Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals Format: Hardcover

David R Aronson

Published by John Wiley and Sons
ISBN 10: 0470008741 / ISBN 13: 9780470008744
Used / Quantity Available: 0
Available From More Booksellers
View all  copies of this book

About the Book

We're sorry; this specific copy is no longer available. AbeBooks has millions of books. We've listed similar copies below.

Description:

Brand New. Bookseller Inventory #

About this title:

Book ratings provided by Goodreads:
3.64 avg rating
(81 ratings)

Synopsis: 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.

From the Back Cover:

"Professor Aronson has done yeoman's work incorporating established statistical practices into the analysis and interpretation of technical analysis and other market theories. I can say without qualification that this book should be in every serious market practitioner's collection."
—Victor Niederhoffer, Chief Speculator, Manchester Partners author of The Education of a Speculator and Practical Speculation

As an approach to research, technical analysis has suffered because it is a "discipline" practiced without discipline. In order for technical analysis to deliver useful knowledge that can be applied to trading, it must evolve into a rigorous observational science.

Over the past two decades, numerous articles in respected academic journals have approached technical analysis in a scientifically rigorous and intellectually honest manner, and now, Evidence-Based Technical Analysis looks to continue down this path. Organized into two parts, this valuable resource first establishes the methodological, philosophical, and statistical foundations of evidenced-based technical analysis (EBTA), and then demonstrates this approach—by using twenty-five years of historical data to test 6,400 binary buy/sell rules on the S&P 500.

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 these pages, expert David Aronson details this new type of technical analysis that—unlike traditional technical analysis—is restricted to objective rules, whose historical profitability can be quantified and scrutinized.

Filled with in-depth insights and practical advice, Evidence-Based Technical Analysis 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. Experimental results presented in the book will show you that data mining—a process in which many rules are back-tested and the best performing rules are selected—is an effective procedure for discovering useful rules/signals. However, since the historical performance of the rules/signals discovered by data mining are upwardly biased, new statistical tests are required to make reasonable inferences about future profitability. Two such tests, one of which has never been discussed anywhere heretofore, are described and illustrated.

If you want to use technical analysis to navigate today's markets, you must first abandon the subjective, interpretive methods traditionally associated with this discipline, and embrace an approach that is scientifically and statistically valid. Grounded in objective observation and statistical inference, EBTA is the approach to technical analysis you need to succeed in your trading endeavors.

"About this title" may belong to another edition of this title.

Bibliographic Details

Title: Evidence-Based Technical Analysis: Applying ...
Publisher: John Wiley and Sons
Book Condition: New

Top Search Results from the AbeBooks Marketplace

1.

David Aronson
Published by John Wiley (2007)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Used Hardcover First Edition Quantity Available: 1
Seller:
My Book Heaven
(Alameda, CA, U.S.A.)
Rating
[?]

Book Description John Wiley, 2007. First Edition. Near Fine book in a Very Good dust jacket. Seller Inventory # 041708

More information about this seller | Contact this seller

Buy Used
US$ 35.00
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

2.

David R Aronson
Published by Wiley (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Used Hardcover Quantity Available: 1
Seller:
Books From California
(Simi Valley, CA, U.S.A.)
Rating
[?]

Book Description Wiley, 2006. Hardcover. Condition: Good. Few pages shows some highlighting. Seller Inventory # mon0001874413

More information about this seller | Contact this seller

Buy Used
US$ 36.33
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

3.

David R Aronson
Published by Wiley (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Used Hardcover Quantity Available: 1
Seller:
Books From California
(Simi Valley, CA, U.S.A.)
Rating
[?]

Book Description Wiley, 2006. Hardcover. Condition: Very Good. Seller Inventory # mon0001876075

More information about this seller | Contact this seller

Buy Used
US$ 36.33
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

4.

Aronson, David R.
Published by John Wiley & Sons, Incorporated
ISBN 10: 0470008741 ISBN 13: 9780470008744
Used Quantity Available: 1
Seller:
TextbookRush
(Grandview Heights, OH, U.S.A.)
Rating
[?]

Book Description John Wiley & Sons, Incorporated. Condition: Acceptable. Ships SAME or NEXT business day. We Ship to APO/FPO addr. Choose EXPEDITED shipping and receive in 2-5 business days within the United States. See our member profile for customer support contact info. We have an easy return policy. Seller Inventory # 45272791

More information about this seller | Contact this seller

Buy Used
US$ 36.77
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

5.

David Aronson
Published by Wiley (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Used Hardcover Quantity Available: 1
Seller:
HPB-Dallas
(Dallas, TX, U.S.A.)
Rating
[?]

Book Description Wiley, 2006. Hardcover. Condition: Good. Item may show signs of shelf wear. Pages may include limited notes and highlighting. May include supplemental or companion materials if applicable. Access codes may or may not work. Connecting readers since 1972. Customer service is our top priority. Seller Inventory # mon0001567961

More information about this seller | Contact this seller

Buy Used
US$ 36.95
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

6.

Aronson, David
Published by Wiley
ISBN 10: 0470008741 ISBN 13: 9780470008744
Used Hardcover Quantity Available: 1
Seller:
Artless Missals
(DENVER, CO, U.S.A.)
Rating
[?]

Book Description Wiley. Hardcover. Condition: Good. 0470008741 Binding solid, pages crisp and clean, no markings found. Dust jacket bright and shiny with light scuffs and dents. Extremities lightly bumped with creased board corner, softened but lays flat. Seller Inventory # SKU1012572

More information about this seller | Contact this seller

Buy Used
US$ 40.00
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

7.

Aronson, David
Published by Wiley (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Used Hardcover Quantity Available: 1
Seller:
BookScene
(Hull, MA, U.S.A.)
Rating
[?]

Book Description Wiley, 2006. Hardcover. Condition: Fine. Dust Jacket Condition: Near Fine. Nice Firm Clean copy ! 528 pages. Seller Inventory # 121784

More information about this seller | Contact this seller

Buy Used
US$ 44.00
Convert currency

Add to Basket

Shipping: US$ 4.25
Within U.S.A.
Destination, rates & speeds

8.

David Aronson
Published by Wiley (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Used Hardcover Quantity Available: 1
Seller:
GlassFrogBooks
(Hawthorne, CA, U.S.A.)
Rating
[?]

Book Description Wiley, 2006. Condition: Good. A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. Seller Inventory # 0470008741-2-4

More information about this seller | Contact this seller

Buy Used
US$ 55.24
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

9.

David Aronson
Published by Wiley (2006)
ISBN 10: 0470008741 ISBN 13: 9780470008744
Used Hardcover Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Wiley, 2006. Hardcover. Condition: Used: Good. Seller Inventory # SONG0470008741

More information about this seller | Contact this seller

Buy Used
US$ 51.27
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

10.

David Aronson
ISBN 10: 0470008741 ISBN 13: 9780470008744
Used Quantity Available: 2
Seller:
Best Book Discounts
(Temple Terrace, FL, U.S.A.)
Rating
[?]

Book Description Condition: Very Good. Ready for quick shipment to any US location by Experienced seller. CDs and Access codes may not be included as is the case with most used books. Seller Inventory # 161438

More information about this seller | Contact this seller

Buy Used
US$ 58.95
Convert currency

Add to Basket

Shipping: US$ 3.85
Within U.S.A.
Destination, rates & speeds

There are 18 more copies of this book

View all search results for this book