The main purpose of this book is to resolve deficiencies and limitations that currently exist when using Technical Analysis (TA). Particularly, TA is being used either by academics as an "economic test" of the weak-form Efficient Market Hypothesis (EMH) or by practitioners as a main or supplementary tool for deriving trading signals. This book approaches TA in a systematic way utilizing all the available estimation theory and tests. This is achieved through the developing of novel rule-based pattern recognizers, and the implementation of statistical tests for assessing the importance of realized returns. More emphasis is given to technical patterns where subjectivity in their identification process is apparent. Our proposed methodology is based on the algorithmic and thus unbiased pattern recognition. The unified methodological framework presented in this book can serve as a benchmark for both future academic studies that test the null hypothesis of the weak-form EMH and for practitioners that want to embed TA within their trading/investment decision making processes. ¿
Produktkennzeichnungen
ISBN-10
3319236350
ISBN-13
9783319236353
eBay Product ID (ePID)
215682970
Produkt Hauptmerkmale
Sprache
Englisch
Anzahl der Seiten
Xiv Seiten
Verlag
Springer-Verlag Gmbh, Springer International Publishing
Publikationsname
Technical Analysis For Algorithmic Pattern Recognition
Autor
Prodromos E. Tsinaslanidis
Format
Gebundene Ausgabe
Erscheinungsjahr
2015
Zusätzliche Produkteigenschaften
Hörbuch
No
Inhaltsbeschreibung
Book
Item Length
24cm
Item Height
1cm
Item Width
16cm
Mitautor
Achilleas D. Zapranis
Item Weight
500g
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