Trading Algorithm Based on Genetic Algorithm: Returns up to 53.55% in 14 Days

Trading Algorithm

Volatility Forecast: This Volatility forecast is designed for investors and analysts who need predictions of the implied volatility for a trading algorithm forecast a basket of put and call options related to a specific index. 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: 14 Days (10/20/2016 – 11/03/2016)
I Know First Average: 25.94%
Trading Algorithm

I Know First’s State of the Art Algorithm accurately forecasted 9 out of 10 trades in this Volatility Package for the 14 Days time period. The greatest return came from ^VIX at 53.55%. Further notable returns came from ^VXO and ^VXD at 53.38% and 43.96%, respectively. The package itself saw an overall return of 25.94%, providing investors with a 28.53% premium above the S&P 500’s return of -2.59% for the same time period.

The CBOE Volatility Index (^VIX), established in 1993, is a leading measure of market expectations of near-term volatility conveyed by S&P 500 Index (SPX) option prices.

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.