Analyzing the VIX and the Yield Curve in R (inverted yield curve, June 2019)

We shall have a look at the stock market and two major indicators in R: the volatility index VIX and the term structure of interst rates (yield curve). We also have a non-technical look at how an inverted yield curve can be an indicator for a recession or at least a market turndown.

We use mainly use ggplot2, tidyquant (quantmod), Quandl. All data is freely available on Yahoo Finance and on Quandl (US Treasury rates).

Code is available
- on my Github site: https://mgei.github.io/post/market-june19/
- on RPubs: http://rpubs.com/mgei/market-june19
- on my Github: https://github.com/mgei/investable_indices/tree/master/market-jun2019

Another good indicator for the world economy and stock markets are international trade data. I made a video looking at UN Comtrade data here: https://www.youtube.com/watch?v=OYu7_tsqxP8

Sorry for the mediocre image quality. I am still struggling with OBS screen recording.

Видео Analyzing the VIX and the Yield Curve in R (inverted yield curve, June 2019) канала Martin Geissmann