Index
Affirming the consequent
Alexander reversal filter
Alternative hypothesis:
in case study
vs. null hypothesis
Anchoring, behavioral finance theory and
Arbitrage pricing theory (APT)
limits of
rational pricing levels and
Arditti, F.D.
Argument, defined
Aristotle
Armstrong, Scott
Artificial trading rules (ATRs):
data-mining bias experiments and
data mining’s soundness and
differing expected returns experiment
equal merit experiment
Assumed execution prices
Asymmetric binary variables
Availability heuristic
Back testing. See also Data mining; Data-mining bias
computer-intensive methods applied to single rule
data mining versus single-rule
position bias and market trend components
Bacon, Francis. Barberis, Shleifer, and Vishny (BSV) hypothesis
Baseball statistics, data-mining bias and
Base rate fallacy
Bayes’ theorem
Beads in a box sampling example
sampling distribution and
statistical theory elements and
Behavioral finance theory
foundations of
psychological factors
scientific hypotheses of
self-organizing Ponzi schemes and
social factors
Behaviorism
Beliefs:
belief inertia, in behavioral finance theory
contrasted to knowledge
erroneous
Bell curve
Bellman, Richard
Benchmarks
detrending and
effect of position bias and market trend on
using logs instead of percentages
Best-performing rule:
data-mining bias and
defined
Biases, see Subjective technical analysis
Bible Codes, data-mining bias and
Binary rules
inputs, outputs, signals
look-ahead bias
subjective technical analysis and ...
