We finish 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 triangle tops (TTOP) patterns, obtained on on SP500 from 2003 till 2010.
For technical detail see the draft of the report on reproducing Lo et al 2000.
Lo et al considered ten most common patterns. Double Tops (DTOP) and Double bottoms (DBOT).
We did not cover these patterns for a pretty prosaic reason: these galleries got lost somehow 🙁
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