Evidence-based technical analysis
applying the scientific method and statistical inference to trading signals
by David R. Aronson
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"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."--BOOK JACKET
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Investment analysis| Edition | Availability |
|---|---|
1
Evidence-based technical analysis: applying the scientific method and statistical inference to trading signals
2007, John Wiley & Sons
in English
0470008741 9780470008744
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Includes bibliographical references (p. 477-516) and index.
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| June 30, 2019 | Edited by MARC Bot | import existing book |
| January 21, 2010 | Edited by WorkBot | add subjects and covers |
| December 11, 2009 | Created by WorkBot | add works page |