Non-Farm Payroll (NFP) Forecast – August 2013

Posted on September 5, 2013 by

This article presents the Trader Edge aggregate neural network model forecast for the August 2013 non-farm payroll data, which will be released tomorrow morning.

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8-30-2013 AAR Strategy Update Posted

Posted on August 31, 2013 by

The August 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.

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The Three Things that Move the Market

Posted on August 29, 2013 by

The equity market seems complex, but it is really much simpler than you think.  There are only three things that move the market.  The following article will identify the three cause and effect relationships and use this framework to examine recent market events, including the taper and Syria.

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Sentiment, Market Timing, Strategy Development | Tagged , , , , | Leave a comment

Top 10 Trader Edge Articles

Posted on August 22, 2013 by

I started Trader Edge almost 18 months ago and it just occurred to me that I had never provided a list of the most popular articles on the site.  If you did not get a chance to read these articles when they were originally published, or you would like to review some of the most popular posts, here is the list of the top 10 Trader Edge articles in the past 18 months.  Brief descriptions and links are provided for each article.

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Posted in AmiBroker Code, Futures, Market Breadth, Market Timing, Risk Management, Strategy Development, Technical Analysis | Tagged , , , , , , , , | Leave a comment

A Practitioner’s Guide to Diversification

Posted on August 15, 2013 by

Every finance student is taught the benefits of diversification.  Some learn the requisite formulas and a few even understand how to apply the formulas in practice.  Unfortunately, business schools leave out the most important lesson: the limits and costs of diversification.

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Recession Risk Still Low in July

Posted on August 8, 2013 by

The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through July 2013.

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Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model | Tagged , , , , , , , , | Leave a comment

Non-Farm Payroll (NFP) Forecast – July 2013

Posted on August 1, 2013 by

This article presents the Trader Edge aggregate neural network model forecast for the July 2013 non-farm payroll data, which will be released tomorrow morning.

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Posted in Economic Indicators, Fundamental Analysis, NFP Forecasting Model | Tagged , , , , , , | Leave a comment

7-31-2013 AAR Strategy Update Posted

Posted on July 31, 2013 by

The July 31, 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.

Year-to-date, the AAR strategy is up 14.4%. The benchmark for the AAR strategy, an equal-weighted portfolio of the same five investment candidates, is only up 0.9% year-to-date.

Brian Johnson

Copyright 2013 - Trading Insights, LLC - All Rights Reserved.

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Posted in Asset Allocation Rotational (AAR) Strategy, Futures, Market Timing, Relative Strength, Security Selection, Stocks & ETFs, Strategy Development, Technical Analysis | Tagged , , , , , , , , , , , , , , , | Leave a comment