I do hope you will find some value in it. I'm open to all feedback. David Aronson
I tried to post this before but it never showed up. Yes the footnotes in the Introduction are wrong from 14-18 and get back on track at 19. It was...
Hi You are correct. This error was spotted about 2 weeks before the publication date too late to do anything about it. And in the end it was my...
I would agree with you. Statistics comes it at the later stages of the scientific method. First, one must proposed a hypothesis which is born of a...
I have been both researcher and trader. At the moment I trade commodities according to several trading systems whose performance has been...
Hi - may I ask what type of statistical test you apply to the back-test results you obtain? And what sort of test statistic do you use. As you...
I guess you could say the market is in a constant state of flux at all time scales so there is unlikely to be any particular chart that is free of...
Sorry I don't have any informed opinion on the question you raise about the relative merits of differnt types of charts. David Aronson
You have raised some deep and relevant issues. The issue I deal with is quite fundamental....and it does take into account the amount of search...
Thanks. I gather you compute some performance statistic and then test to see if it is outside the luck band. When you do this for many such...
Thanks for the title folks, but I have no Ph.d or masters degree. Maybe in the next life. David Aronson
Please don't feel you need to be gentle about what you say. I do agree people should have a look at the book to see if it what they had in mind....
Hi Steve - thanks for your comments. Actually the title was my idea. So don't blame Wiley for that. As to statistical software - I do mention...
Actually I discuss two biases. There is the long/short position bias which is dealt with by detrending the market data before measuring the...
Hello AMC - the price was set by Wiley. In such a niche area, this is the price they feel is required to give them a reasonable chance for a...
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