Faculty Advisor

Koutmos, Dimitrios

Abstract

In this project I studied the Volatility Index (VIX) which is a good measure of how at ease people are regarding the stock market. I used the VIX and prices of other stocks and funds to see if there was a relationship between the two. After finding a relationship I determined a buy and sell window which in my mind would prove to be profitable no matter what you are trading. This method through the research and calculations seen in my project was proven to be a way to beat the market and trade profitably. The window I chose can be expanded or shrunk according to how risk adverse or risk loving the individual is. The window I chose would be for a risk-neutral person who neither likes or dislikes risk.

Publisher

Worcester Polytechnic Institute

Date Accepted

April 2018

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Business

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