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.

Trader Edge Strategy E-Subscription Now Available: 20% ROR

For the first time, I have decided to offer an e-subscription to the signals from one of my favorite proprietary strategies.  I initially developed this strategy after the 2008 crash for use in my IRA account and have made several … Continue reading

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Use Economic Filters to Reduce Your Strategy Losses

When developing strategies, many systematic traders focus exclusively on technical analysis, with their primary focus on derivatives of price and volume.  A few traders add sentiment and breadth statistics to further enhance their models.  I suggest going one step further: … Continue reading

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

Recession Risk Remained Low In June

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

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Non-Farm Payroll (NFP) Model Forecast – June 2013

This article presents the Trader Edge aggregate neural network model forecast for the June 2013 non-farm payroll data, which will be released tomorrow morning.

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

Trend-Following Strategy Insights

Trend-following has been around for 40+ years and is one of the most widely-used strategies among commodity trading advisers (CTAs).  In my personal library, I have six different books dedicated to the subject. I have experimented with futures trend-following strategies … Continue reading

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Recession Risk Remained Low in May

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

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

April 2013: Most Extreme Investor Leverage Since 2001 Bubble

In a recent article “Earnings-Price Divergence Always Followed by Negative Returns,” I noted that every extreme divergence (-20% or lower) between year-over-year corporate profits and equity prices in the past 50 plus years was followed by negative year-over-year equity returns.  … Continue reading

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Non-farm Payroll (NFP) Model Forecast – May 2013

This article presents the Trader Edge aggregate neural network model forecast for the May 2013 non-farm payroll data, which will be released tomorrow morning.

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Posted in Economic Indicators, Fundamental Analysis, NFP Forecasting Model | Tagged , , , , , , | Leave a comment