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Acknowledgments.
About the Author. Introduction. PART I Methodological, Psychological, Philosophical, and Statistical Foundations. CHAPTER 1 Objective Rules and Their Evaluation. CHAPTER 2 The Illusory Validity of Subjective Technical Analysis. CHAPTER 3 The Scientific Method and Technical Analysis. CHAPTER 4 Statistical Analysis. CHAPTER 5 Hypothesis Tests and Confidence Intervals. CHAPTER 6 Data-Mining Bias: The Fool’s Gold of Objective TA. CHAPTER 7 Theories of Nonrandom Price Motion. PART II Case Study: Signal Rules for the S&P 500 Index. CHAPTER 8 Case Study of Rule Data Mining for the S&P 500. CHAPTER 9 Case Study Results and the Future of TA. APPENDIX Proof That Detrending Is Equivalent to Benchmarking Based on Position Bias. Notes. Index. |