Vix-DBScan

DBScan of Vix

Used pandas, numpy, matplotlib and scikit-learn to build a density-based spatial clustering model off the CBOE Volatility Index (VIX).

Result concludes most volatile trading over past 20 years happened at 2 points: 2008 and 2020.

https://www.dropbox.com/s/0spo5sqb3eggadu/Volatilty%20Index%20Density-Based%20Spatial%20Clustering%20Model.png?dl=0