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Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals
David R Aronson
ISBN: 978-0-470-00874-4
Hardcover
544 pages
November 2006
Description:
Evidence-Based Technical Analysis examines how you can apply thescientific method, and recently developed statistical tests, todetermine the true effectiveness of technical trading signals.Throughout the book, expert David Aronson provides you withcomprehensive coverage of this new methodology, which is specificallydesigned for evaluating the performance of rules/signals that arediscovered by data mining.
Table of Contents:
Acknowledgments.About the Author.
Introduction.
PART I Methodological, Psychological, Philosophical, and Statistical Foundations.
CHAPTER 1 Objective Rules and Their Evaluation.
CHAPTER 2 The Illusory Validity of Subjective Technical Analysis.
CHAPTER 3 The Scientific Method and Technical Analysis.
CHAPTER 4 Statistical Analysis.
CHAPTER 5 Hypothesis Tests and Confidence Intervals.
CHAPTER 6 Data-Mining Bias: The Fool’s Gold of Objective TA.
CHAPTER 7 Theories of Nonrandom Price Motion.
PART II Case Study: Signal Rules for the S&P 500 Index.
CHAPTER 8 Case Study of Rule Data Mining for the S&P 500.
CHAPTER 9 Case Study Results and the Future of TA.
APPENDIX Proof That Detrending Is Equivalent to Benchmarking Based on Position Bias.
Notes.
Index.
Reviews:
"…his book is well written and contains a great deal of information that is of value…." (The Technical Analyst, May/June 2007)
自压DJVU，179M PDF -> 11M DJVU，如果打印的话会受到一定的影响，可能。
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