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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: Risk Management
05-31-2016 AAR Strategy Update Posted
The May 31, 2016 AAR Strategy update is now available on the AAR Subscribers page. The AAR strategy is a conservative, long-only, asset allocation strategy that rotates monthly among five large asset classes: large-cap U.S. stocks, developed country stocks in … Continue reading
Posted in Asset Allocation Rotational (AAR) Strategy, Market Timing, Relative Strength, Risk Management, Strategy Development, Technical Analysis
Tagged asset allocation, asset allocation rotational strategy, asset allocation strategy, Ivy League Portfolio, rotatinal strategy, trade, Trader Edge
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Recession Model Forecast: 05-01-2016
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through April 2016. Throughout 2015, I added a number of new economic and market-based variables with very strong explanatory power to the recession … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast April 2016, Recession Slack Index, Trader Edge
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Bulls Beware
I have been working daily on designing and backtesting various option strategies, which will continue to be my focus for the foreseeable future. As a result, the time available for writing new posts has been and will continue to be … Continue reading
04-29-2016 AAR Strategy Update Posted
The April 29, 2016 AAR Strategy update is now available on the AAR Subscribers page. If you are not currently a subscriber and would like to learn more about the strategy, there is a detailed description on the AAR Strategy … Continue reading
Recession Model Forecast: 04-01-2016
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through March 2016. Throughout 2015, I added a number of new economic and market-based variables with very strong explanatory power to the recession … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast March 2016, Recession Slack Index, Trader Edge
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03-31-2016 AAR Strategy Update Posted
The March 31, 2016 AAR Strategy update is now available on the AAR Subscribers page. If you are not currently a subscriber and would like to learn more about the strategy, there is a detailed description on the AAR Strategy … Continue reading
Non-Farm Payroll (NFP) Model Forecast – March 2016
This article presents the Trader Edge aggregate neural network model forecast for the March 2016 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EDT.
Recession Model Forecast: 06-01-2016
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through May 2016. Throughout 2015, I added a number of new economic and market-based variables with very strong explanatory power to the recession … Continue reading →