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Category Archives: Market Timing
Forecasting Recessions is Easier than Modeling Asset Prices
In a recent post titled “ECRI Betrayed by Their Own Index,” I noted the apparent inconsistency between the Economic Cycle Research Institute’s (ECRI) current recession call and the recent strength of ECRI’s proprietary weekly leading indicators series. In response to … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Strategy Development
Tagged Capital Spectator, diffusion index, economic cycle, market cycle, probit model, recession, recession forecasting, recession modeling, systematic strategy, trader, trading
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Q3 2012 Earnings Update
The latest FactSet earnings report is out and the results are not good. It is almost certain that Q3 2012 earnings will be down on a year-over-year basis. In addition, a number of high profile industry leaders have missed on … Continue reading
Global Manufacturing Continues to Decline in September
JP Morgan’s Global Manufacturing PMI contracted again in September, with a reading of 48.9; PMI values below 50 signify contraction and PMI values above 50 indicate expansion. The September Global PMI was slightly higher than August’s PMI of 48.1, indicating … Continue reading
Multiple Indicators Point to Market Pullback
Equity markets have been on a tear for the past 18 weeks and speculators have continued to add to their long positions throughout this rally, reaching the extreme threshold several weeks ago. Over the past month, commercials have added to … Continue reading
Q3 2012 Earnings Preview
With the daily deluge of new data, it is easy to lose the forest for the trees. When in doubt, focus on earnings, the ultimate driver of stock prices. If I could choose one statistic to know in advance, it … Continue reading
Non-Farm Payroll (NFP) Model Forecast – October 2012
The monthly non-farm payroll or employment report is arguably one of the most influential economic releases in the US. While it may not be the best leading economic indicator, it does move the market. I have been surprised by the … Continue reading
Automated Trendlines for Indicators
I recently posted an article titled “How to Draw Trendlines & Avoid Severe Losses.” In that article, I provide a set of objective, unambiguous rules for drawing trendlines. In response to a request from a reader, I followed up with … Continue reading
Posted in AmiBroker Code, Futures, In-Depth Article, Market Timing, Technical Analysis, Trade Analysis
Tagged AmiBroker, AMIBroker Automated Trendlines, AMIBroker Code, Automated Indicator Trendlines, Automated Trendlines, Indicator Trendlines, momentum, Price momentum, rate of change, trading, trendline breaks, trendlines
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Non-Farm Payroll (NFP) Model Forecast – October 2012
I introduced a simple non-farm payroll forecasting model last month. Since then, I have revised the model, which improved the fit and reduced the standard error. This article explains the current forecast for the October non-farm payroll data, which will … Continue reading →