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.

It’s Earnings Season Again

Posted on October 10, 2016 by

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

Non-Farm Payroll (NFP) Model Forecast – September 2016

Posted on October 6, 2016 by

This article presents the Trader Edge aggregate neural network model forecast for the September 2016 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EDT.

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

09-30-2016 AAR Strategy Update Posted

Posted on September 30, 2016 by

The September 30, 2016 AAR Strategy update is now available on the AAR Subscribers page. The AAR strategy is a conservative, long-only, asset allocation strategy that rotates monthly among five large asset classes: large-cap U.S. stocks, developed country stocks in … Continue reading →

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Posted in Asset Allocation Rotational (AAR) Strategy, Market Timing, Relative Strength, Risk Management, Strategy Development | Tagged , , , , , , | Leave a comment

Recession Model Forecast: 09-01-2016

Posted on September 24, 2016 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through August 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, Market Commentary, Market Timing, NFP Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Non-Farm Payroll (NFP) Model Forecast – August 2016

Posted on September 1, 2016 by

This article presents the Trader Edge aggregate neural network model forecast for the August 2016 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EDT.

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

08-31-2016 AAR Strategy Update Posted

Posted on August 31, 2016 by

The August 31, 2016 AAR Strategy update is now available on the AAR Subscribers page. The AAR strategy is a conservative, long-only, asset allocation strategy that rotates monthly among five large asset classes: large-cap U.S. stocks, developed country stocks in … Continue reading →

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Posted in Asset Allocation Rotational (AAR) Strategy, Market Timing, Relative Strength, Risk Management, Strategy Development | Tagged , , , , , , | Leave a comment

Recession Model Forecast: 08-01-2016

Posted on August 27, 2016 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through July 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, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | Leave a comment

Non-Farm Payroll (NFP) Model Forecast – July 2016

Posted on August 4, 2016 by

This article presents the Trader Edge aggregate neural network model forecast for the July 2016 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EDT.

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