Volatility Prediction Based on Machine Learning: Returns up to 99.89% in 7 Days

March 4, 2020

Volatility Prediction

Volatility Forecast: This Volatility Prediction 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: 7 Days (2/25/2020 – 3/3/2020)
I Know First Average: 40.82%
Volatility Prediction
Volatility Prediction chart

In this 7 Days forecast for the Volatility Forecast Package, there were many high performing trades and the algorithm correctly predicted 10 out 10 trades. The highest trade return came from ^JNIV, at 99.89%. The suggested trades for ^VXD and ^VXO also had notable 7 Days yields of 55.18% and 55.12%, respectively. The package had an overall average return of 40.82%, providing investors with a 47.72% premium over the S&P 500’s return of -6.9% during the 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.

Volatility Forecast