Volatility Trading Based on Big Data Analytics: Returns up to 32.39% in 3 Months

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: 3 Months (6/13/21 – 9/14/21)
I Know First Average: 16.29%
Volatility Trading
Volatility Trading chart

For this 3 Months forecast the algorithm had successfully predicted 2 out of 2 movements. The highest trade return came from ^VXD, at 32.39%. Additional high returns came from ^GDAX at 0.19%. The Volatility Forecast package had an overall average return of 16.29%, providing investors with a premium of 11.68% over the S&P 500’s return of 4.61%.

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 2 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.