Format:
XI, 528 S.
ISBN:
0470008741
,
9780470008744
Note:
Introduction -- 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 non-random 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 A: Proof that detrending is equivalent to benchmarking based on position bias -- Endnotes -- Index. - Includes bibliographical references and index. - Formerly CIP
Additional Edition:
Erscheint auch als Online-Ausgabe ISBN 978-1-118-26831-5
Language:
English
Subjects:
Economics
