Category Archives: Strategy Development

Recession Model Forecast: 11-01-2019

The following article updates the diffusion indices, recession slack index, aggregate recession model, and aggregate peak-trough model through October 2019. The current 26-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

Share
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 10-01-2019

The following article updates the diffusion indices, recession slack index, aggregate recession model, and aggregate peak-trough model through September 2019. The current 26-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

Share
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 09-01-2019

As I mentioned last month, I will be teaching the MBA derivatives class again for the University of North Carolina’s Kenan-Flagler Business School (KFBS). I reduced my teaching schedule this year to a single MBA derivatives class, which begins next … Continue reading

Share
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 08-01-2019

In addition to my full-time proprietary trading and research efforts, I have been teaching part-time as a Professor of the Practice at University of North Carolina’s Kenan-Flagler Business School. I taught four courses in the 2018-2019 academic year: one full-year … Continue reading

Share
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 02-01-2019

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through January 2019. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

Share
Posted in Economic Indicators, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 11-01-2018

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through October 2018. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

Share
Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 08-01-2018

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through July 2018. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

Share
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | Leave a comment

Recession Model Forecast: 07-01-2018

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through June 2018. The current 21-variable model has a diverse set of explanatory variables and is quite robust. Each of the explanatory variables … Continue reading

Share
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management, Strategy Development | Tagged , , , , , , , , | Leave a comment