The U.S. Government is finally getting around to releasing the September Non-Farm Payroll (NFP) data. The release is scheduled for tomorrow (Tuesday) morning. Earlier this month I published the Trader Edge aggregate neural network model forecast for September 2013. If you would like to review the forecast before the data is released tomorrow, please review the earlier article.
Brian Johnson
Copyright 2013 – Trading Insights, LLC – All Rights Reserved.
I read about this indicator in an article titled "Build A Better Moving Average," which appeared in the October 2013 issue of Technical Analysis of Stocks and Commodities. The article was written by Richard D. Ahrens. In the article, Ahrens introduced an interesting new moving average of his own design called (coincidentally) the Ahrens Moving Average (AMA). The following article briefly summarizes the advantages of the AMA and provides sample AMIBroker code, which will allow you to experiment with the AMA in charts and in your strategies.
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through September 2013.
This article presents the Trader Edge aggregate neural network model forecast for the September 2013 non-farm payroll data, which would normally be released tomorrow morning, but will probably be delayed due to the Government shutdown.
The September 30, 2013 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 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. Stop-loss orders are used on every trade to control losses and facilitate position sizing.
Brian Johnson
Copyright 2013 - Trading Insights, LLC - All Rights Reserved.
Last week I introduced a framework for adding to losing positions safely. It is also possible to enhance returns without increasing risk by adding to your winning positions. The approach is called pyramid trading (not to be confused with pyramid schemes, which are obviously illegal). This article uses a simple trade example to demonstrate how to apply pyramid trading to any long-term trend-following strategy. The secret is position-dependent stop levels.
Adding to losing positions is a sucker's game and playing this game continues to bankrupt an ever-expanding group of traders and investment managers. As a rule, traders should never add to losing positions. However, there are exceptions to every rule. This article introduces a framework for adding to losing positions safely, allowing you to enhance returns without increasing risk. The secret is variable position sizing.
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through August 2013.
