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.

Recession Model Forecast: 05-01-2016

Posted on May 21, 2016 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through April 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

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

Posted on May 5, 2016 by

This article presents the Trader Edge aggregate neural network model forecast for the April 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 | Tagged , , , , , , | Leave a comment

Bulls Beware

Posted on May 1, 2016 by

I have been working daily on designing and backtesting various option strategies, which will continue to be my focus for the foreseeable future. As a result, the time available for writing new posts has been and will continue to be … Continue reading →

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

04-29-2016 AAR Strategy Update Posted

Posted on April 29, 2016 by

The April 29, 2016 AAR Strategy update is now available on the AAR Subscribers page.  If you are not currently a subscriber and would like to learn more about the strategy, there is a detailed description on the AAR Strategy … 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: 04-01-2016

Posted on April 17, 2016 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through March 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 , , , , , , , , | 1 Comment

Earnings Season is Here Again

Posted on April 11, 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 | Tagged , , , , , , , | 3 Comments

03-31-2016 AAR Strategy Update Posted

Posted on March 31, 2016 by

The March 31, 2016 AAR Strategy update is now available on the AAR Subscribers page.  If you are not currently a subscriber and would like to learn more about the strategy, there is a detailed description on the AAR Strategy … 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

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

Posted on March 31, 2016 by

This article presents the Trader Edge aggregate neural network model forecast for the March 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 Timing, NFP Forecasting Model, Risk Management | Tagged , , , , , , | Leave a comment