Volatility Forecast Based on Algorithmic Trading: Returns up to 31.31% in 3 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 Forecast
Recommended Positions: Long
Forecast Length: 3 Days (10/27/2020 – 10/30/2020)
I Know First Average: 23.74%
Volatility Forecast
Volatility Forecast chart

Several predictions in this 3 Days forecast saw significant returns. The algorithm had correctly predicted 4 out 4 stock movements. The highest trade return came from ^JNIV, at 31.31%. Additional high returns came from ^VHSI and ^VXO, at 26.53% and 19.99% respectively. The overall average return in this Volatility Forecast package was 23.74%, providing investors with a 27.59% premium over the S&P 500’s return of -3.85% during the same period.

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

Algorithmic Stock Forecast: The table on the left is a stock forecast produced by I Know First’s algorithm. Each day, subscribers receive forecasts for six different time horizons. Note that the top 4 stocks in the 1-month forecast may be different than those in the 1-year forecast. In the included table, only the relevant stocks have been included. The boxes are arranged according to their respective signal and predictability values (see below for detailed definitions). A green box represents a positive forecast, suggesting a long position, while a red represents a negative forecast, suggesting a short position.

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