Volatility Forecasting Based on Big Data Analytics: Returns up to 16.6% in 3 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: 3 Days (1/23/22 – 1/26/22)
I Know First Average: 8.86%
Volatility Forecasting
Volatility Forecasting chart

I Know First’s State of the Art Algorithm accurately forecasted 7 out of 7 trades in this Volatility Forecast Package for the 3 Days time period. The greatest return came from ^VHSI at 16.6%. ^VXD and ^VXN also performed well for this time horizon with returns of 14.63% and 11.86%, respectively. This algorithmic forecast package presented an overall return of 8.86% versus the S&P 500’s performance of -1.09% providing a market premium of 9.95%.

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.