Author Archives: 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.

Trading Option Volatility Now Available on Amazon

The Kindle and Print versions of my new in-depth options book “Trading Option Volatility: A Breakthrough in Option Valuation – Yielding Practical Insights into Strategy Design, Simulation, Optimization, Risk Management, and Profits”, are now both available on Amazon. Trading Option … Continue reading

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Posted in Option Volatility, Options, Recommended Reading, Volatility Forecast | Tagged , , , , | Leave a comment

Temporary Suspension of Recession Model Posts

In conjunction with the development of the AI Volatility Edge Platform, I have been working on a new options book for the past year. It is my most ambitious book to date, with extensive volatility research and modeling. To allow … Continue reading

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Posted in AI Volatility Edge, Economic Indicators, Fundamental Analysis, Recession Forecasting Model | Tagged , , , , , , , , , | Leave a comment

Recession Model Forecast: 12-01-2020

I made a number of significant improvements to the recession model in January of 2020. If you missed the January recession model post, or if you would like to review the improvements to the models, please revisit the Recession Model … Continue reading

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Posted in AI Volatility Edge, Economic Indicators, Fundamental Analysis, In-Depth Article, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , | 1 Comment

64-Bit AI Volatility Edge Platform Now Available!

A NEW version of the AI Volatility Edge (AIVE) platform is now available and is compatible with 64-bit versions of Excel! The original AIVE platform is available for use with 32-bit versions of Excel (even if installed on a 64-bit … Continue reading

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Posted in AI Volatility Edge, Implied Volatility, Option Volatility, Options, Strategy Development, Volatility Forecast | Tagged , , , , , , , , | Leave a comment

Recession Model Updates Resume Next Month: 12-01-2020

I am still working on the rollout of the new AI Volatility Model Edge (AIVE) Platform. The AIVE platform for 32-bit versions of Excel is now available! This version is compatible with 32-bit and 64-bit versions of Microsoft Windows. I … Continue reading

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Posted in AI Volatility Edge, Option Volatility, Options, Recession Forecasting Model | Tagged , , , , , , | Leave a comment

New AI Volatility Edge Platform

The AI Volatility Edge platform uses the latest in machine learning algorithms to identify and quantify real-time volatility pricing anomalies Continue reading

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Posted in AI Volatility Edge, Implied Volatility, Market Timing, Option Volatility, Options, Video | Tagged , , , , , , , , , | 3 Comments

No Recession Model Post this Month (10-01-2020)

I have been working on a new volatility project for the past year and I am in the final stages of building, testing, and releasing a comprehensive AI Volatility Modeling platform. This new tool uses the latest in machine learning … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Implied Volatility, Market Commentary, Market Timing, Option Volatility, Options, Recession Forecasting Model, Risk Management, Strategy Development, Volatility Forecast | Tagged , , , , , , , , , , | Leave a comment

Recession Model Forecast: 09-01-2020

I made a number of significant improvements to the recession model in January of 2020. If you missed the January recession model post, or if you would like to review the improvements to the models, please revisit the Recession Model … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , , | 1 Comment