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Avoiding data mining bias when testing technical analysis strategies - a methodological study
When seeking to identify a profitable technical analysis (TA) strategy, a na¨ıve investigation will compare a large number of possible strategies using the same set of historical market data. This process can give rise to a significant data mining bias, which can cause spurious results. There are va...
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| Format: | Thesis |
| Language: | English |
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Centre for Actuarial Research (CARE)
2021
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