Evidence-Based Technical Analysis
Applying the Scientific Method and Statistical Inference to Trading Signals
Published on 8. December 2006
Book
Hardback
544 pages
978-0-470-00874-4 (ISBN)
Description
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.
Reviews / Votes
".his book is well written and contains a great deal of information that is of value." (The Technical Analyst, May/June 2007)More details
Product info
gebunden
Series
Edition
1. Auflage
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Product notice
sewn/stitched
Paper over boards
With dust jacket
Illustrations
Charts: 0 B&W, 0 Color; Drawings: 220 B&W, 0 Color; Tables: 7 B&W, 0 Color
Dimensions
Height: 235 mm
Width: 157 mm
Thickness: 33 mm
Weight
929 gr
ISBN-13
978-0-470-00874-4 (9780470008744)
Schweitzer Classification
Other editions
Additional editions
David Aronson
Evidence-Based Technical Analysis
Applying the Scientific Method and Statistical Inference to Trading Signals
E-Book
07/2011
Wiley
€70.99
Available for download
Person
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 www.evidencebasedta.com.
Content
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.