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Category Archives: Economic Indicators
Non-Farm Payroll (NFP) Model Forecast – April 2013
This article presents the Trader Edge aggregate neural network model forecast for the April 2013 non-farm payroll data, which will be released tomorrow morning.
Q1 2013 GDP Model Forecast Below Consensus Estimate
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 new rolling … Continue reading
GDP Model Forecast Improves in March
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 new rolling … Continue reading
March Recession Model Forecast Increases Slightly
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through March 2013.
Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast February 2013, Recession Slack Index, Trader Edge
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Non-Farm Payroll (NFP) Forecast: March 2013
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.
GDP Model Suggests Faster Growth
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
February Recession Model Forecast a Surprise
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through February 2013.
Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast February 2013, Recession Slack Index, Trader Edge
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Earnings-Price Divergence Always Followed by Negative Returns
I recently wrote about the extreme divergence between earnings and equity prices, but did not have access to comprehensive historical earnings data until recently. In the article above, I referenced the past few years of earnings data, which was provided … Continue reading →