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Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals (Hardcover)

by David R Aronson (Author)
Key Phrases: systematic price movements, immediate practical future, observed mean return, Monte Carlo, Law of Large Numbers, Dow Jones (more...)
4.2 out of 5 stars  (40 customer reviews)
List Price: $95.00
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Editorial Reviews
Review
"…his book is well written and contains a great deal of information that is of value…." (The Technical Analyst, May/June 2007)

Product Description
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.

See all Editorial Reviews
Product Details
  • Hardcover: 544 pages
  • Publisher: Wiley (November 3, 2006)
  • Language: English
  • ISBN-10: 0470008741
  • ISBN-13: 978-0470008744
  • Product Dimensions: 9 x 6.1 x 1.8 inches
  • Shipping Weight: 1.9 pounds (View shipping rates and policies)
  • Average Customer Review: 4.2 out of 5 stars  (40 customer reviews)