Evidence-based technical analysis : applying the scientific method and statistical inference to trading signals
David R. Aronson
| Year of publication: |
c 2007
|
|---|---|
| Authors: | Aronson, David R. |
| Publisher: |
Hoboken, N.J. : Wiley Chichester : John Wiley |
| Subject: | Finanzanalyse | Financial analysis | Wissenschaftliche Methode | Scientific method | Statistische Methode | Statistical method | Theorie | Theory | Kapitalmarkt | Markttechnische Analyse | Methode |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XI, 528 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 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 non-random 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 A: Proof that detrending is equivalent to benchmarking based on position bias -- Endnotes -- Index. - Includes bibliographical references and index. - Formerly CIP 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 non-random 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 A: Proof that detrending is equivalent to benchmarking based on position bias -- Endnotes -- Index 0610 |
| ISBN: | 0-470-00874-1 ; 978-0-470-00874-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003316459