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.

Brian Johnson’s New Options Publication Now Available

The Kindle version ($9.99) of my new in-depth (100+ page) article “Option Strategy Hedging & Risk Management”, is now available on Amazon. The print version ($14.99) should be available on Amazon in approximately one to two weeks. Option Strategy Hedging … Continue reading

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

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

I finished the VIX futures project and I am trading the new hedged VIX futures strategy. However, I am now working on a new in-depth options article and do not anticipate releasing new Non-Farm Payroll (NFP) model posts until after … Continue reading

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

Recession Model Forecast: 02-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through January 2017. Throughout 2015, I added a number of new economic and market-based variables with very strong explanatory power to the recession … Continue reading

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

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 … Continue reading

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Posted in Economic Indicators, Futures, NFP Forecasting Model | Tagged , , , , , , | Leave a comment

Recession Model Forecast: 01-01-2017

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through December 2016. Throughout 2015, I added a number of new economic and market-based variables with very strong explanatory power to the recession … 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

It’s Earnings Season Again

It is earnings season again, which is one of the best times to exploit earnings-related option pricing anomalies. Option traders are savvy, but Earnings volatility is a difficult concept and it affects every option in the matrix differently.When markets move, … Continue reading

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Posted in Earnings, Options, Recommended Reading, Strategy Development | Tagged , , , , , , , | Leave a comment

No Non-Farm Payroll (NFP) Forecast This Month

Due to the demands of an ongoing research project related to VIX futures, Trader Edge will not publish a Non-Farm Payroll (NFP) model forecast this month. I expect to resume publishing NFP model forecasts next month. Brian Johnson

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Posted in Economic Indicators, NFP Forecasting Model | Leave a comment

Recession Model Forecast: 12-01-2016

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through November 2016. Throughout 2015, I added a number of new economic and market-based variables with very strong explanatory power to the recession … Continue reading

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