Technical Analysis for Algorithmic Pattern...

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Beschreibung

The main purpose of this book is to resolve deficiencies and limitations that currently exist when using Technical Analysis (TA). Particularly, TA is being used either by academics as an ¿economic test¿ of the weak-form Efficient Market Hypothesis (EMH) or by practitioners as a main or supplementary tool for deriving trading signals. This book approaches TA in a systematic way utilizing all the available estimation theory and tests. This is achieved through the developing of novel rule-based pattern recognizers, and the implementation of statistical tests for assessing the importance of realized returns. More emphasis is given to technical patterns where subjectivity in their identification process is apparent. Our proposed methodology is based on the algorithmic and thus unbiased pattern recognition. The unified methodological framework presented in this book can serve as a benchmark for both future academic studies that test the null hypothesis of the weak-form EMH and for practitioners that want to embed TA within their trading/investment decision making processes. ¿

Über den Autor

Prodromos E. Tsinaslanidis
, Ph.D., is
Lecturer of Finance in the Business School at the Canterbury Christ Church
University. Dr. Tsinaslanidis' research interests include technical analysis,
pattern recognition, efficient market hypothesis and design and assessment of
investment and trading strategies.

Achilleas D.
Zapranis,
Ph.D., is
Professor of Finance in the Department of Accounting and Finance at the
University of Macedonia, where he is also Rector. In addition, Dr. Zapranis is
a member of the Board of Directors of Thessaloniki's Innovation Zone.

Zusammenfassung

Proposes unbiased, novel rule-based techniques for recognizing technical patterns

Implements a statistical framework for assessing realizing returns

Presents a unified methodological framework ?

Includes supplementary material: [...]

Inhaltsverzeichnis

Technical Analysis.- Preprocessing Procedures.- Assessing the Predictive Performance of Technical Analysis.- Horizontal Patterns.- Zigzag Patterns.- Circular Patterns.- Technical Indicators.- A Statistical Assessment.- Dynamic Time Warping for Pattern Recognition.

Details

Erscheinungsjahr:	2016
Fachbereich:	Volkswirtschaft
Genre:	Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Inhalt:	xiv 204 S.
ISBN-13:	9783319353951
ISBN-10:	3319353950
Sprache:	Englisch
Ausstattung / Beilage:	Paperback
Einband:	Kartoniert / Broschiert
Autor:	Zapranis, Achilleas D. Tsinaslanidis, Prodromos E.
Auflage:	Softcover reprint of the original 1st ed. 2016
Hersteller:	Springer International Publishing Springer International Publishing AG
Maße:	235 x 155 x 13 mm
Von/Mit:	Achilleas D. Zapranis (u. a.)
Erscheinungsdatum:	23.08.2016
Gewicht:	0,341 kg

Artikel-ID: 109581830