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Category Archives: Fundamental Analysis
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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Non-Farm Payroll (NFP) Forecast: February 2013
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.
U.S. Recession Risk Still Low in January
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through January 2013. If you are new to Trader Edge and would like some additional background on the development of the Trader Edge … Continue reading
Real GDP Growth Negative in Q4 2012
Earlier this week, I posted the Q4 2012 GDP forecast from a new aggregate neural network model. The model forecast was +2.2%, but the first official estimate of GDP growth in Q4 2012 was only -0.1%, which was the first … Continue reading
New Neural Network Model – Q4 2012 GDP Forecast
The following article introduces a new aggregate neural network model that was designed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. GDP. I have been doing recession research and constructing recession models for the past several months, … Continue reading
Q4 2012 Earnings Preview
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.
No Non-Farm Payroll Forecast for December
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
Extreme Divergence: Earnings and Equity Prices
Earnings are the ultimate driver of stock prices and the divergence between earnings expectations and equity prices has become even more extreme. Given that the market is technically overbought, implied volatility is extremely low, the CBOE Skew Index is over … Continue reading →