I enjoy Evidence Based Technical Analysis (https://blackwells.co.uk/bookshop/p...cal-Analysis-by-David-R-Aronson/9780470008744) and would like to read more materials that attempt to mathematically quantify and statistically test technical analysis patterns and indicators.
better information on this forum than in that book within five minutes i downloaded the book and read it and made this post - this is the only thing of value i found within it's 500 pages. page 226
This book is a true gem. Many under-educated traders who believe in simplistic chart patterns and indicators hate Aronson's book for its sound methodology and (unsurprising?) statistically significant results. However, I was quite disappointed by the sequel "Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments". The focus is narrow, and if I remember correctly, there's a proprietary software. I think good authors for a solid quantitative approach are Perry Kaufman and Ernest Chan. You may want to explore ssrn.com for scientific papers regarding particular trading strategies and/or financial instruments.
My mistake. I was thinking of The Art and Science of Technical Analysis by Adam Grimes. That was Garbage. I can't speak for Evidence Based Technical Analysis as I only looked at it's Contents.
I took a look at it. Interest Rates, Market Depth, Price/Volume and those points at the start of the Book. Is that it??? I could come up with more/better and it wouldn't require a textbook length Book.