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Evidence-Based Technical Analysis: applying the scientific method and statistical inference to trading signals / David R. Aronson
Materialtyp:
TextUtgivningsinformation:Hoboken, N.J Wiley cop. 2007Beskrivning: 528 s. illISBN: - 9780470008744 (inb.)
- 0-470-00874-1 (inb.)
- 658.152 22 (machine generated)
- Qaaceb
- 332
- Qbccc
Innehåll:
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 non-random 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 A: Proof that detrending is equivalent to benchmarking based on position bias -- Endnotes -- Index
| Exemplartyp | Aktuellt bibliotek | Hyllsignatur | Status | Förfallodatum | Streckkod |
|---|---|---|---|---|---|
| Bok (Hemlån) | Campus Karlskrona | 332 | Tillgänglig | 85000562738 |
Includes bibliographical references and index
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 non-random 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 A: Proof that detrending is equivalent to benchmarking based on position bias -- Endnotes -- Index