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

by Aronson, David R.,
Series: Wiley trading series Published by : Wiley, (Hoboken, N.J. :) Physical details: xi, 528 p. : ill. ; 24 cm. ISBN: 0470008741 Subject(s): Investment analysis. Year: 2007
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Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 332.632042 A769 (Browse Shelf) Available JBC/2012/6152

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.

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