market and I found something that I need to see in deep. I added Volatility Index (^VIX) to a chart, but the figure was so bad. I did &#8220;1 minus VIX&#8221; and added to &#8230; <a title=\"SPX Vs VIX\" class=\"read-more\" href=\"https:\/\/joapen.com\/blog\/2020\/05\/01\/spx-vs-vix\/\" aria-label=\"Read more about SPX Vs VIX\">Read more<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[105],"tags":[],"class_list":["post-4637","post","type-post","status-publish","format-standard","hentry","category-trading"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.4 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>SPX Vs VIX -<\/title>\n<meta name=\"description\" content=\"I have been trying to find correlations in terms of what have been happening during last 4 months in the US market and I found something that I need to - joapen projects\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/joapen.com\/blog\/2020\/05\/01\/spx-vs-vix\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"SPX Vs VIX -\" \/>\n<meta property=\"og:description\" content=\"I have been trying to find correlations in terms of what have been happening during last 4 months in the US market and I found something that I need to - 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