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Author Aronson, David R., 1945-

Title Evidence-based technical analysis : applying the scientific method and statistical inference to trading signals / David R. Aronson. [O'Reilly electronic resource]

Imprint Hoboken, N.J. : John Wiley & Sons, ©2007.
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Description 1 online resource (xi, 528 pages) : illustrations
Series The Wiley trading series
The Wiley trading series.
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.
Bibliography Includes bibliographical references (pages 477-516) and index.
Contents 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.
Subject Investment analysis.
Business enterprises -- Finance.
Corporations -- Finance.
Analyse financière.
Corporations -- Finance
Business enterprises -- Finance
Investment analysis
Other Form: Print version: Aronson, David R., 1945- Evidence-based technical analysis. Hoboken, N.J. : John Wiley & Sons, ©2007 0470008741 (DLC) 2006014664 (OCoLC)68624056
ISBN 9781118268315 (electronic bk.)
1118268318 (electronic bk.)
0470008741 (cloth)
9780470008744
(cloth)
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