Library of American University of Madaba
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Aronson, David R., 1945-
Evidence-based technical analysis : applying the scientific method and statistical inference to trading signals / David R. Aronson. - Hoboken, N.J. : Wiley, 2007. - xi, 528 p. : ill. ; 24 cm. - Wiley trading series .
Includes bibliographical references (p. 477-516) and 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.
0470008741 (cloth) 9780470008744 (cloth)
Investment analysis.
HG4529
332.632042 / A769
Evidence-based technical analysis : applying the scientific method and statistical inference to trading signals / David R. Aronson. - Hoboken, N.J. : Wiley, 2007. - xi, 528 p. : ill. ; 24 cm. - Wiley trading series .
Includes bibliographical references (p. 477-516) and 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.
0470008741 (cloth) 9780470008744 (cloth)
Investment analysis.
HG4529
332.632042 / A769