Volatility Forecasting

Volatility Forecasting: 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: 7 Days (12/29/21 – 1/5/22)
I Know First Average: 2.43%

I Know First’s State of the Art Algorithm accurately forecasted 3 out of 3 trades in this Volatility Forecast Package for the 7 Days time period. The prediction with the highest return was ^VXD, at 5.35%. Additional high returns came from ^GDAX and ^VXO, at 1.93% and 0.0% respectively. This algorithmic forecast package presented an overall return of 2.43% versus the S&P 500’s performance of -1.79% providing a market premium of 4.22%.

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 3 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.