Description
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.
About the Author
Reviews
"...his book is well written and contains a great deal of information that is of value...." (The Technical Analyst, May/June 2007)
Book Information
ISBN 9780470008744
Author David Aronson
Format Hardback
Page Count 544
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 776g
Dimensions(mm) 236mm * 165mm * 46mm
About the Author
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.
Reviews
"...his book is well written and contains a great deal of information that is of value...." (The Technical Analyst, May/June 2007)
Book Information
ISBN 9780470008744
Author David Aronson
Format Hardback
Page Count 544
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 776g
Dimensions(mm) 236mm * 165mm * 46mm
