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The VIX fix
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AT-December 2007-9
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A synthetic VIX calculation can be used in any market to reproduce the performance of the well-known volatility index.
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Detailed Description
 VIX Strategy & Analysis Collection
The VIX is calculated only for the S&P 500 index, Nasdaq Composite index, and the Dow Jones Industrial Average. What about other markets? Luckily, it is easy to duplicate the VIX for any market — Treasury bonds, gold, silver, soybeans, even individual stocks — with a simple formula.
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