Volatility Prediction Based on Algo Trading: Returns up to 16.33% in 14 Days

Volatility Prediction

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: 14 Days (1/26/2020 – 2/9/2020)
I Know First Average: 5.04%
Volatility Prediction
Volatility Prediction chart

Several predictions in this 14 Days forecast saw significant returns. The algorithm had correctly predicted 6 out 10 stock movements. The highest trade return came from ^JNIV, at 16.33%. The suggested trades for ^OIV and ^VHSI also had notable 14 Days yields of 14.99% and 8.56%, respectively. The package saw an overall yield of 5.04% versus the S&P 500’s return of 0.98% implying a market premium of 4.06%.

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.