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As far as I know we import VIX using Quandl.
Is ther a way to import VVIX (CBOE's measure of the volatility of VIX) in the algorithm?
Thanks
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Xin Wei
Hi Nick,
Yes, we can import VVIX from Quandl using Quandl Code "CBOE/VVIX". I've attached a backtest showing how to use the VVIX data in a template algorithm. Please check it out.
Coder
Thanks Xin Wei
Coder
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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