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Foundations of Technical Analysis

charlieLuo

Quant Apprentice
Joined
2/28/08
Messages
17
Points
11
attached is an article by Dr. Andrew Lo from MIT

A nonparametric kernal regression is applied to identify technical pattern.

I have not followed through the model and calculation yet. It looks interesting enough though - Regression sounds like better than voodoo "chart reading"....we will see if it is
 

Attachments

Many of the Andrew's papers related to Technical Analysis are interesting

Andrew Lo: Articles

particularly I would like to hear from seniors about his Adaptive Market Hypothesis.
 

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