Volatility Forecasting Based on Deep Learning: Returns up to 27.66% in 7 Days

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

Volatility Forecast
Package Name: Volatility Forecast
Recommended Positions: Long
Forecast Length: 7 Days (7/13/21 – 7/20/21)
I Know First Average: 4.16%
Volatility Forecasting
Volatility Forecasting chart

During the 7 Days forecasted period several picks in the Volatility Forecast Package saw significant returns. The algorithm had correctly predicted 2 out of 3 returns. The greatest return came from ^VXD at 27.66%. ^VHSI and ^GDAX followed with returns of 9.26% and 3.64% for the 7 Days period. The package had an overall average return of 4.16%, providing investors with a premium of 5.56% over the S&P 500’s return of -1.4% during the same 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 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.