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Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals
David R. Aronson(auth.)Koliko vam se sviđa ova knjiga?
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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 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.Content:
Chapter 1 Objective Rules and Their Evaluation (pages 13–31):
Chapter 2 The Illusory Validity of Subjective Technical Analysis (pages 33–101):
Chapter 3 The Scientific Method and Technical Analysis (pages 103–163):
Chapter 4 Statistical Analysis (pages 165–216):
Chapter 5 Hypothesis Tests and Confidence Intervals (pages 217–253):
Chapter 6 Data?Mining Bias: The Fool's Gold of Objective TA (pages 255–330):
Chapter 7 Theories of Nonrandom Price Motion (pages 331–385):
Chapter 8 Case Study of Rule Data Mining for the S&P 500 (pages 387–440):
Chapter 9 Case Study Results and the Future of TA (pages 441–473):
Chapter 1 Objective Rules and Their Evaluation (pages 13–31):
Chapter 2 The Illusory Validity of Subjective Technical Analysis (pages 33–101):
Chapter 3 The Scientific Method and Technical Analysis (pages 103–163):
Chapter 4 Statistical Analysis (pages 165–216):
Chapter 5 Hypothesis Tests and Confidence Intervals (pages 217–253):
Chapter 6 Data?Mining Bias: The Fool's Gold of Objective TA (pages 255–330):
Chapter 7 Theories of Nonrandom Price Motion (pages 331–385):
Chapter 8 Case Study of Rule Data Mining for the S&P 500 (pages 387–440):
Chapter 9 Case Study Results and the Future of TA (pages 441–473):
Kategorije:
Godina:
2006
Izdavač:
Wiley
Jezik:
english
Strane:
528
ISBN 10:
1118268318
ISBN 13:
9781118268315
Fajl:
PDF, 2.99 MB
Vaši tagovi:
IPFS:
CID , CID Blake2b
english, 2006
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