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Larry Williams
The VIX fix by Larry Williams
AT-December 2007-9
A synthetic VIX calculation can be used in any market to reproduce the performance of the well-known volatility index.
Price: $4.25

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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