Volatility Prediction Based on Artificial Intelligence: Returns up to 10.84% in 3 Days

Volatility Prediction

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: 3 Days (01/21/2018 – 01/24/2018)
I Know First Average: 2.75%
Volatility Prediction

The algorithm correctly predicted 9 out 10 of the suggested trades in the Volatility Package for this 3 Days forecast. ^VXN was the highest-earning trade with a return of 10.84% in 3 Days. Additional high returns came from ^VXO and ^VXD, at 9.13% and 7.87% respectively. The package had an overall average return of 2.75%, providing investors with a 1.78% premium over the S&P 500’s return of 0.97% during the period.

CBOE NASDAQ-100 Volatility Index (VXN) is a key measure of market expectations of near-term volatility conveyed by NASDAQ-100 Index (NDX) option prices. It measures the market’s expectation of 30-day volatility implicit in the prices of near-term NASDAQ-100 options.

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.