写作笔记一

1. The task of classifying time series has been addressed with different approaches, according to the various features of the

time series to be analyzed; for a comprehensive survey on the topic see Liao.

2. stylized fact 典型化事实

3. The complete procedure is detailed in the following.

4. In the present work we try to fill this gap providing two fuzzy classification methods suitable for classifying financial time series and, hence, to uncover hidden patterns in large sample of time series alsoproviding useful insight for further investigation.

5.The paper is organized as follows.

6.There are, however, several definitions of an asset return.

7. Arguably, you are reading the most important chapter because it discusses the discoveries I made aboutcandles while researching this book.

8.If I say that a success rate of less than 60% is considered just random, then how many candles worked at least 60% of the time?

9.As a reference, the candle with rank 51 appeared 1,973 times out of 1,204,083 candle linesin 500 stocksover 10 years, including bull and bear markets.

10. It contains the 500 stocks of the S&P 500 index for 10 years covering both bull and bear markets.

11. Other candlestick researchers may find different results than the ones presented here. Many factors can contribute to this, including pattern recognition methodology, data used for testing, time period studied, and rules for measuring performance.

12. Because 31% of the candles in this book fail. That is, they don’t work as advertised, and many work little better than random chance.There are exceptions, of course, and those are the candles you should rely on.

13.Out of 50 studies, for example, some will conclude that it does, some will say it doesn’t, and some may decide that it works only for women. However, the preponderance of results one way or the other will tilt the scale to a conclusion.I offer the information in this book as just one more test to add to the pile. Your results may vary.

14.  Wouldn’t you like to avoid spending time learning about reversal candles that fail to reverse more often than not? Wouldn’t you like to avoid candles
that perform randomly or near randomly and concentrate on proven winners?