Technical Analysis for Algorithmic Pattern Recognition
by Tsinaslanidis, Prodromos E.
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 pa…
Read More ↓Title Statements
- Full title :Technical Analysis for Algorithmic Pattern Recognition / by Prodromos E. Tsinaslanidis, Achilleas D. Zapranis.
Summary
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.
Read More ↓Edition Statements
- Publication Date:2016.
- Edition:1st ed. 2016
Publication Statements
- Publisher(s):Imprint, Springer, Springer International Publishing
- Place of Publication:Cham
- Language:eng
- Publication Date:2016.
The Physical Object
- Description:1 online resource (XIII, 204 pages 55 illustrations, 26 illustrations in color.) : : online resource
Edition Identifiers
- ISBN:9783319236360, 3319236369
- DOI:10.1007/978-3-319-23636-0
- oclc:on1011895400
- LC Classification:HG1-HG9999
- Dewey Decimal:332
Table of Contents
Technical Analysis -- Preprocessing Procedures -- Assessing the Predictive Performance of Technical Analysis -- Horizontal Patterns -- Zigzag Patterns -- Circular Patterns -- Technical Indicators -- A Statistical Assessment -- Dynamic Time Warping for Pattern Recognition.
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