LEADER 04899nam 2200637 450 001 9910830560003321 005 20170815153335.0 010 $a0-470-07976-2 010 $a1-118-16058-4 010 $a1-118-26831-8 035 $a(CKB)2670000000146816 035 $a(EBL)698524 035 $a(SSID)ssj0000595705 035 $a(PQKBManifestationID)11392915 035 $a(PQKBTitleCode)TC0000595705 035 $a(PQKBWorkID)10571935 035 $a(PQKB)10166867 035 $a(MiAaPQ)EBC698524 035 $a(OCoLC)773301022 035 $a(CaSebORM)9780470008744 035 $a(EXLCZ)992670000000146816 100 $a20160415h20072007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aEvidence-based technical analysis $eapplying the scientific method and statistical inference to trading signals /$fDavid R. Aronson 205 $a1st edition 210 1$aHoboken, New Jersey :$cJohn Wiley & Sons, Inc.,$d2007. 210 4$dİ2007 215 $a1 online resource (840 p.) 225 1 $aWiley Trading 300 $aIncludes index. 311 $a0-470-00874-1 320 $aIncludes bibliographical references and index. 327 $aCover; 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 327 $aA 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 327 $aThe 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 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 327 $aRigorous 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 327 $aRelationship 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 327 $aEstimation 330 $aEvidence-Based Technical Analysis examines how you can apply the scientific method, and recently developed statistical tests, to determine the true effectiveness of technical trading signals. Throughout the book, expert David Aronson provides you with comprehensive coverage of this new methodology, which is specifically designed for evaluating the performance of rules/signals that are discovered by data mining. 410 0$aWiley trading. 606 $aInvestment analysis 615 0$aInvestment analysis. 676 $a332.63/2042 676 $a332.632042 700 $aAronson$b David R.$f1945-$01611168 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910830560003321 996 $aEvidence-based technical analysis$93939269 997 $aUNINA