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

3,61 valoración promedio
( 66 valoraciones por Goodreads )
 
9780470008744: Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

From the Inside Flap:

As an approach to research, technical analysis has suffered because it is a "discipline" practiced without discipline. In order for technical analysis to deliver useful knowledge that can be applied to trading, it must evolve into a rigorous observational science.

Over the past two decades, numerous articles in respected academic journals have approached technical analysis in a scientifically rigorous and intellectually honest manner, and now, Evidence-Based Technical Analysis looks to continue down this path. Organized into two parts, this valuable resource first establishes the methodological, philosophical, and statistical foundations of evidenced-based technical analysis (EBTA), and then demonstrates this approach—by using twenty-five years of historical data to test 6,400 binary buy/sell rules on the S&P 500.

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.

Filled with in-depth insights and practical advice, 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 useful rules/signals. However, since the historical performance of the rules/signals discovered by data mining are upwardly biased, new statistical tests are required to make reasonable inferences about future profitability. Two such tests, one of which has never been discussed anywhere heretofore, are described and illustrated.

If you want to use technical analysis to navigate today's markets, you must first abandon the subjective, interpretive methods traditionally associated with this discipline, and embrace an approach that is scientifically and statistically valid. Grounded in objective observation and statistical inference, EBTA is the approach to technical analysis you need to succeed in your trading endeavors.

From the Back Cover:

Praise for EVIDENCE-BASED TECHNICAL ANALYSIS

"In clear language, Aronson demonstrates the theoretical flaws in interpretative technical analysis methodologies, the flawed premises and conclusions of the Efficient Market Hypothesis, and the appropriate techniques for developing and testing technical analysis methods that do have validity. Readers will learn a lot from this book."
Jack Schwager, author of Market Wizards and the Schwager on Futures book series

"Aronson's explanation of data mining is a must-read for every analyst, and his overall discussion of statistical inference is critical to success. The book is filled with commonsense examples and provides a testing and validation process that saves time, frustration, and money."
Perry Kaufman, author of New Trading Systems and Methods, Fourth Edition

"This book debunks many of the myths of technical analysis. One should read this book before buying a technical system. The book is a good reference to the literature on the subject with extensive footnotes and bibliography."
Sandor Straus, Managing Member, Merfin, LLC

"You may not agree with everything David Aronson says in this controversial, but compelling new study. Still, every trader who wants to invest technical analysis with the dignity of a great science should read this discerning account."
Nelson Freeburg, Editor, Formula Research

"There are illusions of the mind that are every bit as real as optical illusions. Aronson's criticisms of popular forms of technical analysis are right on target."
Fred Gehm, author of Quantitative Trading and Money Management

"Sobre este título" puede pertenecer a otra edición de este libro.

Comprar nuevo Ver libro

Gastos de envío: EUR 8,17
De Estados Unidos de America a España

Destinos, gastos y plazos de envío

Añadir al carrito

Los mejores resultados en AbeBooks

1.

Aronson, David
ISBN 10: 0470008741 ISBN 13: 9780470008744
Nuevos Cantidad: 1
Librería
Paperbackshop-US
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción 2006. HRD. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería KS-9780470008744

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 55,88
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 8,17
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

2.

David R. Aronson
Editorial: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Estado de conservación: New. 1. Auflage. Language: English . Brand New 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 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. Nº de ref. de la librería AAS9780470008744

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 64,63
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a España
Destinos, gastos y plazos de envío

3.

David R. Aronson
Editorial: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Estado de conservación: New. 1. Auflage. Language: English . Brand New 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 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. Nº de ref. de la librería AAS9780470008744

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 65,60
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a España
Destinos, gastos y plazos de envío

4.

David R Aronson
Editorial: John Wiley and Sons
ISBN 10: 0470008741 ISBN 13: 9780470008744
Nuevos Cantidad: > 20
Librería
INDOO
(Avenel, NJ, Estados Unidos de America)
Valoración
[?]

Descripción John Wiley and Sons. Estado de conservación: New. Brand New. Nº de ref. de la librería 0470008741

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 53,15
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 15,48
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

5.

David R. Aronson
Editorial: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Nuevos Tapa dura Primera edición Cantidad: 10
Librería
Book Depository hard to find
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Estado de conservación: New. 1. Auflage. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New 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 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. Nº de ref. de la librería BZV9780470008744

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 80,00
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a España
Destinos, gastos y plazos de envío

6.

David Aronson
Editorial: John Wiley and#38; Sons (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Nuevos Cantidad: 6
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción John Wiley and#38; Sons, 2006. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780470008744

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 72,63
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 8,93
De Reino Unido a España
Destinos, gastos y plazos de envío

7.

David Aronson
Editorial: John Wiley & Sons Ltd (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
Valoración
[?]

Descripción John Wiley & Sons Ltd, 2006. Estado de conservación: New. Nº de ref. de la librería TH9780470008744

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 83,58
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,99
De Alemania a España
Destinos, gastos y plazos de envío

8.

David Aronson
ISBN 10: 0470008741 ISBN 13: 9780470008744
Nuevos Cantidad: 2
Librería
BWB
(Valley Stream, NY, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Depending on your location, this item may ship from the US or UK. Nº de ref. de la librería 97804700087440000000

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 88,03
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

9.

David Aronson
Editorial: Wiley (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Nuevos Tapa dura Cantidad: 1
Librería
Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2006. Hardcover. Estado de conservación: New. 1. Nº de ref. de la librería DADAX0470008741

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 76,55
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 12,04
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

10.

David R. Aronson
Editorial: John Wiley and Sons Ltd
ISBN 10: 0470008741 ISBN 13: 9780470008744
Nuevos Tapa dura Cantidad: 7
Librería
THE SAINT BOOKSTORE
(Southport, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd. Hardback. Estado de conservación: new. BRAND NEW, Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals, David R. Aronson, 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. Nº de ref. de la librería B9780470008744

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 85,45
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 7,76
De Reino Unido a España
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda