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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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Index

Affirming the consequent

Alexander reversal filter

Alternative hypothesis:

in case study

vs. null hypothesis

Anchoring, behavioral finance theory and

Arbitrage pricing theory (APT)

limits of

rational pricing levels and

Arditti, F.D.

Argument, defined

Aristotle

Armstrong, Scott

Artificial trading rules (ATRs):

data-mining bias experiments and

data mining’s soundness and

differing expected returns experiment

equal merit experiment

Assumed execution prices

Asymmetric binary variables

Availability heuristic

Back testing. See also Data mining; Data-mining bias

computer-intensive methods applied to single rule

data mining versus single-rule

position bias and market trend components

Bacon, Francis. Barberis, Shleifer, and Vishny (BSV) hypothesis

Baseball statistics, data-mining bias and

Base rate fallacy

Bayes’ theorem

Beads in a box sampling example

sampling distribution and

statistical theory elements and

Behavioral finance theory

foundations of

psychological factors

scientific hypotheses of

self-organizing Ponzi schemes and

social factors

Behaviorism

Beliefs:

belief inertia, in behavioral finance theory

contrasted to knowledge

erroneous

Bell curve

Bellman, Richard

Benchmarks

detrending and

effect of position bias and market trend on

using logs instead of percentages

Best-performing rule:

data-mining bias and

defined

Biases, see Subjective technical analysis

Bible Codes, data-mining bias and

Binary rules

inputs, outputs, signals

look-ahead bias

subjective technical analysis and ...

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