David Aronson

eBook, ePUB

Evidence-Based Technical Analysis (eBook, ePUB)

Applying the Scientific Method and Statistical Inference to Trading Signals

Beschreibung

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.

Technische Details

• Geräte: eReader
• mit Kopierschutz
• Größe: 11.09MB

Barrierefreiheit

• Text-to-Speech

Autor

DAVID ARONSON is an adjunct professor at Baruch College, where he teaches a graduate- level course in technical analysis. He is also a Chartered Market Technician and has published articles on technical analysis. Previously, Aronson was a proprietary trader and technical analyst for Spear Leeds & Kellogg. He founded Raden Research Group, a firm that was an early adopter of data mining within financial markets. Prior to that, Aronson founded AdvoCom, a firm that specialized in the evaluation of commodity money managers and hedge funds, their performance, and trading methods. For free access to the algorithm for testing data mined rules, go to www.evidencebasedta.com.

Produktdetails

• Verlag: John Wiley & Sons
• Erscheinungstermin: 11. Juli 2011
• Englisch
• ISBN-13: 9781118160589
• Artikelnr.: 37340551

Rezensionen

" his book is well written and contains a great deal of information that is of value ." ( The Technical Analyst, May/June 2007)