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- Brian Johnson on Trading Option Volatility Featured in Stocks & Commodities Magazine
- John C on Recession Model Forecast: 10-1-2022
- Recession Model Forecast: 10-1-2022 | Trader Edge on New AI Volatility Edge Platform
- Steve Ginn on Trading Option Volatility Featured in Stocks & Commodities Magazine
- John C on Recession Model Forecast: 03-01-2022
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Author Archives: Brian Johnson
Choosing the Optimal Strategy
When you backtest systematic, rule-based strategies and your theory finally identifies a proven market inefficiency, you will face an interesting problem: which profitable trading strategy should you choose. Optimization tools test a number of strategies that are all based on … Continue reading
Recession Model Forecast 01-01-2014
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through December 2013.
Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast December 2013, Recession Slack Index, Trader Edge
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Non-Farm Payroll (NFP) Forecast – December 2013
This article presents the Trader Edge aggregate neural network model forecast for the December 2013 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EST.
2013 AAR Strategy Results
The AAR strategy is a conservative, long-only, asset allocation strategy that rotates monthly among five large asset classes: large-cap U.S. stocks, developed country stocks in Europe and Asia, emerging market stocks, U.S. Treasury Notes, and commodities. It is one of … Continue reading
12-31-2013 AAR Strategy Update Posted
The December 31, 2013 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
Seasons Greetings from Trader Edge
A blog is a surprising amount of work, but the resulting incentive to investigate new research topics and strategies has proved to be invaluable. Even after 30+ years as an investment professional, I continue to learn more about trading and … Continue reading
Non-Farm Payroll (NFP) Forecast – November 2013
This article presents the Trader Edge aggregate neural network model forecast for the November 2013 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EST.
Recession Model Forecast 12-01-2013
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through November 2013.