Volatility Forecast Based on Machine Learning: Returns up to 14.95% in 7 Days

Volatility Forecast

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. 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: 7 Days (10/31/2016 – 11/07/2016)
I Know First Average: 7.44%
Volatility Forecast

This Volatility Package forecast had correctly predicted 8 out of 10 stock movements. The top performing prediction from this package was ^VIX with a return of 14.95%. ^VXO and ^GVZ followed with returns of 11.54% and 11.49% for the 7 Days period. The package’s overall average return was 7.44%, providing investors with a 7.20% premium over the S&P 500’s return of 0.24% during the same 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.