Category Archives: Economic Indicators

Non-Farm Payroll (NFP) Model Forecast – October 2015

Posted on November 5, 2015 by

This article presents the Trader Edge aggregate neural network model forecast for the October 2015 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EST.

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

Recession Model Forecast: 10-01-2015

Posted on October 14, 2015 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through September 2015. In January 2015, I created a new explanatory variable for a market-based indicator; I added two new explanatory variables in … Continue reading →

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

Non-Farm Payroll (NFP) Model Forecast – September 2015

Posted on October 1, 2015 by

This article presents the Trader Edge aggregate neural network model forecast for the September 2015 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EDT.

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, NFP Forecasting Model, Risk Management | Tagged , , , , , , | 2 Comments

Overvalued Equities Suggest 58.9% Decline

Posted on September 25, 2015 by

There is a big difference between correlation and causation. When I research data relationships, I always look for plausible, underlying cause and effect relationships. One such relationship is between valuation and future returns, particularly before recessions. Doug Short’s recent article … Continue reading →

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Posted in Article Links - External, Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Uncategorized | Tagged , , , | 3 Comments

Recession Risk Jumps: 09-01-2015

Posted on September 15, 2015 by

Over the past few months, I have written numerous articles about the increasing downside risk in the equity market. After the bottom fell out of the stock market last month, I have been particularly interested in examining the recession model … Continue reading →

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

Widening Junk Bond Spreads: Bull Market in Peril

Posted on September 9, 2015 by

In yesterday’s MarketWatch article titled “Junk Bond Market: Danger Ahead,” Brett Arends reported that “Since the start of June the yield on the benchmark junk bond index, the Barclays High-Yield Index, has spiked alarmingly as prices have fallen. In practical … Continue reading →

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Posted in Article Links - External, Economic Indicators, Market Commentary, Market Timing, Risk Management | Tagged , , | 2 Comments

More Evidence of Negative GDP Growth in China

Posted on September 8, 2015 by

In this morning’s MarketWatch article titled “China exports fall for second month in a row,” Grace Zhy, Mark Magnier, and Rose Yu  report that year-over-year exports and imports in China fell by 5.5% and 13.8% in August and by 8.3% … Continue reading →

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Posted in Article Links - External, Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Risk Management | Tagged , , , | Leave a comment

Non-Farm Payroll (NFP) Model Forecast – August 2015

Posted on September 3, 2015 by

This article presents the Trader Edge aggregate neural network model forecast for the August 2015 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EDT.

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, NFP Forecasting Model | Tagged , , , , , , | 4 Comments