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 Coronavirus Model and the Economy

Posted on April 1, 2020 by

I included a brief coronavirus update in my most recent recession model post, but it has since become clear that the speed, breadth, and longevity of the coronavirus will be the principal determinants of all near-term and long-term asset prices: … Continue reading →

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Posted in Market Commentary, Market Timing, Recession Forecasting Model, Risk Management | Tagged , , , , , , , , | 2 Comments

Recession Model Forecast: 03-01-2020

Posted on March 15, 2020 by

Coronavirus Implications Before proceeding with the model results this month, I need to explain how and when the coronavirus (COVID-19) will affect the recession model forecasts. The coronavirus is an unprecedented, discrete, exogenous event that will severely affect the global … Continue reading →

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Posted in Economic Indicators, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | 1 Comment

Recession Model Forecast: 02-01-2020

Posted on February 23, 2020 by

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 →

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Options Book Incorrectly Attributed to Brian Johnson on Amazon

Posted on February 15, 2020 by

Please be aware that the following book was incorrectly attributed to me and inappropriately listed on my author’s page on Amazon: “Options Trading Strategies: Advanced guide with all the latest winning strategies, practical tips and suggestions that will make the … Continue reading →

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Recession Model Forecast: 01-01-2020

Posted on January 28, 2020 by

Before I update the recession forecast, I want to share some new developments. First, I have decided not to return to teach in the MBA program at Carolina next year. I had hoped that teaching part-time would still allow me … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | 8 Comments

Recession Model Forecast: 12-01-2019

Posted on December 21, 2019 by

The following article updates the diffusion indices, recession slack index, aggregate recession model, and aggregate peak-trough model through November 2019. The current 26-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading →

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Recession Model Forecast: 11-01-2019

Posted on November 17, 2019 by

The following article updates the diffusion indices, recession slack index, aggregate recession model, and aggregate peak-trough model through October 2019. The current 26-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading →

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Recession Model Forecast: 10-01-2019

Posted on October 19, 2019 by

The following article updates the diffusion indices, recession slack index, aggregate recession model, and aggregate peak-trough model through September 2019. The current 26-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | Leave a comment