Machine Learning Trading Based on Pattern Recognition: Returns up to 32.55% in 3 Days

Machine Learning Trading

Volatility Forecast: This Volatility forecast is designed for investors and analysts who need predictions of the implied volatility for a basket of put and call options related to a specific index through Machine Learning Trading. It includes 8 volatility indices with bullish and bearish signals and indicates the best Volatility Index to trade:

  • Volatility indices for the long position
  • Volatility indices for the short position

Volatility Forecast
Package Name: Volatility
Recommended Positions: Long
Forecast Length: 3 Days (11/01/2016 – 11/04/2016)
I Know First Average: 18.39%
Machine Learning Trading

This Volatility Package forecast had correctly predicted 10 out of 10 stock movements. The top performing prediction from this package was ^VXO with a return of 32.55%. ^VIX and ^EVZ also performed well for this time horizon with returns of 31.95% and 25.31%, respectively. The package’s overall average return was 18.39%, providing investors with a 20.32% premium over the S&P 500’s return of -1.93% during the same period.

The CBOE Original Volatility Index (VXO) calculates and disseminate the volatility index introduced in 1993 based on trading of S&P 100 (OEX) options. This index has a price history dating back to 1986, which remains the same. As of September 22, 2003, the name was modified — the original-formula index is now known as the CBOE S&P 100 Volatility IndexSM and is now disseminated under the new ticker symbol VXO.

Algorithmic traders utilize these daily forecasts by the I Know First market prediction system as a tool to enhance portfolio performance, verify their own analysis and act on market opportunities faster. This forecast was sent to current I Know First subscribers.

How to interpret this diagram

Please note-for trading decisions use the most recent forecast. Get today’s forecast and Top stock picks.