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Book Cover
E-book
Author Aronson, David R., 1945-

Title Evidence-based technical analysis : applying the scientific method and statistical inference to trading signals / David R. Aronson
Published Hoboken, N.J. : John Wiley & Sons, ©2007

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Description 1 online resource (xi, 528 pages) : illustrations
Series The Wiley trading series
The Wiley trading series
Contents Front Matter -- Introduction -- Methodological, Psychological, Philosophical, and Statistical Foundations. Objective Rules and Their Evaluation -- The Illusory Validity of Subjective Technical Analysis -- The Scientific Method and Technical Analysis -- Statistical Analysis -- Hypothesis Tests and Confidence Intervals -- Data-Mining Bias: The Fool's Gold of Objective TA -- Theories of Nonrandom Price Motion -- Case Study: Signal Rules for the S & P 500 Index. Case Study of Rule Data Mining for the S & P 500 -- Case Study Results and the Future of TA -- Appendix: Proof That Detrending is Equivalent to Benchmarking Based on Position Bias -- Notes -- Index
Methodological, psychological, philosophical, and statistical foundations. Objective rules and their evaluation ; The illusory validity of subjective technical analysis ; The scientific method and technical analysis ; Statistical analysis ; Hypothesis tests and confidence intervals ; Data mining bias: the fool's gold of objective TA ; Theories of nonrandom price motion -- Case study: signal rules for S & P 500 Index. Case study of rule data mining for S & P 500 ; Case study results and the future of TA -- Appendix: Proof that detrending is equivalent to benchmarking based on position bias
Summary "Evidence-Based Technical Analysis examines how you can apply the scientific method, and recently developed statistical tests, to determine the true effectiveness of technical trading signals. Throughout these pages, expert David Aronson details this new type of technical analysis that - unlike traditional technical analysis - is restricted to objective rules, whose historical profitability can be quantified and scrutinized. Evidence-Based Technical Analysis provides you with comprehensive coverage of this new methodology, which is specifically designed for evaluating the performance of rules/signals that are discovered by data mining. Experimental results presented in the book will show you that data mining - a process in which many rules are back-tested and the best performing rules are selected - is an effective procedure for discovering rules/signals"--Jacket
Bibliography Includes bibliographical references (pages 477-516) and index
Notes Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL
Print version record
digitized 2024. HathiTrust Digital Library committed to preserve pda MiAaHDL
Subject Investment analysis.
Business enterprises -- Finance.
Corporations -- Finance.
Corporations -- Finance
Business enterprises -- Finance
Investment analysis
Form Electronic book
LC no. 2006014664
ISBN 9781118268315
1118268318
0470008741
9780470008744