Volatility Forecast Based on Machine Learning: Returns up to 16.68% in 3 Days

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 (3/6/22 – 3/9/22)
I Know First Average: 4.14%
Volatility Forecast
Volatility Forecast chart

7 out of 7 stock prices in this forecast for the Volatility Forecast Package moved as predicted by the algorithm. ^VHSI was our the best stock pick with a return of 16.68%. ^JNIV and ^VXD also performed well for this time horizon with returns of 6.11% and 3.4%, respectively. The package had an overall average return of 4.14%, providing investors with a 5.32% premium over the S&P 500’s return of -1.18% during the 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 7 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.