Stock Market Forecasting: I Know First World Indices Coverage Update

Executive Summary:

  • I Know First Provides updated world indices package of more than 100 indices out of which 37 are newly added so far this year.
  • The best performers are the ^GVZ (up 31.55% over 1-Month) and ^IBC (up 129.74% over 3-Months).
  • I Know First continues to perfect the AI algorithm and provides World Indices services to both institutional and private customers.

I Know First currently provides forecasting for over 100 equity indices including a mix of geographical, volatility, and sector-specific measures. In particular, I Know First has recently added coverage of regional and sector-specific Asian and American markets and indices such as the Nifty 100 and the SOX index have been added. However, over the past year alone I Know First has added 37 new indices, a 44% coverage increase.

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I Know First Evaluation Report For World Indices Asset Universe

Executive Summary

In this forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for assets from World Indices asset universe provided as part of the Indexes World Package, which is sent to our customers on a daily basis. Our analysis covers the time period from 1 January 2019 to 30 June 2019. We will start with an introduction to our asset picking and benchmarking methods and then apply it to the world indices asset universe of all of the indices covered by us in the Indexes World Package. We will then compare returns based on our algorithm with the benchmark performance over the same period. Below, we present our key takeaways from applying signal and volatility filters to pick the best performing world indices:

World Indices Highlights:

  • Top 5 signals had better returns in all time horizons than the S&P 500. The best return came from the forecast of a 3 month time horizon which produced a return of 8.3% which outperformed the benchmark by 2.08%.
  • Top 10 signals had better returns in all time horizons than the S&P 500. The best return came from the forecast of the 1 month time horizon which produced a return of 4.07% which outperformed the benchmark by 1.92%.

Note that the above results were obtained as a result of evaluation conducted over the specific time period and using a sample approach of consecutive filtering by predictability and by signal indicators to give a general presentation of the forecast performance patterns for assets in the Indexes World package. The following report provides extensive explanation on our methodology and detailed analysis of the performance metrics that we obtained during the evaluation. This report is a new I Know First evaluation series illustrating the ability to provide successful short term and flexible forecasting for the World indices asset market.

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Winning World Indices Forecast: ^VIX, ^S&P 500 Perform As Algorithm Predicted

World Indices Package: Notable Performers in the Long and Short Position Amid Volatility


On November 7th 2018, I Know First's top stock predicting algorithm conducted it's 1-Month World Indices Package Forecast. This particular package, which is offered as one of I Know First’s quantitative investment solutions, includes a daily forecast for a total of 20 indices with bullish and bearish signals. This is divided into the top 10 picks for the long position, and top 10 picks for the short position, which are determined by screening our database daily using our advanced algorithm and selecting those with the highest predictability and signal.

The two most noteworthy performers of this particular forecast were ^VIX for the long position, and S&P 500 for the short position.

The package itself, had an overall average return of 11.28%, in the long position, providing a premium of 15.72% over the SP500’s return of -4.44%. With regards to the short position, the package had an overall average return of 5.79%, providing investors with a premium of 10.23% over S&P500’s return of -4.44%.