Evidence Based Technical Analysis rigorously applies science and statistics to determine the effectiveness of technical analysis in forecasting markets and providing profitable trading signals. To move technical analysis forward, the Aronson proposes a new type of technical analysis, which he calls: evidence based technical analysis.
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.
Inhaltsverzeichnis
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.
