Screen LibraryEvidence-based technical analysis：applying the scientific method and statistical inference to trading signals
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| Main Authors: | |
|---|---|
| Published: |
John Wiley & Sons,
|
| Publisher Address: | Hoboken, N.J. |
| Publication Dates: | c2007. |
| Literature type: | Book |
| Language: | English |
| Series: |
The Wiley trading series |
| Subjects: | |
| Carrier Form: | xi, 528 p.: ill. ; 24 cm. |
| ISBN: |
0470008741 (cloth) 9780470008744 (cloth) |
| Index Number: | F830 |
| CLC: | F830.59 |
| Call Number: | F830.59/A769 |
| Contents: |
Includes bibliographical references (p. 477-516) and 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. |