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.

Recession Model Forecast: 08-01-2017

Posted on August 27, 2017 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through July 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 07-01-2017

Posted on July 23, 2017 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through June 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 06-01-2017

Posted on June 17, 2017 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through May 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 05-01-2017

Posted on May 29, 2017 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through April 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Capital Discussions Group Presentation Video

Posted on April 24, 2017 by

Below is the recorded video of an online presentation that I gave to the Capital Discussions group. The presentation demonstrates how to use the spreadsheet tools that accompany my new in-depth (100+ page) article: Option Strategy Hedging & Risk Management: … Continue reading →

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Posted in Futures, In-Depth Article, Options, Recommended Reading, Risk Management, Strategy Development, Video | Tagged , , , , , , | Leave a comment

Recession Model Forecast: 04-01-2017

Posted on April 24, 2017 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through March 2017. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Option Strategy Hedging & Risk Management: Video 3

Posted on April 6, 2017 by

The following is the third and last in a series of videos that demonstrate how to use the spreadsheet tools that accompany my new in-depth (100+ page) article: Option Strategy Hedging & Risk Management: An In-Depth Article Introducing an Interactive … Continue reading →

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Posted in Options, Recommended Reading, Risk Management, Video | Tagged , , , , , , , | Leave a comment

Option Strategy Hedging & Risk Management: Video 2

Posted on April 5, 2017 by

The following is the second in a series of videos that demonstrate how to use the spreadsheet tools that accompany my new in-depth (100+ page) article: Option Strategy Hedging & Risk Management: An In-Depth Article Introducing an Interactive Analytical Framework … Continue reading →

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Posted in Futures, Options, Risk Management, Strategy Development, Video | Tagged , , , , , , , | Leave a comment