Volatility Trading Based on Algorithmic Trading: Returns up to 18.77% in 14 Days

November 23, 2021

Volatility Trading

Volatility Trading: This Volatility forecast 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 (11/7/21 – 11/22/21)
I Know First Average: 7.03%
Volatility Trading
Volatility Trading chart

4 out of 4 stock prices in this forecast for the Volatility Forecast Package moved as predicted by the algorithm. The top performing prediction from this package was ^VXD with a return of 18.77%. The suggested trades for ^VXN and ^GDAX also had notable 14 Days yields of 8.95% and 0.38%, respectively. The overall average return in this Volatility Forecast package was 7.03%, providing investors with a 7.34% premium over the S&P 500’s return of -0.31% 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 4 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.

Volatility Forecast