Volatility Forecasting Based on Machine Learning: Returns up to 274.81% in 1 Month

March 31, 2020

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: 1 Month (2/28/2020 – 3/30/2020)
I Know First Average: 82.74%
Volatility Forecasting
Volatility Forecasting chart

In this 1 Month forecast for the Volatility Forecast Package, there were many high performing trades and the algorithm correctly predicted 10 out 10 trades. The top performing prediction from this package was ^OIV with a return of 274.81%. Additional high returns came from ^VHSI and ^JYVIX, at 100.72% and 98.83% respectively. The package had an overall average return of 82.74%, providing investors with a 94.56% premium over the S&P 500’s return of -11.82% 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 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.

Volatility Forecast