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.

September 2013 Non-Farm Payroll Release Tomorrow Morning

Posted on October 21, 2013 by

The U.S. Government is finally getting around to releasing the September Non-Farm Payroll (NFP) data.  The release is scheduled for tomorrow (Tuesday) morning.  Earlier this month I published the Trader Edge aggregate neural network model forecast for September 2013.  If … Continue reading →

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

The Ahrens Moving Average (AMA)

Posted on October 17, 2013 by

I read about this indicator in an article titled “Build A Better Moving Average,” which appeared in the October 2013 issue of Technical Analysis of Stocks and Commodities.  The article was written by Richard D. Ahrens.  In the article, Ahrens … Continue reading →

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Posted in AmiBroker Code, Technical Analysis | Tagged , , , , , , | 6 Comments

Recession Model Forecast 10-01-2013

Posted on October 10, 2013 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through September 2013.

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

Non-Farm Payroll (NFP) Forecast – September 2013

Posted on October 3, 2013 by

This article presents the Trader Edge aggregate neural network model forecast for the September 2013 non-farm payroll data, which would normally be released tomorrow morning, but will probably be delayed due to the Government shutdown.

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Posted in Economic Indicators, Fundamental Analysis, NFP Forecasting Model | Tagged , , , , , , | 1 Comment

9-30-2013 AAR Strategy Update Posted

Posted on September 30, 2013 by

The September 30, 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 →

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Posted in Asset Allocation Rotational (AAR) Strategy | Tagged , , , , , | Leave a comment

Pyramid Trading: Enhancing Returns without Increasing Risk

Posted on September 26, 2013 by

Last week I introduced a framework for adding to losing positions safely.  It is also possible to enhance returns without increasing risk by adding to your winning positions.  The approach is called pyramid trading (not to be confused with pyramid … Continue reading →

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Doubling Down: Enhancing Returns without Increasing Risk

Posted on September 19, 2013 by

Adding to losing positions is a sucker’s game and playing this game continues to bankrupt an ever-expanding group of traders and investment managers. As a rule, traders should never add to losing positions.  However, there are exceptions to every rule.  … Continue reading →

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Posted in In-Depth Article, Risk Management, Strategy Development | Tagged , , , , , , , | 1 Comment

Recession Model Forecast 09-01-2013

Posted on September 12, 2013 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through August 2013.

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