Isbn: 9781918177312 - market myths and mathematical realities: a quantitative analysis of unscientific trading indicators (13 Ergebnisse)

Hardback or Cased Book. Zustand: New. Market Myths and Mathematical Realities. Book.

hardcover. Zustand: New.

Zustand: New.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Hardback. Zustand: New.

Hardcover. Zustand: Brand New. 374 pages. 6.00x0.94x9.00 inches. In Stock.

Hardback. Zustand: New.

Hardcover. Zustand: new. Hardcover. Every year, Wall Street rediscovers its superstitions. The Super Bowl predicts the market. Hemlines forecast recessions. Mercury slips into retrograde and traders flinch. A swimsuit cover moves billions. These indicators travel through financial media, trading desks, and investor newsletters with the authority of received wisdom - and almost none of them survive a rigorous test.In Market Myths and Mathematical Realities, Luigi Pascal Rondanini - a treasury consultant and trader with thirty-nine years of market experience - puts fourteen of the most persistent market indicators on the dissection table and runs the numbers the way they should have been run all along. Using hypothesis testing, Bayesian analysis, Monte Carlo simulation, and compounded after-tax backtesting, he examines each indicator against the same ten-question framework: Does it have a track record? Is the pattern statistically significant? Does a causal mechanism exist? Can you actually trade it after costs and taxes?The results are unsparing. Some indicators collapse at the first significance test - pure data mining dressed as insight. Others show genuine historical patterns that have since arbitraged away as markets adapted and capital flooded in. A few stubbornly survive scrutiny in ways that demand explanation. One - the Halloween Effect, the "Sell in May and Go Away" seasonal pattern - passes approximately seven to eight of the ten criteria, with more than two hundred years of supporting evidence across the majority of markets tested globally. Even this survivor comes with serious implementation caveats. None deliver the easy money their believers promise.The book is structured for three audiences simultaneously. Casual readers follow the main analysis through each chapter - written in plain language with clear verdicts. Quantitatively sophisticated readers go deeper in dedicated "Professional Deep Dive" sections covering statistical methodology, regression analysis, and formal significance testing. Academic readers will find 603 footnotes anchoring every empirical claim to primary data sources including CRSP, S&P Dow Jones Indices, the Fama-French Data Library, and peer-reviewed literature in the Journal of Finance, the American Economic Review, and beyond.The indicators examined include: The Super Bowl Indicator, The Hemline Index, The Sports Illustrated Swimsuit Issue Indicator, The Hindenburg Omen, The January Effect, The Presidential Election Cycle, Sell in May and Go Away, Financial Astrology, Lunar Cycle Trading, Mercury Retrograde, The Santa Claus Rally, The Magazine Cover Indicator, The Day of the Week Effect - and more.The deeper lesson running beneath each chapter is not cynicism but calibration. Markets are complex adaptive systems where successful strategies can undermine themselves through adoption, where patterns can be simultaneously real and unexploitable, and where the gap between statistical significance and economic significance swallows most anomalies whole. Understanding why myths persist - and why even experienced investors remain susceptible - is as valuable as the verdicts themselves.Rigorous enough for the quant. Readable enough for the curious investor. Before you trade on a hunch, do the math. A rigorous statistical examination of fourteen popular market indicators - from the Super Bowl Indicator to the Halloween Effect. Using hypothesis testing, p-values, and multiple comparison corrections, this book separates genuine market anomalies from financial folklore. Essential reading for investors, quants, and sceptics. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Hardcover. Zustand: new. Hardcover. Every year, Wall Street rediscovers its superstitions. The Super Bowl predicts the market. Hemlines forecast recessions. Mercury slips into retrograde and traders flinch. A swimsuit cover moves billions. These indicators travel through financial media, trading desks, and investor newsletters with the authority of received wisdom - and almost none of them survive a rigorous test.In Market Myths and Mathematical Realities, Luigi Pascal Rondanini - a treasury consultant and trader with thirty-nine years of market experience - puts fourteen of the most persistent market indicators on the dissection table and runs the numbers the way they should have been run all along. Using hypothesis testing, Bayesian analysis, Monte Carlo simulation, and compounded after-tax backtesting, he examines each indicator against the same ten-question framework: Does it have a track record? Is the pattern statistically significant? Does a causal mechanism exist? Can you actually trade it after costs and taxes?The results are unsparing. Some indicators collapse at the first significance test - pure data mining dressed as insight. Others show genuine historical patterns that have since arbitraged away as markets adapted and capital flooded in. A few stubbornly survive scrutiny in ways that demand explanation. One - the Halloween Effect, the "Sell in May and Go Away" seasonal pattern - passes approximately seven to eight of the ten criteria, with more than two hundred years of supporting evidence across the majority of markets tested globally. Even this survivor comes with serious implementation caveats. None deliver the easy money their believers promise.The book is structured for three audiences simultaneously. Casual readers follow the main analysis through each chapter - written in plain language with clear verdicts. Quantitatively sophisticated readers go deeper in dedicated "Professional Deep Dive" sections covering statistical methodology, regression analysis, and formal significance testing. Academic readers will find 603 footnotes anchoring every empirical claim to primary data sources including CRSP, S&P Dow Jones Indices, the Fama-French Data Library, and peer-reviewed literature in the Journal of Finance, the American Economic Review, and beyond.The indicators examined include: The Super Bowl Indicator, The Hemline Index, The Sports Illustrated Swimsuit Issue Indicator, The Hindenburg Omen, The January Effect, The Presidential Election Cycle, Sell in May and Go Away, Financial Astrology, Lunar Cycle Trading, Mercury Retrograde, The Santa Claus Rally, The Magazine Cover Indicator, The Day of the Week Effect - and more.The deeper lesson running beneath each chapter is not cynicism but calibration. Markets are complex adaptive systems where successful strategies can undermine themselves through adoption, where patterns can be simultaneously real and unexploitable, and where the gap between statistical significance and economic significance swallows most anomalies whole. Understanding why myths persist - and why even experienced investors remain susceptible - is as valuable as the verdicts themselves.Rigorous enough for the quant. Readable enough for the curious investor. Before you trade on a hunch, do the math. A rigorous statistical examination of fourteen popular market indicators - from the Super Bowl Indicator to the Halloween Effect. Using hypothesis testing, p-values, and multiple comparison corrections, this book separates genuine market anomalies from financial folklore. Essential reading for investors, quants, and sceptics. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Hardcover. Zustand: new. Hardcover. Every year, Wall Street rediscovers its superstitions. The Super Bowl predicts the market. Hemlines forecast recessions. Mercury slips into retrograde and traders flinch. A swimsuit cover moves billions. These indicators travel through financial media, trading desks, and investor newsletters with the authority of received wisdom - and almost none of them survive a rigorous test.In Market Myths and Mathematical Realities, Luigi Pascal Rondanini - a treasury consultant and trader with thirty-nine years of market experience - puts fourteen of the most persistent market indicators on the dissection table and runs the numbers the way they should have been run all along. Using hypothesis testing, Bayesian analysis, Monte Carlo simulation, and compounded after-tax backtesting, he examines each indicator against the same ten-question framework: Does it have a track record? Is the pattern statistically significant? Does a causal mechanism exist? Can you actually trade it after costs and taxes?The results are unsparing. Some indicators collapse at the first significance test - pure data mining dressed as insight. Others show genuine historical patterns that have since arbitraged away as markets adapted and capital flooded in. A few stubbornly survive scrutiny in ways that demand explanation. One - the Halloween Effect, the "Sell in May and Go Away" seasonal pattern - passes approximately seven to eight of the ten criteria, with more than two hundred years of supporting evidence across the majority of markets tested globally. Even this survivor comes with serious implementation caveats. None deliver the easy money their believers promise.The book is structured for three audiences simultaneously. Casual readers follow the main analysis through each chapter - written in plain language with clear verdicts. Quantitatively sophisticated readers go deeper in dedicated "Professional Deep Dive" sections covering statistical methodology, regression analysis, and formal significance testing. Academic readers will find 603 footnotes anchoring every empirical claim to primary data sources including CRSP, S&P Dow Jones Indices, the Fama-French Data Library, and peer-reviewed literature in the Journal of Finance, the American Economic Review, and beyond.The indicators examined include: The Super Bowl Indicator, The Hemline Index, The Sports Illustrated Swimsuit Issue Indicator, The Hindenburg Omen, The January Effect, The Presidential Election Cycle, Sell in May and Go Away, Financial Astrology, Lunar Cycle Trading, Mercury Retrograde, The Santa Claus Rally, The Magazine Cover Indicator, The Day of the Week Effect - and more.The deeper lesson running beneath each chapter is not cynicism but calibration. Markets are complex adaptive systems where successful strategies can undermine themselves through adoption, where patterns can be simultaneously real and unexploitable, and where the gap between statistical significance and economic significance swallows most anomalies whole. Understanding why myths persist - and why even experienced investors remain susceptible - is as valuable as the verdicts themselves.Rigorous enough for the quant. Readable enough for the curious investor. Before you trade on a hunch, do the math. A rigorous statistical examination of fourteen popular market indicators - from the Super Bowl Indicator to the Halloween Effect. Using hypothesis testing, p-values, and multiple comparison corrections, this book separates genuine market anomalies from financial folklore. Essential reading for investors, quants, and sceptics. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Buch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Wall Street loves a good omen. Almost every one of them is noise. Luigi Pascal Rondanini puts the market's best-loved indicators on the dissection table and runs the numbers the way they should have been run all along.…

Buch. Zustand: Neu. Market Myths and Mathematical Realities | Luigi Pascal Rondanini | Buch | Englisch | 2026 | Rondanini Publishing Ltd | EAN 9781918177312 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.