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Compare S&P500 Volatility with Moon Phases and Weather in NYC

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🔮VIX-Volatility-Moon-Phases Open In Colab

Can volatility levels be affected by celestial events? Is this notebook sarcastic or not?
Compare daily implied volatility of S&P500 using matplotlib's Heatmap and Boxplots by:

  • Moon Phase (New Moon, Waxing Crescent, Waxing Half Moon, Waxing Gibbous, Full Moon, Waning Gibbous)
  • Weather Conditions in NYC (Rainy, Windy, Hot)
  • Mercury in Retrograde Flag