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Tag Archives: economic cycle
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
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New Probit Models: U.S. Recession Risk is Currently Low
Last week I wrote about using statistical tools to forecast recessions and referenced James Picerno, who provided the inspiration for this idea through his articles on the Capital Spectator Economic Trend Index (CS-ETI) and the use of probit models to … Continue reading →