Volatility Forecasting Based on Genetic Algorithms: Returns up to 5.7% in 3 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: Short
Forecast Length: 3 Days (1/12/2020 – 1/15/2020)
I Know First Average: 1.57%
Volatility Forecasting
Volatility Forecasting chart

7 out of 10 top stock picks from the algorithm decreased as predicted for this 3 Days forecasting period. ^VXN saw monumental price change of 5.7% in just 3 Days. ^GVX, and ^VXO also had excellent performances with returns of 3.94% and 3.29% respectively. Finally, good returns could also come from short positions held on the rest of successfully predicted assets, providing positive gains over the same forecast period.

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.