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Andrew W. Lo is the Harris & Harris Group Professor of Finance at the MIT Sloan School of Management and the Director of MIT's Laboratory for Financial Engineering. His previous books include The Heretics of Finance (Bloomberg Press), The Econometrics of Financial Markets, A Non-Random Walk Down Wall Street, and Hedge Funds: An Analytic Perspective. He is the founder and chief investment strategist of AlphaSimplex Group, LLC, a quantitative investment management company in Cambridge, Massachusetts.
Jasmina Hasanhodzic, co-author with Lo of The Heretics of Finance (Bloomberg Press), is a research scientist at AlphaSimplex Group, LLC, where she develops quantitative investment strategies. She received her PhD from MIT’s Department of Electrical Engineering and Computer Science. Her works on technical analysis and alternative market betas have appeared in the Journal of Investment Management. She also serves on the board of directors of the Market Technicians Association Educational Foundation.
Introduction | p. vii |
Ancient Roots | p. 1 |
The Beginnings | p. 2 |
Ancient Babylon | p. 5 |
Ancient Greece | p. 11 |
Ancient Rome | p. 15 |
Negative Attitudes toward Traders | p. 18 |
The Middle Ages and the Renaissance | p. 21 |
Western Europe | p. 22 |
Technical Analysis | p. 32 |
Societal Attitudes | p. 39 |
Asia | p. 43 |
Japan | p. 44 |
China | p. 49 |
The New World | p. 59 |
Wall Street | p. 60 |
Societal Attitudes | p. 73 |
A New Age for Technical Analysis | p. 81 |
Dow Theory | p. 82 |
Relative Strength | p. 91 |
Market Cycles and Waves | p. 92 |
Chart Patterns | p. 94 |
Volume of Trading | p. 96 |
Market Breadth | p. 99 |
Nontechnical Analysis | p. 99 |
Technical Analysis Today | p. 105 |
Trends | p. 106 |
Patterns | p. 109 |
Strength | p. 111 |
Cycles | p. 112 |
Wall Street's Reinterpretation of Technical Analysis | p. 114 |
A Brief History of Randomness and Efficient Markets | p. 131 |
Prices As Objects of Study | p. 134 |
The Emergence of Efficient Markets | p. 137 |
What Is Random? | p. 141 |
Academic Approaches to Technical Analysis | p. 149 |
Theoretical Underpinnings | p. 150 |
Empirical Evaluation | p. 151 |
Adaptive Markets and Technical Analysis | p. 161 |
Notes | p. 167 |
Bibliography | p. 191 |
Acknowledgments | p. 199 |
About the Authors | p. 203 |
Index | p. 205 |
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The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.