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.

March Recession Model Forecast Increases Slightly

Posted on April 11, 2013 by

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

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

Non-Farm Payroll (NFP) Forecast: March 2013

Posted on April 4, 2013 by

This article presents the Trader Edge aggregate neural network model forecast for the March 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 , , , | 2 Comments

Deposits No Longer Safe in EU

Posted on March 28, 2013 by

After the initial proposal to confiscate 6.75% of all deposits up to EUR 100,000 and 9.9% of all deposits above EUR 100,000, the final plan will instead take as much as 100% of deposits (in excess of EUR 100,000) at … Continue reading →

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Posted in Market Commentary | Tagged , , , | 3 Comments

GDP Model Suggests Faster Growth

Posted on March 21, 2013 by

In January, I introduced a new aggregate neural network model that I developed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. GDP.  The GDP growth rate is only reported quarterly, but the model provides a rolling 3-month … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, GDP Forecasting Model, Market Timing | Tagged , , , , , | 1 Comment

Cyprus Deposit Confiscation Destabilizes Banking System

Posted on March 18, 2013 by

The EUR 10 billion bailout of tiny Cyprus should have been a global non-event.  Instead, ineptitude on the part of the European Central Bank (ECB), the European Commission, the International Monetary Fund (IMF), and the Cyprus authorities has threatened the … Continue reading →

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February Recession Model Forecast a Surprise

Posted on March 14, 2013 by

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

Posted on March 7, 2013 by

This article presents the Trader Edge aggregate neural network model forecast for the February 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

Use Relative Strength to Confirm Trend Direction

Posted on February 28, 2013 by

In previous articles, I explained how to make market timing decisions with relative strength and how to use relative strength to identify market trends. Both of these articles used relative strength to forecast trend changes in the equity market and … Continue reading →

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Posted in Market Commentary, Market Timing, Relative Strength, Security Selection, Technical Analysis | Tagged , , , , | 8 Comments