Volatility Forecast Based on Machine Learning: Returns up to 201.08% 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 (3/3/2020 – 4/3/2020)
I Know First Average: 62.04%
Volatility Forecast
Volatility Forecast chart

During the 1 Month forecasted period several picks in the Volatility Forecast Package saw significant returns. The algorithm had correctly predicted 10 out 10 returns. ^OIV was the highest-earning trade with a return of 201.08% in 1 Month. Other notable stocks were ^BPVIX and ^GVX with a return of 102.24% and 78.75%. With these notable trade returns, the package itself registered an average return of 62.04% compared to the S&P 500’s return of -19.47% for 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.