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Evidence-based technical analysis :a...
~
Aronson, David R., (1945-)
Evidence-based technical analysis :applying the scientific method and statistical inference to trading signals /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Evidence-based technical analysis :David R. Aronson.
Reminder of title:
applying the scientific method and statistical inference to trading signals /
Author:
Aronson, David R.,
Published:
Hoboken, N.J. :John Wiley & Sons,c2007.
Description:
xi, 528 p. :ill. ;24 cm.
Series:
Wiley trading series
Subject:
Investment analysis.
Online resource:
http://www.loc.gov/catdir/toc/ecip0613/2006014664.html
Online resource:
http://www.loc.gov/catdir/enhancements/fy0741/2006014664-b.html
Online resource:
http://www.loc.gov/catdir/enhancements/fy0741/2006014664-d.html
ISBN:
9780470008744 (cloth)
Evidence-based technical analysis :applying the scientific method and statistical inference to trading signals /
Aronson, David R.,1945-
Evidence-based technical analysis :
applying the scientific method and statistical inference to trading signals /David R. Aronson. - Hoboken, N.J. :John Wiley & Sons,c2007. - xi, 528 p. :ill. ;24 cm. - Wiley trading series.
Includes bibliographical references and index.
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.
ISBN: 9780470008744 (cloth)
LCCN: 2006014664Subjects--Topical Terms:
184941
Investment analysis.
LC Class. No.: HG4529 / A769 2007
Dewey Class. No.: 332.63/2042
Evidence-based technical analysis :applying the scientific method and statistical inference to trading signals /
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Evidence-based technical analysis :
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applying the scientific method and statistical inference to trading signals /
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David R. Aronson.
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Hoboken, N.J. :
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c2007.
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John Wiley & Sons,
300
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xi, 528 p. :
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ill. ;
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24 cm.
440
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Wiley trading series
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Includes bibliographical references and index.
505
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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.
650
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Investment analysis.
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Table of contents only
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http://www.loc.gov/catdir/toc/ecip0613/2006014664.html
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http://www.loc.gov/catdir/toc/ecip0613/2006014664.html
856
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Contributor biographical information
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http://www.loc.gov/catdir/enhancements/fy0741/2006014664-b.html
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http://www.loc.gov/catdir/enhancements/fy0741/2006014664-b.html
856
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Publisher description
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http://www.loc.gov/catdir/enhancements/fy0741/2006014664-d.html
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http://www.loc.gov/catdir/enhancements/fy0741/2006014664-d.html
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西方語文圖書區(四樓)
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1 records • Pages 1 •
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320000447542
西方語文圖書區(四樓)
1圖書
一般圖書
HG4529 A769 2007
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http://www.loc.gov/catdir/toc/ecip0613/2006014664.html
http://www.loc.gov/catdir/enhancements/fy0741/2006014664-b.html
http://www.loc.gov/catdir/enhancements/fy0741/2006014664-d.html
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