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

Package Name: Volatility Forecast
Recommended Positions: Long
Forecast Length: 1 Month (8/29/21 – 9/29/21)
I Know First Average: 14.86%

The algorithm correctly predicted 2 out of 3 the suggested trades in the Volatility Forecast Package for this 1 Month forecast. The top-performing prediction in this forecast was ^VXD, which registered a return of 43.13%. Other notable stocks were ^VHSI and ^GDAX with a return of 4.52% and 3.07%. The package had an overall average return of 14.86%, providing investors with a 18.18% premium over the S&P 500’s return of -3.32% 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 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.