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 [email protected], "Howard B" <[EMAIL PROTECTED]> 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 <[EMAIL PROTECTED]> > wrote: > > > I have and for me it's an 'absolute must' for the TA world ... > > > > Regards, Ton. > > > > > > ----- Original Message ----- > > *From:* areehoi <[EMAIL PROTECTED]> > > *To:* [email protected] > > *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)" > > > > > > >
