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.

Non-Farm Payroll (NFP) Model Forecast – November 2015

This article presents the Trader Edge aggregate neural network model forecast for the November 2015 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EST.

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11-30-2015 AAR Strategy Update Posted

The November 30, 2015 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, Technical Analysis | Tagged , , , , , , | Leave a comment

US Manufacturing Data at Recession Levels

I read an interesting article by Jill Mislinski on AdvisorPerspectives.com. The article was titled “Empire State Manufacturing Declined for Fourth Consecutive Month.” The takeaway from the article is that US Manufacturing is slowing at a rate not seen since the … Continue reading

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Risk Management | Tagged , , , , , | 1 Comment

Recession Model Forecast: 11-01-2015

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through October 2015. In January 2015, I created a new explanatory variable for a market-based indicator; I added two new explanatory variables in … 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

More Warnings Signs in China

The manipulated equity markets in China have rebounded (which is what happens when you restrict selling), but the problems continue. China’s exports and imports have been declining for months, which is further evidence of recession and directly contradicts the “official” … Continue reading

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Non-Farm Payroll (NFP) Model Forecast – October 2015

This article presents the Trader Edge aggregate neural network model forecast for the October 2015 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EST.

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

Earnings and Revenues Decline While Prices Rise

I have written a number of recent articles about the troubling state of the equity markets. There have been many causes for concern: technical, fundamental, valuation, divergences, and global risks, among others. All of these are important, but none are … Continue reading

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Extreme Divergence: Negative Equity Returns Ahead

Many traders use technical and/or fundamental data, but few traders have discovered the unique benefits of using sentiment data in their investment process. Sentiment data attempts to quantify the emotional mood of investors and traders and can be used as … Continue reading

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Posted in Market Commentary, Market Sentiment, Market Timing, Risk Management | Tagged , , , , , , | 2 Comments