May 30, 2016 Historical Volatility RapidMiner S&P500 Options Trading

This Week’s S&P500 Historical Volatility Prediction

The $SPXs 5 day Historical Volatility (HV) on May 27, 2016 was: 0.099.

The model is predicting that this value will DECREASE by next Friday.

The model has an accuracy of 70.83% and a standard deviation of 13.54%. The model is rebuilt every Sunday evening and the results will be posted Monday mornings.

This prediction and blog post was was created by using @RapidMiner Studio and posted with Blot.Im.

The following chart was generated using Plot.ly’s Python API and embeded into the RapidMiner workflow.

To download the data csv file, please click here.

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