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- Product code: 144311
- ISBN: 0470008741,
ISBN13: 9780470008744,
544 pages, hardback
Published by John Wiley & Sons Inc on 2006
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Description of Evidence-Based Technical Analysis |
"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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About David R. Aronson |
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.
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