Screen LibraryEvidence-based technical analysis applying the scientific method and statistical inference to trading signals /
Saved in:
| Main Authors: | |
|---|---|
| Corporate Authors: | |
| Published: |
|
| Literature type: | eBook |
| Language: | English |
| Series: |
Wiley trading series. |
| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781118268315 |
| Carrier Form: | xi, 528 p. : ill. ; 24 cm. |
| Bibliography: | Includes bibliographical references (p. 477-516) and index. |
| ISBN: |
9781118268315 (electronic bk.) 1118268318 (electronic bk.) |
| Index Number: | HG4529 |
| CLC: | F830.59 |
| Contents: |
Front Matter -- 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 Nonrandom Price Motion -- Case Study: Signal Rules for the S&P 500 Index. Case Study of Rule Data Mining for the S&P 500 -- Case Study Results and the Future of TA -- Appendix: Proof That Detrending is Equivalent to Benchmarking Based on Position Bias -- Notes -- Index. 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 nonrandom 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: Proof that detrending is equivalent to benchmarking based on position bias. |