Volatility Forecast Based on Data Mining: Returns up to 280.06% in 1 Month
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
Package Name: Volatility Forecast
Recommended Positions: Long
Forecast Length: 1 Month (2/27/2020 – 3/27/2020)
I Know First Average: 118.32%
For this 1 Month forecast the algorithm had successfully predicted 9 out of 10 movements. The greatest return came from ^OIV at 280.06%. Other notable stocks were ^VXO and ^VIX with a return of 143.61% and 137.81%. The package’s overall average return was 118.32%, providing investors with a 136.77% premium over the S&P 500’s return of -18.45% 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 10 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.