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Evidence-based technical analysis

David R. Aronson · 2007

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About the book

"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 these pages, expert David Aronson details this new type of technical analysis that - unlike traditional technical analysis - is restricted to objective rules, whose historical profitability can be quantified and scrutinized." "Evidence-Based Technical Analysis 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. Experimental results presented in the book will show you that data mining - a process in which many rules are back-tested and the best performing rules are selected - is an effective procedure for discovering rules/signals."--BOOK JACKET

Book details

Year
2007
Language
English
Series
The Wiley trading series
Publisher
John Wiley & Sons
Editions
1
Pages
528
ISBN
9780470008744

Data source: Wikidata