Volatility Forecasting Based on Algo Trading: Returns up to 38.8% in 14 Days

Volatility Forecasting

This Volatility forecasting 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: 14 Days (2/22/22 – 3/8/22)
I Know First Average: 16.36%
Volatility Forecasting
Volatility Forecasting chart

Several predictions in this 14 Days forecast saw significant returns. The algorithm had correctly predicted 7 out of 7 stock movements. ^VHSI was the highest-earning trade with a return of 38.8% in 14 Days. ^VIX, and ^VXD had notable returns of 26.59% and 21.51%. The package itself saw an overall return of 16.36%, providing investors with a 20.46% premium above the S&P 500’s return of -4.1% for the same time 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.