Financial analytics of the S&P 500 and the VIX

In this section, we will study the relationship between the VIX and the S&P 500 Market Index.

Gathering the data

We will be using Alpha Vantage as our data provider. Let's download the SPX and VIX datasets in the following steps:

1. Query for the all-time S&P 500 historical data with the ticker symbol ^GSPC:

In [ ]:
    from alpha_vantage.timeseries import TimeSeries
 
     # Update your Alpha Vantage API key here...
     ALPHA_VANTAGE_API_KEY = 'PZ2ISG9CYY379KLI'
 
     ts = TimeSeries(key=ALPHA_VANTAGE_API_KEY, output_format='pandas')
     df_spx_data, meta_data = ts.get_daily_adjusted(
         symbol='^GSPC', outputsize=&apos...