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PureBytes Links
Trading Reference Links
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Dick,
For AB'ers the 'big 3' provide the foundation (alphabetically):
Aronson - for the basic stats/philosophy overview + he specialises in
analysis of datamining bias (onwards towards MonteCarloPermutation
for those inclined).
Bandy - for AmiBroker applications.
Pardo - for backtesting recipes (some think he was the original and
the best).
Together the big 3 are a good cross section of what is out there
(different styles etc) - they are only a starting point.
Others, like Bernstein, Taleb etc (in Howards list) are light reading
for stats obsessives only.
Personally - after the big three I had to add a bit from elsewhere,
reassemble into my own language and specialize a little.
Ralph Vince was the person who pulled it all together for me
(practical application) but I had to cover the foundations first and
then use RV like a workbook - I adapt and apply his ideas in my
strategies (someone at Elite Trader said the relationship between RV
and trading is what the tax manual is to business - IMO a good
analogy).
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
>
> Hi Dick --
>
> I have the book (Evidence-based Technical Analysis), have read it,
and
> highly recommend it.
>
> David Aronson is one of the few clear voices describing proper
methods for
> performing technical analysis.
>
> Here is a link to some other books I recommend:
> http://www.quantitativetradingsystems.com/resources.html#books
>
> Thanks,
> Howard
>
>
> On Wed, Jun 11, 2008 at 12:55 AM, Ton Sieverding
<ton.sieverding@xxx>
> wrote:
>
> > I have and for me it's an 'absolute must' for the TA world ...
> >
> > Regards, Ton.
> >
> >
> > ----- Original Message -----
> > *From:* areehoi <areehoi@xxx>
> > *To:* amibroker@xxxxxxxxxxxxxxx
> > *Sent:* Tuesday, June 10, 2008 4:24 PM
> > *Subject:* [amibroker] New Technical Analysis book
> >
> > *Has anyone read this new TA book?**If so any comment will be
> > appreciated.
> > Dick H
> >
> > * "Evidence-Based Technical Analysis: Applying the Scientific
Method and
> > Statistical Inference to Trading Signals (Hardcover)by David R
Aronson<http://www.amazon.com/exec/obidos/search-handle-url?%
5Fencoding=UTF8&search-type=ss&index=books&field-author=David%20R%
20Aronson>(Author)"
> >
> >
> >
>
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