Volatility Prediction Based on Algo Trading: Returns up to 92.61% in 3 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: 3 Days (3/15/2020 – 3/19/2020)
I Know First Average: 35.55%
Volatility Prediction
Volatility Prediction chart

During the 3 Days forecasted period several picks in the Volatility Forecast Package saw significant returns. The algorithm had correctly predicted 10 out 10 returns. TVIX was our best stock pick this week a return of 92.61%. The suggested trades for ^BPVIX and ^OIV also had notable 3 Days yields of 88.5% and 35.91%, respectively. The package had an overall average return of 35.55%, providing investors with a 46.68% premium over the S&P 500’s return of -11.13% during the period.

Credit Suisse AG – VelocityShares Daily 2x VIX Short Term ETN (TVIX) (TVIX) is an exchange-traded note issued by Credit Suisse AG (Nassau Branch). They follows twice the daily percentage return of the S&P 500 VIX Short-Term Futures index performance.

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.