No Non-Farm Payroll (NFP) Model Post This Month

Due to the demands of an ongoing VIX futures research project, Trader Edge will not publish a Non-Farm Payroll (NFP) model forecast this month.

The VIX futures project is much more complex than I initially anticipated. I have developed and am continuing to refine an integrated combination of risk, valuation, forecasting, and optimization models, which I am using to manage a new hedged VIX futures trading strategy.

Brian Johnson

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About Brian Johnson

I have been an investment professional for over 30 years. I worked as a fixed income portfolio manager, personally managing over $13 billion in assets for institutional clients. I was also the President of a financial consulting and software development firm, developing artificial intelligence based forecasting and risk management systems for institutional investment managers. I am now a full-time proprietary trader in options, futures, stocks, and ETFs using both algorithmic and discretionary trading strategies. In addition to my professional investment experience, I designed and taught courses in financial derivatives for both MBA and undergraduate business programs on a part-time basis for a number of years.
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