Forecasts Tracker

Every month around the day of VIX expiration, I make forecasts for the following month. Here is a link to Google Docs spreadsheet with all the forecasts I made. You can see what forecasts I made, when I was more accurate than the market, and when the market was better. I will be updating the spreadsheet as new data becomes available. For personal reasons I was not running forecasts for most of 2012. Please note that while I use same forecasts for my own trading I do not recommend that you trade futures outright. This is purely a demonstration of my model's forecasting ability.




Weekly market report

Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...