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Evidence-based technical analysis : applying the scientific method and statistical inference to trading signals / David R. Aronson

Author
Aronson, David R., 1945-
Published
Hoboken, N.J. : John Wiley & Sons, [2007]
Copyright Date
©2007
Physical Description
1 online resource (xi, 528 pages) : illustrations
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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. and 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.
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Genre(s)
ISBN
9781118268315 (electronic bk.)
1118268318 (electronic bk.)
0470008741 (cloth)
9780470008744
9780470008744 (cloth)
Bibliography Note
Includes bibliographical references (pages 477-516) and index.
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