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

Bibliographic Details
Main Author: Aronson, David R., 1945-
Format: eBook
Language:English
Published: Hoboken, N.J. : John Wiley & Sons, [2007]
Series:Wiley Online Library.
Wiley trading series.
Subjects:
Online Access:Connect to the full text of this electronic book

MARC

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245 1 0 |a Evidence-based technical analysis :  |b applying the scientific method and statistical inference to trading signals /  |c David R. Aronson. 
264 1 |a Hoboken, N.J. :  |b John Wiley & Sons,  |c [2007] 
264 4 |c ©2007 
300 |a 1 online resource (xi, 528 pages) :  |b illustrations 
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490 1 |a The Wiley trading series 
500 |a Electronic resource. 
504 |a Includes bibliographical references (pages 477-516) and index. 
505 0 |a 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. 
505 0 |a 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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