Description |
1 online resource (xi, 528 pages) : illustrations |
Series |
The Wiley trading series |
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The Wiley trading series.
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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.
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Business enterprises -- Finance.
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Corporations -- Finance.
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Analyse financière. |
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Corporations -- Finance |
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Business enterprises -- Finance |
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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.) |
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1118268318 (electronic bk.) |
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0470008741 (cloth) |
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9780470008744 |
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(cloth) |
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