Evidence-based technical analysis [electronic resource] : applying the scientific method and statistical inference to trading signals / David R. Aronson.
Material type: Computer fileSeries: The Wiley trading seriesPublication details: Hoboken, N.J. : John Wiley & Sons, c2007.Description: electronic textISBN:- 9781118268315
- HG4529 .A77 2007
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Book | Ahmedabad | 332.632042 A7E9 (Browse shelf(Opens below)) | Available | 179839 |
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.
Includes bibliographical references (p. 477-516) and index.
eBook access via Internet. ANU/ANV.
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