Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals

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John Wiley & Sons, 11.07.2011 - 544 Seiten
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 the book, expert David Aronson 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.
 

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Inhalt

Acknowledgments
Objective Rules and Their Evaluation
The Illusory Validity of Subjective Technical
Case Study Signal Rules for the
The Scientific Method and Technical Analysis
Statistical Analysis
The Classical Approach
DataMining Bias The Fools Gold of Objective
Theories of Nonrandom Price Motion
Case Study of Rule Data Mining for the SP 500
Case Study Results and the Future of
Proof That Detrending Is Equivalent
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Über den Autor (2011)

DAVID ARONSON is an adjunct professor at Baruch College, where he teaches a graduate- level course in technical analysis. He is also a Chartered Market Technician and has published articles on technical analysis. Previously, Aronson was a proprietary trader and technical analyst for Spear Leeds & Kellogg. He founded Raden Research Group, a firm that was an early adopter of data mining within financial markets. Prior to that, Aronson founded AdvoCom, a firm that specialized in the evaluation of commodity money managers and hedge funds, their performance, and trading methods. For free access to the algorithm for testing data mined rules, go to www.evidencebasedta.com.

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