I need a bit of info on $vix and $vix calculations, hoping someone here can help out or point me in the right direction. $vix is the volatility index tracking the S&P is this correct? What is the math behind calculating the $vix... how can I adapt the parameters on my volatility indicator to mimic it?
You can find a good explanation of the vix and its use try this site http://www.rsksys.com/IndexDetails.htm