Foundations of Technical Analysis

Lo, A. W., Mamaysky, H., & Wang, J. (2000). Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation. The Journal of Finance, 1705-1765.

Type

Journal article

Intellectual base

Primary research

Year

2000

DOI

10.1111/0022-1082.00265

Link

https://doi.org/10.1111/0022-1082.00265

Cited by

1 citation across 1 artifact.

Domain-specific

• Elliott Wave Principle
  • Lo, Mamaysky, and Wang identify subjectivity as a general obstacle in chart-based technical analysis and show why formal algorithms, out-of-sample hypotheses, and statistical baselines are needed before a visual pattern can support an empirical inference.

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:4e5b5edf814d · see in the full table