Volatility Forecasts
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DATE_OF_THE_FORECASTINDEXEXPIRATIONMY_FORECASTFUTURESEXPIRATION_VALUEMY_ERRORMARKET_ERRORSIGNALSIM PL
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6/4/2013VHSIJUN16.2917.25SELL
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5/23/2013VIXJUN13.4715.30SELL
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5/23/2013VSTOXXJUN17.5019.55SELL
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5/23/2013GVZJUN23.6323.65SELL
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5/23/2013VXEEMJUN18.7720.05SELL
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5/23/2013VXEWZJUN19.3921.80SELL
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5/23/2013OVXJUN22.4824.75SELL
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5/23/2013VXNJUN14.5516.25SELL
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5/14/2013VNKYJUN24.5825.4538.8014.2213.35SELL-13.350
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5/7/2013RTSVXJUN19.6722.4026.857.184.45SELL-4.450
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4/30/2013VHSIMAY15.6717.8516.981.310.87SELL0.871
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4/21/2013VIXMAY13.8817.2013.170.714.03SELL4.031
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4/21/2013VSTOXXMAY18.8321.0517.051.784.00SELL4.001
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4/21/2013GVZMAY17.8521.0527.099.246.04SELL-6.040
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4/21/2013VXEEMMAYN/A
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4/21/2013VXEWZMAYN/A
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4/21/2013OVXMAY21.9727.4524.012.043.44SELL3.441
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4/21/2013VXNMAY15.1918.3514.240.954.11SELL4.111
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4/14/2013VNKYMAY25.2625.7526.651.390.90SELL-0.900
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4/6/2013RTSVXMAY17.9621.7519.821.861.93SELL1.931
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3/28/2013VHSIAPR14.8216.1015.280.460.82SELL0.821
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3/21/2013VIXAPR13.1814.5015.462.280.96SELL-0.960
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3/21/2013VSTOXXAPR19.4019.8022.162.762.36SELL-2.360
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3/21/2013GVZAPR13.9215.4528.5014.5813.05SELL-13.050
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3/21/2013VXEEMAPR17.5619.5021.183.621.68SELL-1.680
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3/21/2013VXEWZAPR19.0721.6522.303.230.65SELL-0.650
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3/21/2013OVXAPR20.1122.3028.278.165.97SELL-5.970
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3/21/2013VXNAPR13.9615.6516.652.691.00SELL-1.000
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3/12/2013VNKYAPR25.0724.4029.554.485.15BUY5.151
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3/7/2013RTSVXAPR20.0025.6017.992.017.61SELL7.611
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2/25/2013VHSIMAR13.9216.0015.041.120.96SELL0.961
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2/13/2013VIXMAR12.4914.7512.640.152.11SELL2.111
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2/13/2013VSTOXXMAR16.4318.7020.183.751.48SELL-1.480
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2/13/2013GVZMAR13.1915.9514.841.651.11SELL1.111
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2/13/2013VXEEMMAR15.9018.7018.612.710.09SELL0.091
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2/13/2013VXEWZMAR17.0119.6520.213.200.56SELL-0.560
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2/13/2013OVXMAR20.1523.0020.730.582.27SELL2.271
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2/13/2013VXNMAR13.5316.0013.880.352.12SELL2.121
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2/7/2013RTSVXMAR18.9725.8520.311.345.54SELL5.541
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1/29/2013VHSIFEB12.9816.1016.053.070.05SELL0.051
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1/15/2013VIXFEB14.0915.9513.071.022.88SELL2.881
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1/15/2013VSTOXXFEB15.8317.9518.282.450.33SELL-0.330
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-$3.6956.25%
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2011 FORECASTS BELOW
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12/21/2011VIXJAN23.1024.5020.442.664.06SELL4.061
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11/19/2011VIXDEC32.0632.3521.3610.7010.99SELL10.991
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10/20/2011VIXNOV36.1034.0533.362.740.69BUY-0.690
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9/21/2011VIXOCT31.9935.7033.151.162.55SELL2.551
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8/17/2011VIXSEP29.6527.8033.724.075.92BUY5.921
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7/20/2011VIXAUG20.4519.3532.7312.2813.38BUY13.381
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6/15/2011VIXJUL19.7119.2019.100.610.10BUY-0.100
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5/18/2011VIXJUN18.8318.7019.730.901.03BUY1.031
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4/24/2011VIXMAY16.5117.9018.021.510.12SELL-0.120
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3/16/2011VIXAPR23.2624.9014.868.4010.04SELL10.041
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2/16/2011VIXMAR17.4418.0525.147.707.09SELL-7.090
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1/20/2011VIXFEB18.4218.8016.491.932.31SELL2.311
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12/26/2010VIXJAN17.6619.8016.381.283.42SELL3.421
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11/19/2010VIXDEC20.5720.5016.014.564.49BUY-4.490
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9/16/2010VIXOCT22.6225.5521.411.214.14SELL4.141
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8/19/2010VIXSEP24.9729.4422.972.006.47SELL6.471
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7/25/2010VIXAUG24.8026.6024.820.021.78SELL1.781
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6/15/2010VIXJUL26.5828.5023.792.794.71SELL4.711
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12/21/2011VSTOXXJAN30.4832.2527.762.724.49SELL4.491
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11/19/2011VSTOXXDEC38.3137.9530.268.057.69BUY-7.690
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10/20/2011VSTOXXNOV42.7640.5038.084.682.42BUY-2.420
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9/21/2011VSTOXXOCT41.9740.7039.892.080.81BUY-0.810
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8/17/2011VSTOXXSEP34.1632.0544.149.9812.09BUY12.091
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7/20/2011VSTOXXAUG27.9626.4535.047.088.59BUY8.591
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6/15/2011VSTOXXJUL22.7922.4027.654.865.25BUY5.251
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5/18/2011VSTOXXJUN23.6323.7523.230.400.52SELL0.521
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4/24/2011VSTOXXMAY20.6021.3022.361.761.06SELL-1.060
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3/16/2011VSTOXXAPR28.3026.8019.089.227.72BUY-7.720
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2/16/2011VSTOXXMAR21.3922.3535.2313.8412.88SELL-12.880
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$52.9859.02%
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