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"Zaremba, Adam, 1985- author"
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Price-based investment strategies : how research discoveries reinvented technical analysis
This compelling book examines the price-based revolution in investing, showing how research over recent decades has reinvented technical analysis. The authors discuss the major groups of price-based strategies, considering their theoretical motivation, individual and combined implementation, and back-tested results when applied to investment across country stock markets. Containing a comprehensive sample of performance data, taken from 24 major developed markets around the world and ranging over the last 25 years, the authors construct practical portfolios and display their performance - ensuring the book is not only academically rigorous, but practically applicable too.