Evidence-based technical analysis : applying the scientific method and statistical inference to trading signals
(eBook)
Author
Published
Hoboken, N.J. : John Wiley & Sons, ©2007.
Format
eBook
ISBN
9781118268315, 1118268318, 0470008741, 9780470008744
Physical Desc
1 online resource (xi, 528 pages) : illustrations
Status
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Subjects
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Language
English
Notes
Bibliography
Includes bibliographical references (pages 477-516) and index.
Restrictions on Access
Use copy,Restrictions unspecified,star,MiAaHDL
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 these pages, expert David Aronson details this new type of technical analysis that - unlike traditional technical analysis - is restricted to objective rules, whose historical profitability can be quantified and scrutinized. Evidence-Based Technical Analysis 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. Experimental results presented in the book will show you that data mining - a process in which many rules are back-tested and the best performing rules are selected - is an effective procedure for discovering rules/signals"--Jacket.
Reproduction
Electronic reproduction.,[Place of publication not identified]:,HathiTrust Digital Library.,2024.,MiAaHDL
System Details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.,http://purl.oclc.org/DLF/benchrepro0212,MiAaHDL
Action
digitized,2024.,HathiTrust Digital Library,committed to preserve,pda,MiAaHDL
Local note
O'Reilly,O'Reilly Online Learning: Academic/Public Library Edition
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Citations
APA Citation, 7th Edition (style guide)
Aronson, D. R. (2007). Evidence-based technical analysis: applying the scientific method and statistical inference to trading signals . John Wiley & Sons.
Chicago / Turabian - Author Date Citation, 17th Edition (style guide)Aronson, David R., 1945-. 2007. Evidence-based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals. John Wiley & Sons.
Chicago / Turabian - Humanities (Notes and Bibliography) Citation, 17th Edition (style guide)Aronson, David R., 1945-. Evidence-based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals John Wiley & Sons, 2007.
MLA Citation, 9th Edition (style guide)Aronson, David R. Evidence-based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals John Wiley & Sons, 2007.
Note! Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy. Citation formats are based on standards as of August 2021.
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Grouped Work ID
9dd1da19-c609-ff21-b42d-d155926ae8f2-eng
Grouping Information
| Grouped Work ID | 9dd1da19-c609-ff21-b42d-d155926ae8f2-eng |
|---|---|
| Full title | evidence based technical analysis applying the scientific method and statistical inference to trading signals |
| Author | aronson david r |
| Grouping Category | book |
| Last Update | 2024-04-16 12:23:35PM |
| Last Indexed | 2024-04-17 03:41:39AM |
Book Cover Information
| Image Source | syndetics |
|---|---|
| First Loaded | Jan 11, 2023 |
| Last Used | Apr 1, 2024 |
Marc Record
| First Detected | Nov 09, 2022 03:41:27 PM |
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| Last File Modification Time | Apr 16, 2024 12:28:13 PM |
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| 245 | 1 | 0 | |a Evidence-based technical analysis :|b applying the scientific method and statistical inference to trading signals /|c David R. Aronson. |
| 260 | |a Hoboken, N.J. :|b John Wiley & Sons,|c ©2007. | ||
| 300 | |a 1 online resource (xi, 528 pages) :|b illustrations | ||
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| 490 | 1 | |a The Wiley trading series | |
| 504 | |a Includes bibliographical references (pages 477-516) and index. | ||
| 505 | 0 | |a 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. | |
| 505 | 0 | |a 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. | |
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| 520 | |a "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 these pages, expert David Aronson details this new type of technical analysis that - unlike traditional technical analysis - is restricted to objective rules, whose historical profitability can be quantified and scrutinized. Evidence-Based Technical Analysis 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. Experimental results presented in the book will show you that data mining - a process in which many rules are back-tested and the best performing rules are selected - is an effective procedure for discovering rules/signals"--Jacket. | ||
| 533 | |a Electronic reproduction.|b [Place of publication not identified]:|c HathiTrust Digital Library.|d 2024.|5 MiAaHDL | ||
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