Abstract
This chapter presents some of the celebrated means by which the predictive performance of a technical trading system or a particular technical tool can be assessed. Although not all of these procedures are used in the subsequent chapters, we believe that they are important basic tools for anyone who wishes to assess the performance of such trading systems.
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Notes
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Generalised autoregressive conditional heteroskedasticity.
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Tsinaslanidis, P.E., Zapranis, A.D. (2016). Assessing the Predictive Performance of Technical Analysis. In: Technical Analysis for Algorithmic Pattern Recognition. Springer, Cham. https://doi.org/10.1007/978-3-319-23636-0_3
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DOI: https://doi.org/10.1007/978-3-319-23636-0_3
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