We continue publishing the visual results from Vasily Nekrasov's attempt to reproduce the results from "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation" by Lo, Mamaysky and Wang(2000).
Today we publish a gallery of Head-and-Shoulders (HS) patterns, obtained on on SP500 from 2003 till 2010.
For technical detail see the draft of the report on reproducing Lo et al 2000
Like this post and wanna learn more?
Have a look at Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students
FinViz - an advanced stock screener (both for technical and fundamental traders)
FinViz - an advanced stock screener (both for technical and fundamental traders)