Category Archives: Market Timing

Non-Farm Payroll (NFP) Forecast: January 2013

Posted on January 31, 2013 by

I introduced a simple non-farm payroll forecasting model a few months ago.  Over the past month, I have developed a much more sophisticated model that aggregates the forecasts for three neural network models, each with a unique architecture.  The aggregate … Continue reading →

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

Combine Indicators to Identify High-Probability Reversals

Posted on January 24, 2013 by

I read about this indicator in an article titled “The DMI Stochastic,” which appeared in the January 2013 issue of Technical Analysis of Stocks and Commodities.  The article was written by Barbara Star.  In the article, Star combined two well-known … Continue reading →

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

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

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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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

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