1. Project Introduction
An overview of the background and scope of this research project
VIX and Metaculus TimeseriesProject Overview
The main objective of this project is to elucidate the relationship between populace fear and the volatility of the US stock market. In this project we estimate market volatility via the VIX Index. Hosted by the Chicago Board Options Exchange, this ticker is a measure of 30-day volatility of the S&P500 index and is a standard indicator of overall market volatility. For more information about VIX Index, please see VIX Summary. To estimate populace fear, we look to user data on Metaculus, a community aggregation platform that utilizes users predictions to estimate the likelihood of real-world events. Historically, Metaculus viewership has spiked during times of political and global unrest with recent examples including the COVID-19 pandemic and the Russia-Ukraine conflict. By using these metrics as estimates of volatility and populace fear, we hope to gain insight into stock market dynamics and expose potential outperformance opportunities.
To see the full project code repository, please check out VIX-Metaculus.
