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Record Nr. |
UNINA9910830560003321 |
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Autore |
Aronson David R. <1945-> |
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Titolo |
Evidence-based technical analysis : applying the scientific method and statistical inference to trading signals / / David R. Aronson |
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Pubbl/distr/stampa |
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Hoboken, New Jersey : , : John Wiley & Sons, Inc., , 2007 |
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©2007 |
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ISBN |
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0-470-07976-2 |
1-118-16058-4 |
1-118-26831-8 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (840 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Cover; Contents; Title; Copyright; Dedication; Acknowledgments; About the Author; Introduction; Part I: Methodological, Psychological, Philosophical, and Statistical Foundations; Chapter 1: Objective Rules and Their Evaluation; The Great Divide: Objective Versus Subjective Technical Analysis; TA Rules; Traditional Rules and Inverse Rules; The Use of Benchmarks in Rule Evaluation; Other Details: The Look-Ahead Bias and Trading Costs; Chapter 2: The Illusory Validity of Subjective Technical Analysis; Subjective TA is Not Legitimate Knowledge |
A Personal Anecdote: First A True TA Believer, Then A SkepticThe Mind: A Natural Pattern Finder; The Epidemic of Weird Beliefs; Cognitive Psychology: Heuristics, Biases, and Illusions; Human Information Processing Limitations; Too Dang Certain: The Overconfidence BIAS; Second-Hand Information BIAS: The Power of A Good Story; Confirmation BIAS: How Existing Beliefs Filter Experience and Survive Contradicting Evidence; Illusory Correlations; Misplaced Faith in Chart Analysis; The Intuitive Judgment and The Role of Heuristics |
The Representativeness Heuristic and The Illusion Trends and Patterns in Charts: Real and FakeThe Antidote To Illusory Knowledge: The Scientific Method; Chapter 3: The Scientific Method and Technical |
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Analysis; The Most Important Knowledge of All: A Method to Get More; The Legacy of Greek Science: A Mixed Blessing; The Birth of The Scientific Revolution; Faith in Objective Reality and Objective Observations; The Nature of Scientific Knowledge; The Role of Logic In Science; The Philosophy of Science; The End Result: The Hypothetico-Deductive Method |
Rigorous and Critical Analysis of Observed ResultsSummary of Key Aspects of The Scientific Method; If TA Were to Adopt The Scientific Method; Objectification of Subjective TA: An Example; Subsets of TA; Chapter 4: Statistical Analysis; A Preview of Statistical Reasoning; The Need for Rigorous Statistical Analysis; An Example of Sampling and Statistical Inference; Probability Experiments and Random Variables; Statistical Theory; Descriptive Statistics; Probability; Probability Distributions of Random Variables |
Relationship Between Probability and Fractional Area of The Probability DistributionThe Sampling Distribution: The Most Important Concept in Statistical Inference; Deriving The Sampling Distribution: The Classical Approach; Deriving The Sampling Distribution With The Computer-Intensive Approach; Preview of Next Chapter; Chapter 5: Hypothesis Tests and Confidence Intervals; Two Types of Statistical Inference; Hypothesis Tests Versus Informal Inference; Rationale of The Hypothesis Test; Hypothesis Testing: The Mechanics; Computer-Intensive Methods for Generating The Sampling Distribution |
Estimation |
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Sommario/riassunto |
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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. |
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