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’s Python API and embeded into the RapidMiner workflow.

To download the data csv file, please click here.

Share This!

Email Facebook LinkedIn Twitter Print

Older Entries →

Liked what you read? I would greatly appreciate it if you signed up for my RSS feed! You can even sign up to have posts delivered to your inbox.