Volatility Forecasting Based on Machine Learning: Returns up to 35.98% in 7 Days

Volatility Forecasting

Volatility Forecast: This Volatility forecasting package 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 (7/23/21 – 7/31/21)
I Know First Average: 8.99%
Volatility Forecasting
Volatility Forecasting chart

For this 7 Days forecast the algorithm had successfully predicted 5 out of 5 movements. The top-performing prediction in this forecast was ^VHSI, which registered a return of 35.98%. ^JNIV, and ^VXD had notable returns of 4.94% and 2.29%. The package’s overall average return was 8.99%, providing investors with a 8.35% premium over the S&P 500’s return of 0.64% 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 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.