Volatility Forecasting Based on Deep Learning: Returns up to 140.42% 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 (3/15/2020 – 3/18/2020)
I Know First Average: 44.54%
Volatility Forecasting
Volatility Forecasting chart

Several predictions in this 3 Days forecast saw significant returns. The algorithm had correctly predicted 10 out 10 stock movements. TVIX was our best stock pick this week a return of 140.42%. Further notable returns came from ^GVX and ^BPVIX at 75.43% and 69.88%, respectively. With these notable trade returns, the package itself registered an average return of 44.54% compared to the S&P 500’s return of -11.54% for the same period.

Credit Suisse AG – VelocityShares Daily 2x VIX Short Term ETN (TVIX) (TVIX) is an exchange-traded note issued by Credit Suisse AG (Nassau Branch). They follows twice the daily percentage return of the S&P 500 VIX Short-Term Futures index performance.

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.