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Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals by David R. Aronson

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Acknowledgments

Though a book is attributed to its author(s), it truly reflects the efforts of many more people. I wish to acknowledge those individuals without whom this book would have been impossible or a much lesser work.

I am most indebted to Dr. Timothy Masters, whom I have had the pleasure of knowing for over 10 years. His patient and intelligent guidance kept me on a solid statistical footing. Tim not only gave me important feedback on technical issues but was responsible for coding and running the ATR rule experiments and the statistical routines used to test the over 6,400 rules examined. Tim also innovated the Monte Carlo permutation method as an alterative to the patented method of White, called Reality-Check, for testing the statistical significance of rules discovered by data mining. Tim has graciously decided to put the method in the public domain and has allowed it to be published for the first time here.

Also crucial were the programming talents of Stuart Okorofsky and the database creation by Dr. John Wolberg. I am indebted Dr. Halbert White, inventor of Reality-Check and for the help of Professor David Jensen, director of the Knowledge Discovery Lab at the University of Massachusetts–Amherst.

I also wish to express my appreciation to the following people for reviewing and commenting on various chapters. Their feedback was essential: Charles Neumann, Lance Rembar, Dr. Samuel Aronson, Dennis Katz, Hayes Martin, George Butler, Dr. John Wolberg, Jay Bono, Dr. Andre ...

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