Volatility Forecasting Based on Data Mining: Returns up to 55.49% 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 (7/31/2019 – 8/14/2019)
I Know First Average: 14.57%
Volatility Forecasting
Volatility Forecasting chart

During the 14 Days forecasted period several picks in the Volatility Forecast Package saw significant returns. The algorithm had correctly predicted 3 out 5 returns. The greatest return came from ^VXD at 55.49%. ^GVZ, and ^EVZ had notable returns of 25.36% and 12.74%. The package had an overall average return of 14.57%, providing investors with a 20.30% premium over the S&P 500’s return of -5.73% during the 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 5 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.