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Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals (0470008741) cover image
Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals
ISBN: 978-0-470-00874-4
Hardcover
544 pages
November 2006
US $100.00 Add to Cart

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  • Description
  • Table of Contents
  • Author Information
  • Reviews
Acknowledgments.

About the Author.

Introduction.

PART I Methodological, Psychological, Philosophical, and Statistical Foundations.

CHAPTER 1 Objective Rules and Their Evaluation.

CHAPTER 2 The Illusory Validity of Subjective Technical Analysis.

CHAPTER 3 The Scientific Method and Technical Analysis.

CHAPTER 4 Statistical Analysis.

CHAPTER 5 Hypothesis Tests and Confidence Intervals.

CHAPTER 6 Data-Mining Bias: The Fool’s Gold of Objective TA.

CHAPTER 7 Theories of Nonrandom Price Motion.

PART II Case Study: Signal Rules for the S&P 500 Index.

CHAPTER 8 Case Study of Rule Data Mining for the S&P 500.

CHAPTER 9 Case Study Results and the Future of TA.

APPENDIX Proof That Detrending Is Equivalent to Benchmarking Based on Position Bias.

Notes.

Index.

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