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.
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