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.

Overcome the Odds

Posted on August 14, 2014 by

I heard something remarkable this morning that reminded me just how ill-suited the human brain is for making investment decisions. The inherent decision-making deficiencies that we all share are well documented in decades of behavioral economics and behavioral finance studies, … Continue reading →

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Posted in Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development, Uncategorized | Tagged , , | Leave a comment

Recession Model Forecast 08-01-2014

Posted on August 7, 2014 by

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

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Posted in Economic Indicators, Market Timing, Recession Forecasting Model | Tagged , , , , , , , , | 1 Comment

07-31-2014 AAR Strategy Update Posted

Posted on July 31, 2014 by

The July 31, 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, Technical Analysis | Tagged , , , , , , | Leave a comment

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

Posted on July 31, 2014 by

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

Recommended Reading 07-24-2014

Posted on July 24, 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 four new book recommendations from my personal finance library, all written by Jack D. Schwager. A … Continue reading →

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Two New Improvements to Trader Edge Recession Models

Posted on July 17, 2014 by

After personally suffering the costly effects of ECRI’s notoriously ill-advised recession call in 2012, I embarked on the journey to create my own recession models. Since developing the initial models in late 2012, I have published the model forecasts shortly … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model | Tagged , , , , , , , , | 15 Comments

Recession Model Forecast 07-01-2014

Posted on July 10, 2014 by

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

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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 – June 2014

Posted on July 2, 2014 by

This article presents the Trader Edge aggregate neural network model forecast for the June 2014 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EDT — one day early due to the fourth of July … Continue reading →

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