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.

New AI Volatility Edge Platform

Posted on November 11, 2020 by Brian Johnson

The AI Volatility Edge platform uses the latest in machine learning algorithms to identify and quantify real-time volatility pricing anomalies Continue reading →

Posted in AI Volatility Edge, Implied Volatility, Market Timing, Option Volatility, Options, Video | Tagged AI, AI Volatility Edge, Artificial Intelligence, Brian Johnson, implied volatility, Machine learning, options, Trader Edge, TraderEdge, volatility | 6 Comments

No Recession Model Post this Month (10-01-2020)

Posted on October 30, 2020 by Brian Johnson

I have been working on a new volatility project for the past year and I am in the final stages of building, testing, and releasing a comprehensive AI Volatility Modeling platform. This new tool uses the latest in machine learning … Continue reading →

Posted in Economic Indicators, Fundamental Analysis, Implied Volatility, Market Commentary, Market Timing, Option Volatility, Options, Recession Forecasting Model, Risk Management, Strategy Development, Volatility Forecast | Tagged aggregate peak-trough model, aggregate recession model, Brian Johnson, diffusion index, logit model, probit model, recession forecast, Recession Slack Index, risk management, Trader Edge, volatility model | Leave a comment

Recession Model Forecast: 09-01-2020

Posted on September 26, 2020 by Brian Johnson

I made a number of significant improvements to the recession model in January of 2020. If you missed the January recession model post, or if you would like to review the improvements to the models, please revisit the Recession Model … Continue reading →

Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged aggregate peak-trough model, aggregate recession model, Brian Johnson, diffusion index, logit model, probit model, recession forecast, Recession Slack Index, risk management, Trader Edge | 1 Comment

Recession Model Forecast: 08-01-2020

Posted on August 23, 2020 by Brian Johnson

I made a number of significant improvements to the recession model in January of 2020. If you missed the January recession model post, or if you would like to review the improvements to the models, please revisit the Recession Model … Continue reading →

Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, Recession Slack Index, Trader Edge | Leave a comment

Recession Model Forecast: 07-01-2020

Posted on July 25, 2020 by Brian Johnson

I made a number of significant improvements to the recession model in January of 2020. If you missed the January recession model post, or if you would like to review the improvements to the models, please revisit the Recession Model … Continue reading →

Posted in Economic Indicators, Fundamental Analysis, In-Depth Article, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast June 2020, Recession Slack Index, Trader Edge | Leave a comment

Recession Model Forecast: 06-01-2020

Posted on June 20, 2020 by Brian Johnson

I made a number of significant improvements to the recession model in January of 2020. If you missed the January recession model post, or if you would like to review the improvements to the models, please revisit the Recession Model … Continue reading →

Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast May 2020, Recession Slack Index, Trader Edge | Leave a comment

Recession Model Forecast: 05-01-2020

Posted on May 23, 2020 by Brian Johnson

I made a number of significant improvements to the recession model in January of 2020. If you missed the January recession model post, or if you would like to review the improvements to the models, please revisit the Recession Model … Continue reading →

Posted in Economic Indicators, Fundamental Analysis, In-Depth Article, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast April 2020, Recession Slack Index, Trader Edge | Leave a comment

Recession Model Forecast: 04-01-2020

Posted on April 27, 2020 by Brian Johnson

I made a number of significant improvements to the recession model in January of 2020. If you missed the January recession model post, or if you would like to review the improvements to the models, please revisit the Recession Model … Continue reading →

Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast March 2020, Recession Slack Index, Trader Edge | Leave a comment