Evidence-based technical analysis applying the scientific method and statistical inference to trading signals
"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...
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| Format: | eBook |
| Language: | English |
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Hoboken, N.J.
John Wiley & Sons
2007
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| Series: | The Wiley trading series
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | "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 |
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| Item Description: | 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 |
| Physical Description: | xi, 528 pages illustrations |
| ISBN: | 0470008741 1118268318 9781118268315 9780470008744 |