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- Brian Johnson on Trading Option Volatility Featured in Stocks & Commodities Magazine
- John C on Recession Model Forecast: 10-1-2022
- Recession Model Forecast: 10-1-2022 | Trader Edge on New AI Volatility Edge Platform
- Steve Ginn on Trading Option Volatility Featured in Stocks & Commodities Magazine
- John C on Recession Model Forecast: 03-01-2022
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Category Archives: Recession Forecasting Model
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.
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 August 2013, Recession Slack Index, Trader Edge
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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.
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 July 2013, Recession Slack Index, Trader Edge
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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
Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model, Strategy Development, Technical Analysis
Tagged economic filters, economic filters to reduce losses, economic forecasting, economic indicators, recession models, strategy development, technical analysis, Trader Edge
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Recession Risk Remained Low In June
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through June 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 June 2013, Recession Slack Index, Trader Edge
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Recession Risk Remained Low in May
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through May 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 May 2013, Recession Slack Index, Trader Edge
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ECRI Cries Wolf – Again
The Economic Cycle Research Institute (ECRI) is one of the leaders in business cycle forecasting, but they had one spectacular and very public forecasting failure in the fall of 2011 – when they predicted an imminent U.S. recession. Until that … Continue reading
Recession Models Indicate Risk Remained Low in April
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through April 2013.
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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