Volatility Trading Based on Deep Learning: Returns up to 48.59% in 7 Days

Volatility 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 for volatility 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: 7 Days (10/28/2016 – 11/04/2016)
I Know First Average: 28.42%

The algorithm correctly predicted 9 out 10 of the suggested trades in the Volatility Package for this 7 Days forecast. ^VXO was the highest-earning trade with a return of 48.59% in 7 Days. ^VIX and ^VXD saw outstanding returns of 47.80% and 39.71%. The package had an overall average return of 28.42%, providing investors with a 30.66% premium over the S&P 500’s return of -2.24% during the 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.