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Cover: 9780470008744 | Evidence-Based Technical Analysis | David Aronson | Buch | 544 S.
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Evidence-Based Technical Analysis
Applying the Scientific Method and Statistical Inference to Trading Signals
Buch von David Aronson
Sprache: Englisch

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Beschreibung
Evidence-Based Technical Analysis examines how you can apply the scientific method, and recently developed statistical tests, to determine the true effectiveness of technical trading signals. Throughout the book, expert David Aronson provides you with comprehensive coverage of this new methodology, which is specifically designed for evaluating the performance of rules/signals that are discovered by data mining.
Evidence-Based Technical Analysis examines how you can apply the scientific method, and recently developed statistical tests, to determine the true effectiveness of technical trading signals. Throughout the book, expert David Aronson provides you with comprehensive coverage of this new methodology, which is specifically designed for evaluating the performance of rules/signals that are discovered by data mining.
Über den Autor
DAVID ARONSON is an adjunct professor at Baruch College, where he teaches a graduate- level course in technical analysis. He is also a Chartered Market Technician and has published articles on technical analysis. Previously, Aronson was a proprietary trader and technical analyst for Spear Leeds & Kellogg. He founded Raden Research Group, a firm that was an early adopter of data mining within financial markets. Prior to that, Aronson founded AdvoCom, a firm that specialized in the evaluation of commodity money managers and hedge funds, their performance, and trading methods. For free access to the algorithm for testing data mined rules, go to [...]
Inhaltsverzeichnis
Acknowledgments.

About the Author.

Introduction.

PART I Methodological, Psychological, Philosophical, and Statistical Foundations.

CHAPTER 1 Objective Rules and Their Evaluation.

CHAPTER 2 The Illusory Validity of Subjective Technical Analysis.

CHAPTER 3 The Scientific Method and Technical Analysis.

CHAPTER 4 Statistical Analysis.

CHAPTER 5 Hypothesis Tests and Confidence Intervals.

CHAPTER 6 Data-Mining Bias: The Fool's Gold of Objective TA.

CHAPTER 7 Theories of Nonrandom Price Motion.

PART II Case Study: Signal Rules for the S&P 500 Index.

CHAPTER 8 Case Study of Rule Data Mining for the S&P 500.

CHAPTER 9 Case Study Results and the Future of TA.

APPENDIX Proof That Detrending Is Equivalent to Benchmarking Based on Position Bias.

Notes.

Index.
Details
Erscheinungsjahr: 2006
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Seiten: 544
Inhalt: 544 S.
ISBN-13: 9780470008744
ISBN-10: 0470008741
Sprache: Englisch
Einband: Gebunden
Autor: Aronson, David
Hersteller: Wiley
John Wiley & Sons
Maße: 235 x 157 x 33 mm
Von/Mit: David Aronson
Erscheinungsdatum: 01.11.2006
Gewicht: 0,929 kg
preigu-id: 102172668
Über den Autor
DAVID ARONSON is an adjunct professor at Baruch College, where he teaches a graduate- level course in technical analysis. He is also a Chartered Market Technician and has published articles on technical analysis. Previously, Aronson was a proprietary trader and technical analyst for Spear Leeds & Kellogg. He founded Raden Research Group, a firm that was an early adopter of data mining within financial markets. Prior to that, Aronson founded AdvoCom, a firm that specialized in the evaluation of commodity money managers and hedge funds, their performance, and trading methods. For free access to the algorithm for testing data mined rules, go to [...]
Inhaltsverzeichnis
Acknowledgments.

About the Author.

Introduction.

PART I Methodological, Psychological, Philosophical, and Statistical Foundations.

CHAPTER 1 Objective Rules and Their Evaluation.

CHAPTER 2 The Illusory Validity of Subjective Technical Analysis.

CHAPTER 3 The Scientific Method and Technical Analysis.

CHAPTER 4 Statistical Analysis.

CHAPTER 5 Hypothesis Tests and Confidence Intervals.

CHAPTER 6 Data-Mining Bias: The Fool's Gold of Objective TA.

CHAPTER 7 Theories of Nonrandom Price Motion.

PART II Case Study: Signal Rules for the S&P 500 Index.

CHAPTER 8 Case Study of Rule Data Mining for the S&P 500.

CHAPTER 9 Case Study Results and the Future of TA.

APPENDIX Proof That Detrending Is Equivalent to Benchmarking Based on Position Bias.

Notes.

Index.
Details
Erscheinungsjahr: 2006
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Seiten: 544
Inhalt: 544 S.
ISBN-13: 9780470008744
ISBN-10: 0470008741
Sprache: Englisch
Einband: Gebunden
Autor: Aronson, David
Hersteller: Wiley
John Wiley & Sons
Maße: 235 x 157 x 33 mm
Von/Mit: David Aronson
Erscheinungsdatum: 01.11.2006
Gewicht: 0,929 kg
preigu-id: 102172668
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