Evidence-Based Technical Analysis: Applying The Scientific Method And Statistical Inference To Trading Signals Hardcover English by David Aronson - 3 November 2006
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David Aronson
Book 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.
ISBN-13
9780470008744
Language
English
Publisher
John Wiley and Sons Ltd
Publication Date
3 November 2006
Number of Pages
544
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.
Editorial Review
...His book is well written and contains a great deal of information that is of value... (The Technical Analyst, May/June 2007)