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.

Seasons Greetings from Trader Edge

Posted on December 18, 2014 by

Seasons greetings from Trader Edge. I hope that you have found some of the Trader Edge articles to be useful this year. I have enjoyed corresponding with many of you throughout 2014 and I appreciate all of the feedback on … Continue reading →

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Recession Model Forecast 12-01-2014

Posted on December 11, 2014 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through November 2014. Please note that two new explanatory variables were added to the Trader Edge Recession Models in July and one explanatory … Continue reading →

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

Non-Farm Payroll (NFP) Model Forecast – November 2014

Posted on December 4, 2014 by

This article presents the Trader Edge aggregate neural network model forecast for the November 2014 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EST.

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11-28-2014 AAR Strategy Update Posted

Posted on November 28, 2014 by

The November 28, 2014 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, Technical Analysis | Tagged , , , , , , | Leave a comment

OptionSlam.com Discount for Trader Edge Readers

Posted on November 25, 2014 by

I am currently writing my second book on options. The new book will introduce an innovative framework and interactive tool set for designing and optimizing option strategies to profit from earnings announcements. The interactive spreadsheets that will accompany the upcoming … Continue reading →

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Unexpected Probability Parallels

Posted on November 20, 2014 by

A few weeks ago I wrote an article on Trader Edge titled “Political Diversions”, which introduced two sites with different but effective methodologies for determining probabilistic election forecasts. One of those sites was Nate Silver’s FiveThirtyEight.com, which is arguably the … Continue reading →

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Recession Model Forecast 11-01-2014

Posted on November 13, 2014 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through October 2014. Please note that two new explanatory variables were added to the Trader Edge Recession Models in July and one explanatory … Continue reading →

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

Non-Farm Payroll (NFP) Model Forecast – October 2014

Posted on November 6, 2014 by

This article presents the Trader Edge aggregate neural network model forecast for the October 2014 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, Fundamental Analysis, Market Commentary, Market Timing, NFP Forecasting Model | Tagged , , , , , , | Leave a comment