Book One: Analysts’ Forecasts

How did certain analysts' recommendations, following brokerage hosted investment conferences, yield profits of over 3% during a two-day holding period?

How did researchers find an average profitability of 1.78% for two-hour trades following an earnings announcement?

Which trading strategy, based on analysts' revised forecasts, yielded researchers an average of 1.13% - 2.19% profit per trade, for trades lasting one to two days?

"This set of tools can help both ordinary and professional investors alike to re-think and re-vitalize their stock picking, timing and methods. A young, aspiring Warren Buffet could put this book to good use."
James P. Driscoll, PhD, investor

Book Two: Technical Analysis

Learn about the "trend recalling" algorithm that yielded researchers a simulated annual return of greater than 400% in multiple tests.

“The scientific method is the only rational way to extract useful knowledge from market data and the only rational approach for determining which technical analysis methods have predictive power.”
David Aronson, Evidence Based Technical Analysis

Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments by David Aronson (software included)

Book Three: Trading With the News

Learn about a news-based trading system that yielded a back-tested, average annualized, compounded return from 2000 to 2011 of 58.6%.

“Only once you’ve done your homework will you be able to understand how the stock market works and learn to distinguish between news and noise.” Maria Bartiromo, Use The News

Evidence-Based Technical Analysis by David Aronson