Some readers have experienced problems displaying e-book images in my new in-depth (100+ page) article, Option Income Strategy Trade Filters: An In-Depth Article Demonstrating the Use of Trade Filters to Enhance Returns and Reduce Risk. I sincerely apologize for the inconvenience.
While Amazon is working to correct this problem, the Kindle ($9.99) version will be unavailable. However, the print ($14.99) version is still available via Amazon. Continue reading
The print ($14.99) and Kindle ($9.99) versions of my new in-depth (100+ page) article, Option Income Strategy Trade Filters: An In-Depth Article Demonstrating the Use of Trade Filters to Enhance Returns and Reduce Risk, are now both available on Amazon.
Option Income Strategy Trade Filters represents the culmination of years of research into developing a systematic framework for optimizing the timing of Option Income Strategy (OIS) trades. The research was based on the analysis of 15,434 OIS trades, each with a comprehensive set of objective, tradable entry and exit rules.
The OIS strategy back-test results for ten different types of filters are evaluated in the article, including unique filter combinations that delivered exceptional results. One of the filters is proprietary and is available only via subscription. The other nine filters are explained in detail in the article and are replicable by the reader. The results of over 100 different back-tests are also provided.
If you purchase the article, please take a few minutes to provide a brief review on Amazon. It would be greatly appreciated. Thank you.
Brian Johnson
Copyright 2016 Trading Insights, LLC. All rights reserved.
Brian Johnson
Copyright 2016 Trading Insights, LLC. All Rights Reserved.
I introduced the Option Income Strategy Universal Filter (OISUF) in my recent article Option Income Strategy Trade Filters: An In-Depth Article Demonstrating the Use of Trade Filters to Enhance Returns and Reduce Risk. The Kindle version ($9.99) of the article is now available on Amazon. The print version ($14.99) should be available on Amazon in approximately five business days.
The article and the proprietary OISUF algorithm represent the culmination of years of research into developing a systematic framework for optimizing the timing of Option Income Strategy (OIS) trades. The research was based on the analysis of 15,434 OIS trades, each with a comprehensive set of objective, tradable entry and exit rules.
I encourage you to read the article for a detailed explanation and analysis of trade filters that can be applied to option income strategy trades.
The OIS Universal Filter (OISUF) is a standardized metric calculated by an algorithm that exclusively uses historical and current prices and implied volatilities. The volatility index is used as a proxy for implied volatility, which limits the application of the OISUF to underlying securities that have corresponding volatility indices (see video demo below). Continue reading
Brian Johnson's new (100+ page) article ($9.99), Option Income Strategy Trade Filters: An In-Depth Article Demonstrating the Use of Trade Filters to Enhance Returns and Reduce Risk, is currently the #1 Options E-Book on Amazon. Thank you for your support. The print version ($14.99) should be available on Amazon in approximately five business days.
Option Income Strategy Trade Filters represents the culmination of years of research into developing a systematic framework for optimizing the timing of Option Income Strategy (OIS) trades. The research was based on the analysis of 15,434 OIS trades, each with a comprehensive set of objective, tradable entry and exit rules. The OIS strategy back-test results for ten different types of filters are evaluated in the article, including unique filter combinations that delivered exceptional results. The results of over 100 different back-tests are provided.
If you purchase the article, please take a few minutes to provide a brief review on Amazon. It would be greatly appreciated. Thank you.
Brian Johnson
Copyright 2016 Trading Insights, LLC. All rights reserved.
The Kindle version ($9.99) of my new in-depth (100+ page) article, Option Income Strategy Trade Filters: An In-Depth Article Demonstrating the Use of Trade Filters to Enhance Returns and Reduce Risk, is now available on Amazon. The print version ($14.99) should be available on Amazon in approximately five business days.
Option Income Strategy Trade Filters represents the culmination of years of research into developing a systematic framework for optimizing the timing of Option Income Strategy (OIS) trades. The research was based on the analysis of 15,434 OIS trades, each with a comprehensive set of objective, tradable entry and exit rules. The OIS strategy back-test results for ten different types of filters are evaluated in the article, including unique filter combinations that delivered exceptional results. The results of over 100 different back-tests are provided.
If you purchase the article, please take a few minutes to provide a brief review on Amazon. It would be greatly appreciated. Thank you.
Brian Johnson
Copyright 2016 Trading Insights, LLC. All rights reserved.
The October 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 Europe and Asia, emerging market stocks, U.S. Treasury Notes, and commodities. The strategy was inspired by the Ivy League portfolio and uses trend and technical filters to reduce downside risk.
If none of the five candidates pass their respective trade filters, the AAR strategy remains in cash for the month. Stop-loss orders are used on every trade to control losses and to facilitate position sizing and risk management.
Brian Johnson
Copyright 2016 - Trading Insights, LLC - All Rights Reserved.
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through September 2016. Throughout 2015, I added a number of new economic and market-based variables with very strong explanatory power to the recession model. This allowed me to cull three of the original independent variables with the weakest historical performance and most questionable cause and effect recessionary influence. I added one new variable with surprisingly strong explanatory power at the end of February 2016. The current 21-variable model has a diverse set of explanatory variables and is quite robust.
Each of the explanatory variables has predictive power individually; when combined together, the group of indicators is able to identify early recession warnings from a wide range of diverse market-based, fundamental, technical, and economic sources. After the latest additions and deletions, the total number of explanatory recession model variables is now 21. The current and historical data in this report reflect the current model configuration with all 21 variables. Continue reading
Non-Farm Payroll (NFP) Model Forecast – October 2016
This article presents the Trader Edge aggregate neural network model forecast for the October 2016 non-farm payroll data, which is scheduled to be released tomorrow morning at 8:30 AM EDT. Continue reading →