Evidence-based technical analysis : applying the scientific method and statistical inference to trading signals /
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley & Sons,
[2007]
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| Series: | Wiley Online Library.
Wiley trading series. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of 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.
- 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.