Category Archives: Economic Indicators

September 2013 Non-Farm Payroll Release Tomorrow Morning

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

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

Recession Model Forecast 10-01-2013

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

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

Non-Farm Payroll (NFP) Forecast – September 2013

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.

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

Recession Model Forecast 09-01-2013

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

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

The Three Things that Move the Market

The equity market seems complex, but it is really much simpler than you think.  There are only three things that move the market.  The following article will identify the three cause and effect relationships and use this framework to examine … Continue reading

Share
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Sentiment, Market Timing, Strategy Development | Tagged , , , , | Leave a comment

Recession Risk Still Low in July

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

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

Non-Farm Payroll (NFP) Forecast – July 2013

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

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

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

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