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Evidence-Based Technical Analysis: Applying the Scientific Method and Statistica

2010-02-12 
基本信息·出版社:John Wiley & Sons ·页码:544 页 ·出版日期:2006年11月 ·ISBN:0470008741 ·条形码:9780470008744 ·装帧:精装 ·正文语种:英 ...
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 Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals


基本信息·出版社:John Wiley & Sons
·页码:544 页
·出版日期:2006年11月
·ISBN:0470008741
·条形码:9780470008744
·装帧:精装
·正文语种:英语
·外文书名:实证技术分析: 如何利用科学与统计学评估技术指标、图形状态与交易规则

内容简介 在线阅读本书

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.
作者简介 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.


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

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

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