2d:null 2e:["$","title",null,{"children":"호기심 해결 in 주식시장: VIX 평가편 | Humble Data Miner | Observable"}] 33:T7f5,--- ## VIX? > ‘VIX’로 더 잘 알려진 시카고옵션거래소 변동성지수(Chicago Board Options Exchange Volatility Index)는 미국 증시의 기대 변동성 지표입니다. > > VIX는 S&P 500 지수의 옵션 가격에 기초하며, 향후 30일간 지수의 풋옵션과 콜옵션 가중 가격을 결합하여 산정합니다. > > VIX는 향후 미국 주식시장 변동성에 대한 투자자의 견해를 반영하도록 설계되었습니다. 다시 말해, 향후 30일간 S&P 500지수가 얼마나 변동할 것으로 투자자들이 생각하는지를 반영합니다. > > 시장의 ‘공포 지수’로 지칭되는 경우가 많은 VIX는 투자자들이 투자 결정을 내리기 전에 시장 리스크, 공포 및 스트레스를 측정하는 데 사용합니다. > >>

- [VIX변동성 지수에 대하여 투자자가 알아야 할 것들](https://www.fidelity.co.kr/insight-and-learning/learn-about-investing/what-is-volatility/volatility-index), 피델리티자산운용코리아(주)

## 공포지수로써의 VIX * [호기심 해결 in 주식시장: VIX 계산편](https://observablehq.com/@humble-data-miner/vix-calculation)에 따르면... > VIX는 원래 S&P500지수의 옵션거래 현황을 통해 지수의 변동성을 측정할 용도로 고안한 것이나, > 일반적으로 옵션거래자들이 지수의 상승폭보다는 하락폭을 더 크게 보는 경향이 있고 > 그로인해 VIX지수가 실제 지수의 상승보다는 하락에 민감하게 반응하여 공포지수라 불리게 된다 * 그 이후 "공포에 사고 탐욕에 팔아라"같은 민간속담과 세트로 묶여 팔리고 있다 > “Be fearful when others are greedy, and greedy when others are fearful.” >>

- Warren Buffett

### 주요논리: VIX값이 높다 → 시장의 공포 분위기(하락) → S&P500 매수34:T15d9,{ const thres = vix_thres; const ps = cdim.max*cdim.size; // (right-side) plot size const margin = {left:40,top:10,right:38,bottom:40}; const height = ps+margin.top+margin.bottom; const svg = d3.create("svg").attr("width", width).attr("height",height); const x = d3.scaleTime().domain(dates.ext).range([margin.left, width-margin.right-ps]); const ys = d3.scaleLinear().domain([0,spx.ext[1]]).range([height-margin.bottom, margin.top]); const yv = d3.scaleLinear().domain([0,vix.ext[1]]).range([height-margin.bottom, margin.top]); svg.append("g") .attr("transform",`translate(0,${height-margin.bottom})`) .call(d3.axisBottom(x)); svg.append("g") .attr("transform",`translate(${margin.left},0)`).call(d3.axisLeft(ys)); svg.append("g") .attr("transform",`translate(${width-ps-margin.right},0)`).call(d3.axisRight(yv)); const ls = d3.line().x(d=>x(d[0])).y(d=>ys(d[1])); const lv = d3.line().x(d=>x(d[0])).y(d=>yv(d[1])); const [bg,pts,in_mean,out_mean,out_dp,out_de] = get_vix_drawings(thres); svg.append("g").selectAll("path") .data(vix.raw) .join("path") .attr("d",d=>`M ${x(d[0])} ${yv(0)} V ${yv(d[1])}`) .attr("stroke",d=>d[1]>=thres?colors.vix_fear:colors.vix) .attr("fill","none").attr("stroke-opacity",d=>d[1]>=thres?0.4:0.2); svg.append("g").append("path").attr("d",ls(spx.raw)).attr("stroke",colors.spx).attr("fill","none"); svg.append("g").selectAll("rect") .data(out_dp) .join("rect") .attr("x",d=>x(d[0])).attr("y",margin.top) .attr("width",d=>x(d[1])-x(d[0])).attr("height",height-margin.top-margin.bottom) .attr("fill",d3.schemeCategory10[0]).attr("opacity",0.2); svg.append("g").selectAll("path") .data(out_de) .join("path") .attr("d",d=>`M ${x(d)} ${margin.top} V ${height-margin.bottom}`) .attr("stroke",d3.schemeCategory10[0]).attr("opacity",0.1); svg.append("g").append("path") .attr("d",`M ${margin.left} ${yv(thres)} H ${width-ps-margin.right}`) .attr("stroke",d3.color(colors.vix_fear).darker()).attr("stroke-dasharray","2 2"); if (excl_pendemic) { const gblock = svg.append("g"); gblock.append("rect") .attr("x",x(pendemic_period[0])).attr("y",margin.top) .attr("width",x(pendemic_period[1])-x(pendemic_period[0])).attr("height",height-margin.top-margin.bottom) .attr("fill","white").attr("stroke",d3.schemeCategory10[0]).attr("stroke-width",4).attr("stroke-dasharray","4 4"); gblock.append("path") .attr("fill","none").attr("stroke",d3.schemeCategory10[0]).attr("stroke-width",4).attr("stroke-dasharray","4 4") .attr("d",`M ${x(pendemic_period[0])} ${height-margin.bottom} L ${x(pendemic_period[1])} ${margin.top} M ${x(pendemic_period[0])} ${margin.top} L ${x(pendemic_period[1])} ${height-margin.bottom}`); } const rects = bg.map((row,r)=>row.map((f,c)=>({r:r,c:c,f:f}))).flat(); const gmat = svg.append("g").attr("transform",`translate(${width-ps},0)`); const xmat = d3.scaleBand().domain(d3.range(1,30+1)).range([margin.left, ps-margin.right]); const ymat = d3.scaleLog().domain(rbin.ext).range([height-margin.bottom, margin.top]); gmat.append("g") .attr("transform",`translate(0,${height-margin.bottom})`) .call(d3.axisBottom(xmat).tickFormat(d=>`+${d}일`)) .selectAll("text") .attr("y", 0) .attr("x", 9) .attr("dy", ".35em") .attr("transform", "rotate(90)") .style("text-anchor", "start"); gmat.append("g").selectAll("rect") .data(rects) .join("rect") .attr("x",d=>margin.left+d.c*xmat.bandwidth()).attr("y",d=>ymat(rbin.bkt[d.r][1])) .attr("width",xmat.bandwidth()).attr("height",d=>ymat(rbin.bkt[d.r][0])-ymat(rbin.bkt[d.r][1])) .attr("fill",d=>d3.interpolateGreys(Math.sqrt(d.f))).attr("stroke","none"); gmat.append("g").selectAll("circle") .data(pts) .join("circle") .attr("cx",d=>xmat(d.d+1)+xmat.bandwidth()/2).attr("cy",d=>ymat(d.r)).attr("r",2) .attr("fill",colors.vix_fear).attr("stroke","white").attr("stroke-opacity",0.5).attr("opacity",0.1); gmat.append("g").selectAll("path") .data(in_mean) .join("path") .attr("d",(d,i)=>`M ${xmat(i+1)+1} ${ymat(d)} h ${xmat.bandwidth()-1}`).attr("stroke",d3.color(colors.vix).darker()).attr("stroke-width",2); gmat.append("g").selectAll("path") .data(out_mean) .join("path") .attr("d",(d,i)=>`M ${xmat(i+1)+1} ${ymat(d)} h ${xmat.bandwidth()-1}`).attr("stroke",d3.color(colors.vix_fear).darker()).attr("stroke-width",2); const g_means = gmat.append("g"); const last_means = [in_mean[in_mean.length-1],out_mean[out_mean.length-1]]; const opposite = last_means[0] < last_means[1]; g_means.append("text") .attr("x",xmat(in_mean.length)+xmat.bandwidth()).attr("y",ymat(last_means[0])).attr("fill",d3.color(colors.vix).darker()) .attr("dominant-baseline",opposite?"hanging":"auto").attr("text-anchor","start").attr("font-size","small").attr("font-weight","bold") .text(`${last_means[0]>1?"+":""}${((last_means[0]-1)*100).toFixed(1)}%`); g_means.append("text") .attr("x",xmat(in_mean.length)+xmat.bandwidth()).attr("y",ymat(last_means[1])).attr("fill",d3.color(colors.vix_fear).darker()) .attr("dominant-baseline",opposite?"auto":"hanging").attr("text-anchor","start").attr("font-size","small").attr("font-weight","bold") .text(`${last_means[1]>1?"+":""}${((last_means[1]-1)*100).toFixed(1)}%`); gmat.append("g") .attr("transform",`translate(${margin.left},0)`) .call(d3.axisLeft(ymat).tickFormat(d=>`x${d.toFixed(2)}`)); return svg.node(); }35:Tbd2,{ const margin = {left:40,top:10,right:30,bottom:30}; const height = 400; const svg = d3.create("svg").attr("width", width).attr("height",height); const x = d3.scaleBand().domain(d3.range(vix_thres_range[0],vix_thres_range[1]+1)).range([margin.left, width-margin.right]); const y = d3.scaleLog().domain([d3.min(summary,d=>d3.min(d.line,d=>d.mean))-0.02,d3.max(summary,d=>d3.max(d.line,d=>d.mean))+0.01]).range([height-margin.bottom, margin.top]); const tickrate = r=> `${r>1?"+":""}${((r-1)*100).toFixed(0)}%`; svg.append("rect").attr("x",margin.left).attr("y",margin.top) .attr("width",width-margin.left-margin.right).attr("height",height-margin.top-margin.bottom) .attr("fill","steelblue").attr("opacity",0.2).attr("stroke","none"); const g_legend = svg.append("g").attr("transform",`translate(${margin.left+20},${margin.top+20})`); g_legend.selectAll("circle") .data(summary) .join("circle") .attr("cx",0).attr("cy",(_,i)=>i*20).attr("r",8).attr("fill",d=>d.excl?d.color:d.color.darker()); g_legend.selectAll("text") .data(summary) .join("text") .attr("x",0).attr("y",(_,i)=>i*20).attr("dx",10).attr("dy",2).attr("dominant-baseline","middle") .text(d=>`${d.excl?"[펜데믹배제]":""} VIX 임계값 ${d.type=="in"?"미만":"이상"} 30일후 수익률 평균`); svg.append("g").attr("transform",`translate(0,${height-margin.bottom})`).call(d3.axisBottom(x).tickFormat((d,i)=>`${i==0?"임계값=":""}${d}`)); svg.append("g").attr("transform",`translate(${margin.left},0)`).call(d3.axisLeft(y).tickFormat(d=>`x${d.toFixed(2)}`)); svg.append("g").attr("transform",`translate(${width-margin.right},0)`).call(d3.axisRight(y).tickFormat(tickrate)); const line = d3.line().x(d=>x(d.thres)+x.bandwidth()/2).y(d=>y(d.mean)); svg.append("g").selectAll("path") .data(summary) .join("path") .attr("d",d=>line(d.line)).attr("fill","none") .attr("stroke",d=>d.excl?d.color:d.color.darker()).attr("stroke-width",2); const dots = summary.map(d=>d.line).flat(); svg.append("g").selectAll("circle") .data(dots) .join("circle") .attr("cx",d=>x(d.thres)+x.bandwidth()/2).attr("cy",d=>y(d.mean)).attr("r",d=>Math.sqrt(d.len)) .attr("fill",d=>d.excl?d.color:d.color.darker()).attr("stroke","white"); svg.append("g").selectAll("text") .data(summary.filter(d=>d.excl||d.type=="out").map(d=>d.line).flat()) .join("text") .attr("x",d=>x(d.thres)+x.bandwidth()/2).attr("y",d=>y(d.mean)) .attr("text-anchor","middle").attr("font-weight","bold") .attr("fill","white").attr("stroke","none").attr("stroke-opacity",0.3).style("text-shadow","0px 0px 3px black") .text(d=>`${d.mean>1?"+":""}${((d.mean-1)*100).toFixed(1)}%`) .call(node=>node.append("title") .text(d=>`${d.excl?"[펜데믹배제]":""} 30일후 수익률 (VIX${d.thres}${d.type=="in"?"미만":"이상"}) 평균:${d.mean>1?"+":""}${((d.mean-1)*100).toFixed(1)}% 해당일수:${d.len}`)); return svg.node(); }36:T64b,function get_vix_drawings(thres) { const in_dates = vix.raw.filter(d=>d[1]d[0]); const out_dates = vix.raw.filter(d=>d[1]>=thres).map(d=>d[0]); const in_bin = in_dates.map(d=>rbin.bin[d]); const in_ret = in_dates.map(d=>rbin.ret[d]); const out_ret = out_dates.map(d=>rbin.ret[d]); const in_cnt = d3.range(cdim.max).map(_=>d3.range(days).map(_=>0)); in_bin.forEach(row=>{ row.forEach((b,i)=>{if(!isNaN(b)){in_cnt[b][i]+=1}}); }); const in_norm = in_cnt.map(row=>row.map((v,i)=>v/rbin.sum[i])); const out_pts = out_ret.reduce((acc,cur)=>{cur.forEach((r,i)=>{if(!isNaN(r)) {acc.push({d:i,r:r});}}); return acc;},[]); const transpose = (_2d_arr)=> _2d_arr.length>0 ? (_2d_arr[0].map((_,c) => _2d_arr.map(row => row[c]))):_2d_arr; const in_ret_mean = transpose(in_ret).map(row=>d3.mean(row)); const out_ret_mean = transpose(out_ret).map(row=>d3.mean(row)); const out_date_pair = []; let out_date_range = out_dates.length > 0 ? [out_dates[0], new Date(out_dates[0].getTime()+days*ms_per_day)] : null; for(let i = 0; i < out_dates.length; i++) { const curr_date = out_dates[i]; if (curr_date <= out_date_range[1]) { out_date_range[1] = new Date(curr_date.getTime()+days*ms_per_day); } else { out_date_pair.push(out_date_range); out_date_range = [curr_date, new Date(curr_date.getTime()+days*ms_per_day)]; } } out_date_pair.push(out_date_range); const out_date_end = out_dates.map(d=>new Date(Math.min(d.getTime()+days*ms_per_day,dates.ext[1]))); return [in_norm,out_pts,in_ret_mean,out_ret_mean,out_date_pair,out_date_end]; }37:T5c6,summary = { const results = []; for(const excl of [false,true]) { const spx_filt = Object.fromEntries(excl ? spx_raw.filter(d=>d[0]d[0]d[1]new Date(d[0])); const out_dates = Object.entries(vix_filt).filter(d=>d[1]>=thres).map(d=>new Date(d[0])); const in_ret = in_dates.map(d=>{const newd = new Date(d.getTime()+days*ms_per_day); return spx_filt.hasOwnProperty(newd)? spx_filt[newd]/spx_filt[d] : NaN}).filter(d=>!isNaN(d)); const in_mean = d3.mean(in_ret); const out_ret = out_dates.map(d=>{const newd = new Date(d.getTime()+days*ms_per_day); return spx_filt.hasOwnProperty(newd)? spx_filt[newd]/spx_filt[d] : NaN}).filter(d=>!isNaN(d)); const out_mean = d3.mean(out_ret); in_row.push({thres:thres,len:in_ret.length,mean:in_mean,color:colors.vix,excl:excl,type:"in"}); out_row.push({thres:thres,len:out_ret.length,mean:out_mean,color:colors.vix_fear,excl:excl,type:"out"}); } results.push({excl:excl,type:"in",color:colors.vix,line:in_row}); results.push({excl:excl,type:"out",color:colors.vix_fear,line:out_row}); } return results; 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유용성","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":16,"value":"$33","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":27,"value":"---\n## VIX 임계값에 따른 수익률 결과\n\n* 사전지식\n * VIX의 단순화된 용례: **특정값(임계값)**이상의 VIX값이 나올때 공포에(?) 매수\n * VIX계산 원본데이터: **30일**후 만기인 \"S&P500 PUT-CALL옵션\" 호가 스프레드\n* 수익률 비교 방법\n * VIX **임계값** 미만인 날들(대조군)과 이상인 날들(실험군)로 구분\n * 대조군/실험군의 날짜들 기준 **1~30일**후의 S&P500 수익률 누적비교\n* 데이터셋 및 특이사항\n * 약 10년간(${dates.ext[0].toISOString().split(\"T\")[0]}~${dates.ext[1].toISOString().split(\"T\")[0]})의 S&P500, VIX지수\n * 코로나-펜데믹-기간 한정 VIX와 S&P500지수가 평소와 다르게 움직임\n\n### 단일 VIX 임계값에 따른 1~30일후 수익률 결과","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":269,"value":"viewof excl_pendemic = Inputs.toggle({label:`펜데믹배제 (${pendemic_period[0].toISOString().split(\"T\")[0]}~${pendemic_period[1].toISOString().split(\"T\")[0]})`,value:false})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":295,"value":"viewof vix_thres = Inputs.range(vix_thres_range, {step: 1, value:25, label:\"VIX 매수 임계값\"})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":101,"value":"$34","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":417,"value":"### 여러 임계값에 대한 30일후 수익율 결과","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":424,"value":"$35","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":617,"value":"### 결과 해석\n* (코로나 펜데믹 시기) 독특한 특성\n * 2020년 상반기에 극단적으로 높은 VIX값(35이상) 지속\n * (추정) 저가 PUT옵션 호가와 고가 CALL옵션 호가의 꼬리가 모두 길었다\n * 다시말해 S&P500지수의 대폭 상승/하락을 예측하는 사람들이 많았다\n * 지난 10년간 유일하게 VIX가 원래 취지로 동작했던 시기(변동성의 측정)\n * 높은 VIX와 지속적인 상승장 → VIX와 관계없이 수익률의 전체적 상승\n* (평상시;펜데믹배제) 공포지수로써 높은 VIX값의 특성 **\"공포는 짧고 무겁다\"**\n * 당일 기준 S&P500지수의 큰폭 하락\n * 이후 1~5일내로 다소간 S&P500지수의 상승과 하락이 혼재\n * 5~30일내로 이전의 S&P500지수로 회복하는 경향(대체로 상승)\n * 30일후엔 VIX값이 낮았을때 투자한것보다 나은 평균 수익률 결과\n* (평상시;펜데믹배제) 지난 10년간 더 높은 VIX → 더 높은 30일후 평균 수익률\n * VIX가 35이상일때 30일후 평균수익률 +5.9%, 해당 6일밖에 없었음\n * VIX가 27이상일때 30일후 평균수익률 +2.5%, 해당 85일의 절반이상이 2022년에 몰려발생\n * VIX가 22이상일때 30일후 평균수익률 +1.4%, 해당 180일이 몰려서 발생\n* 결국 적절한 균형의 문제\n * 높은 VIX값을 기다리다가 영영 매수하지 못할수 있다 (수주대토)\n * 낮은 VIX값은 빈번히 발생하며 변별력이 크지 않다","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":655,"value":"---\n## 촌평\n* 경제성장에 기반한 정상적인 자본시장에서는\n * 우상향에 반하는 어떤 사건도 찰나에 불과 → 숏포지션의 어려움\n * 옵션으로 대표되는 예측시장의 시효는 길어봤자 하루이틀 수준이다 → 대체로 합리적인 투자자들의 시장에서 단기 예측은 큰 의미가 없다","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":657,"value":"---\n## 참고자료\n* [VIX변동성 지수에 대하여 투자자가 알아야 할 것들](https://www.fidelity.co.kr/insight-and-learning/learn-about-investing/what-is-volatility/volatility-index),피델리티자산운용코리아(주)\n* VIX 계산방법과 PUT,CALL옵션 호가 스프레드의 긴 꼬리에 대해서: [호기심 해결 in 주식시장: VIX 계산편](https://observablehq.com/@humble-data-miner/vix-calculation)","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":719,"value":"---\n## 부연설명 동영상\n\n","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":5,"value":"---\n## Appendix","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","output":"","database":"$undefined"},{"id":161,"value":"days = 30","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":18,"value":"spx_raw = FileAttachment(\"spx_10y.csv\").csv({typed:true,array:true})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":21,"value":"vix_raw = FileAttachment(\"vix_10y.csv\").csv({typed:true,array:true})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":48,"value":"spx = {\n const filtered = excl_pendemic ? spx_raw.filter(d=>d[0]new Date(d[0])), ext:d3.extent(filtered,d=>d[1])};\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":52,"value":"vix = {\n const filtered = excl_pendemic ? vix_raw.filter(d=>d[0]new Date(d[0])), ext:d3.extent(filtered,d=>d[1])};\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":55,"value":"dates = {\n const ordered = Object.entries(Object.assign(Object.fromEntries(spx.dates.map(d=>[d,d])), Object.fromEntries(vix.dates.map(d=>[d,d])))).toSorted((l,r)=>l[0]-r[0]).map(d=>d[1]);\n \n return {ord:ordered, ext:d3.extent(ordered)};\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":130,"value":"rbin = {\n const tbl = spx.raw.reduce((acc,cur,idx,src)=>{\n const [cur_d,last_d] = [cur[0],new Date(cur[0].getTime()+ms_per_day*days)];\n const cands = Object.fromEntries(src.slice(idx,idx+30).filter(d=>d[0]<=last_d));\n acc[cur_d] = d3.range(1,days+1).map(i=>new Date(cur_d.getTime()+i*ms_per_day)).map(d=>cands.hasOwnProperty(d)?cands[d]/cur[1]:NaN);\n return acc;\n },{});\n const ext = [d3.min(Object.values(tbl),row=>d3.min(row)), d3.max(Object.values(tbl),row=>d3.max(row))];\n const sum = Object.values(tbl).reduce((acc,cur)=>{cur.forEach((v,i)=>{acc[i]+=v?1:0;}); return acc;},Array.from({length:days},_=>0));\n const binning = (v) => Math.floor(((v-ext[0])*cdim.max)/(ext[1]-ext[0]+Number.EPSILON));\n const bin = Object.fromEntries(Object.entries(tbl).map(([k,arr])=>[k,arr.map(v=>!isNaN(v)?binning(v):NaN)]));\n const buckets = d3.range(cdim.max).map((i)=>{const unit=(ext[1]-ext[0])/cdim.max; return [i*unit+ext[0],(i+1)*unit+ext[0]];});\n return {ret:tbl,bin:bin,bkt:buckets,ext:ext,sum:sum};\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":156,"value":"$36","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":340,"value":"get_vix_drawings(100);","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"},{"id":534,"value":"daycount = {\n return [spx_raw.length, spx_raw.filter(d=>d[0] html body { font-family: Arial; } `","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W38","stdlib":"1","titling":"auto"}} 32:"$31:body"