Volatility Prediction Based on Algo Trading: Returns up to 141.74% in 7 Days

Volatility Prediction

Volatility Forecast: This Volatility prediction 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 (3/2/2020 – 3/9/2020)
I Know First Average: 50.74%
Volatility Prediction
Volatility Prediction chart

10 out of 10 stock prices in this forecast for the Volatility Forecast Package moved as predicted by the algorithm. The greatest return came from ^OIV at 141.74%. ^JYVIX and ^GVX saw outstanding returns of 127.08% and 52.43%. With these notable trade returns, the package itself registered an average return of 50.74% compared to the S&P 500’s return of -7.03% for 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 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.