Using the VIX as a Market Signal

The Chicago Board Options Exchange Volatility Index, or VIX, is often cited as a market-timing indicator.  Traders have created a variety of strategies to exploit supposed correlations between this “fear index” and future market returns.  Using Palantir Finance, we can effortlessly examine the exact nature of these correlations to make more informed trading decisions.  The [...]

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Can Changes in Implied Volatility Predict Changes in Trading Volume?

Today, we examine whether we can anticipate trading volume based on changes in implied volatility. We are going to utilize a relatively new piece of the Palantir platform, Scatterplot. My first task was putting a little meat behind the question and defining what we would call a change in implied volatility. I decided to employ [...]

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