Volatility Forecast Based on Deep-Learning: Returns up to 138.43% in 1 Month

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: 1 Month (3/8/2020 – 4/8/2020)
I Know First Average: 24.46%
Volatility Forecast
Volatility Forecast chart

Several predictions in this 1 Month forecast saw significant returns. The algorithm had correctly predicted 7 out 10 stock movements. The prediction with the highest return was ^OIV, at 138.43%. Additional high returns came from TVIX and ^GVX, at 52.37% and 28.68% respectively. This algorithmic forecast package presented an overall return of 24.46% versus S&P 500’s performance of -7.48% providing a market premium of 31.94%.

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.