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.

Modified Chartmill Value Indicator (MCVI)

Posted on January 19, 2013 by

I read about this indicator in an article titled “The Chartmill Value Indicator,” which appeared in the January 2013 issue of Technical Analysis of Stocks and Commodities.  The article was written by Dirk Vandycke.  In the article, Vandycke introduced an … Continue reading →

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Posted in AmiBroker Code, In-Depth Article, Market Timing, Strategy Development, SWAMI Charts, Technical Analysis | Tagged , , , , , , , , , , , , , | 21 Comments

Q4 2012 Earnings Preview

Posted on January 13, 2013 by

Earnings season is here again, which provides a timely reminder that earnings are the ultimate driver of stock prices.  The following article explores the recent trend in equity prices and earnings estimates.

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Posted in Economic Indicators, Fundamental Analysis, Market Breadth, Market Commentary | Tagged , , , , , , , | 2 Comments

U.S. Recession Risk Drops Sharply in December

Posted on January 7, 2013 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through December 2012. If you are new to Trader Edge and would like some additional background on the development of the Trader Edge … Continue reading →

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Posted in Economic Indicators, Market Commentary, Market Timing, Recession Forecasting Model | Tagged , , , , , , , , | 5 Comments

No Non-Farm Payroll Forecast for December

Posted on January 3, 2013 by

For the past few months I have used a systematic model to forecast an estimate of the monthly non-farm payroll data, which is one of the most influential economic data releases.  Unfortunately, the Briefing.com current week’s economic data and consensus … Continue reading →

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

A New Recession Slack Indicator

Posted on January 1, 2013 by

I introduced the topic of recession forecasting in late October.  I have since developed several recession forecasting tools that I created by applying probit, logit, and neural network models to a diffusion index of economic and market-related variables.  This article … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, In-Depth Article, Market Commentary, Market Timing, Recession Forecasting Model | Tagged , , , , , , , | 31 Comments

Seasons Greetings from Trader Edge

Posted on December 24, 2012 by

I have enjoyed working on the blog this year and exchanging ideas with many of you.  I hope you have found some of the articles to be useful in your trading.  I look forward to exploring new tools, concepts, and … Continue reading →

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Posted in Uncategorized | Tagged | 2 Comments

Price-Volume Ratio Identifies Reversals

Posted on December 19, 2012 by

Sometimes the simplest ideas work the best.  Before market peaks, shares typically transition from strong (institutional) hands to weak (retail) hands.  Before market troughs, shares usually move from weak hands back into strong hands.  Both of these scenarios result in … Continue reading →

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Posted in AmiBroker Code, COT Analysis, In-Depth Article, Market Timing, Technical Analysis | Tagged , , , , , , , , , | 4 Comments

Active Trader Article: Option Strategies for Bull-Market Reversals

Posted on December 13, 2012 by

I have a new article in the January 2013 issue of Active Trader magazine.  I received the January issue in the mail earlier this week, so it should also be available at Barnes and Noble bookstores.  If not, it should … Continue reading →

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Posted in Market Timing, Options, Strategy Development | Tagged , , , , , , , | 4 Comments