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

Package Name: Volatility Forecast
Recommended Positions: Long
Forecast Length: 3 Months (2/25/2020 – 5/25/2020)
I Know First Average: 16.89%

I Know First’s State of the Art Algorithm accurately forecasted 7 out of 10 trades in this Volatility Forecast Package for the 3 Months time period. ^VHSI was the top performing prediction with a return of 55.23%. The suggested trades for ^GVX and ^JNIV also had notable 3 Months yields of 49.62% and 46.64%, respectively. The package saw an overall yield of 16.89% versus the S&P 500’s return of -8.38% implying a market premium of 25.27%.

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.