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.

Recommended Reading 09-25-2014

Posted on September 25, 2014 by

Readers repeatedly ask me for book and article recommendations, especially new traders who are interested in learning more about trading and investing.  Here are two new magazine subscription recommendations from my personal finance library. For traders who are interested in … Continue reading →

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Bested by Rats and Pigeons!

Posted on September 18, 2014 by

I am a staunch advocate of systematic or rule-based strategies and humans excel at pattern recognition, which would seem to give us an advantage in developing these types of strategies. Unfortunately, we might be a little too proficient. We tend … Continue reading →

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Posted in Strategy Development | Tagged , , , | 3 Comments

Recession Model Forecast 09-01-2014

Posted on September 11, 2014 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through August 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 – August 2014

Posted on September 4, 2014 by

This article presents the Trader Edge aggregate neural network model forecast for the August 2014 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 | Tagged , , , , , , | 2 Comments

08-29-2014 AAR Strategy Update Posted

Posted on August 29, 2014 by

The August 29, 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

Attention Derivative Professors and Students

Posted on August 24, 2014 by

The fall semester is just getting started and I would like to hear from any derivative professors or students who are using my new book Option Strategy Risk / Return Ratios: A Revolutionary New Approach to Optimizing, Adjusting, and Trading … Continue reading →

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Equity Market Snapshot 08-21-2014

Posted on August 21, 2014 by

There has been a lot of confusion lately regarding the direction of the market and the risk of a major correction.  The following article applies several different technical indicators to the Russell 2000 Index (RUT) in both the daily and … Continue reading →

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Posted in Equity Market Snapshot, Market Breadth, Market Commentary, Market Timing, Technical Analysis | Tagged , , , , , | Leave a comment

Option Strategy Risk / Return Ratios Featured in Stocks & Commodities Magazine

Posted on August 15, 2014 by

My new book Option Strategy Risk / Return Ratios: A Revolutionary New Approach to Optimizing, Adjusting, and Trading Any Option Income Strategy is featured in the Books for Traders section of the current (September 2014) issue of Technical Analysis of … Continue reading →

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