Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals
Aronson, David
- 出版商: Wiley
- 出版日期: 2006-11-01
- 售價: $3,540
- 貴賓價: 9.5 折 $3,363
- 語言: 英文
- 頁數: 544
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 0470008741
- ISBN-13: 9780470008744
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相關分類:
程式交易 Trading
海外代購書籍(需單獨結帳)
商品描述
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.
作者簡介
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.
