Tag Archives: trader

Trend-Following Strategy Insights

Posted on June 27, 2013 by

Trend-following has been around for 40+ years and is one of the most widely-used strategies among commodity trading advisers (CTAs).  In my personal library, I have six different books dedicated to the subject. I have experimented with futures trend-following strategies … Continue reading →

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

Non-farm Payroll (NFP) Model Forecast – May 2013

Posted on June 6, 2013 by

This article presents the Trader Edge aggregate neural network model forecast for the May 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

Q1 2013 GDP Model Forecast Below Consensus Estimate

Posted on April 25, 2013 by

In January, I introduced a new aggregate neural network model that I developed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. GDP.  The GDP growth rate is only reported quarterly, but the model provides a new rolling … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, GDP Forecasting Model, Market Sentiment | Tagged , , , , , , | Leave a comment

GDP Model Forecast Improves in March

Posted on April 21, 2013 by

In January, I introduced a new aggregate neural network model that I developed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. GDP.  The GDP growth rate is only reported quarterly, but the model provides a new rolling … Continue reading →

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

GDP Model Suggests Faster Growth

Posted on March 21, 2013 by

In January, I introduced a new aggregate neural network model that I developed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. GDP.  The GDP growth rate is only reported quarterly, but the model provides a rolling 3-month … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, GDP Forecasting Model, Market Timing | Tagged , , , , , | 1 Comment

Market Overbought – But Wait for the Trend Change

Posted on February 14, 2013 by

I introduced the concept of market breadth in a post titled “The Secret Weapon of Technical Analysis.” Based on current breadth readings, the equity market is overbought and due for a pullback.  However, trading against the trend has a low … Continue reading →

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Posted in Market Breadth, Market Commentary, Market Sentiment, Technical Analysis | Tagged , , , , , , , , , | 4 Comments

Real GDP Growth Negative in Q4 2012

Posted on January 30, 2013 by

Earlier this week, I posted the Q4 2012 GDP forecast from a new aggregate neural network model.  The model forecast was +2.2%, but the first official estimate of GDP growth in Q4 2012 was only -0.1%, which was the first … Continue reading →

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New Neural Network Model – Q4 2012 GDP Forecast

Posted on January 27, 2013 by

The following article introduces a new aggregate neural network model that was designed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. GDP. I have been doing recession research and constructing recession models for the past several months, … Continue reading →

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Posted in Fundamental Analysis, GDP Forecasting Model | Tagged , , , , , , | 4 Comments