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" Evidence-based technical analysis : "
David R. Aronson
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BL
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| Record Number
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656718
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| Doc. No
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dltt
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| Main Entry
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Aronson, David R.,1945-
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| Title & Author
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Evidence-based technical analysis : : applying the scientific method and statistical inference to trading signals /\ David R. Aronson
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| Publication Statement
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Hoboken, N.J. :: John Wiley & Sons,, c2007
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| Series Statement
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The Wiley trading series
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| Page. NO
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xi, 528 p. :: ill. ;; 24 cm
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| ISBN
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0470008741 (cloth)
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: 9780470008744 (cloth)
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| Bibliographies/Indexes
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Includes bibliographical references (p. 477-516) and index
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| Contents
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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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| Subject
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Investment analysis
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| Dewey Classification
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332.63/2042
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| LC Classification
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HG4529.A77 2007
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