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
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. I have also written four books on options and derivative strategies.
