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Tag Archives: diffusion index
February Recession Model Forecast a Surprise
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through February 2013.
Posted in Economic Indicators, Fundamental Analysis, Market Timing, Recession Forecasting Model
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast February 2013, Recession Slack Index, Trader Edge
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U.S. Recession Risk Still Low in January
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through January 2013. If you are new to Trader Edge and would like some additional background on the development of the Trader Edge … Continue reading
A New Recession Slack Indicator
I introduced the topic of recession forecasting in late October. I have since developed several recession forecasting tools that I created by applying probit, logit, and neural network models to a diffusion index of economic and market-related variables. This article … Continue reading
Posted in Economic Indicators, Fundamental Analysis, In-Depth Article, Market Commentary, Market Timing, Recession Forecasting Model
Tagged diffusion index, recession forecast 2012, recession forecast models, recession forecasting, recession modeling, Recession Slack Index, trade, trader
31 Comments
U.S. Recession Risk Jumps 20% in November
I introduced the topic of recession forecasting in late October and have since developed several recession forecasting tools that I created by applying probit, logit, and neural network models to a diffusion index of economic and market-related variables. If you … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Strategy Development
Tagged diffusion index, ECRI recession forecast, logit model, neural network models, probit model, recession forecast 2012, recession forecasting, recession modeling, trade, trader
1 Comment
Forecasting Recessions is Easier than Modeling Asset Prices
In a recent post titled “ECRI Betrayed by Their Own Index,” I noted the apparent inconsistency between the Economic Cycle Research Institute’s (ECRI) current recession call and the recent strength of ECRI’s proprietary weekly leading indicators series. In response to … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Strategy Development
Tagged Capital Spectator, diffusion index, economic cycle, market cycle, probit model, recession, recession forecasting, recession modeling, systematic strategy, trader, trading
5 Comments
U.S. Recession Risk Drops Sharply in December
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through December 2012. If you are new to Trader Edge and would like some additional background on the development of the Trader Edge … Continue reading →