Market Myths and Mathematical Realities
A Quantitative Analysis of Unscientific Trading Indicators
Luigi Pascal Rondanini
Wall Street loves a good omen. Almost every one of them is noise. This book puts the market’s best-loved indicators on the dissection table and runs the numbers the way they should have been run all along. Some collapse at the first significance test. A stubborn few survive. None deliver the easy money their believers promise.
Purchase paused for print: current distributor edition is defective (font too small). See notice above. We will update this page when the corrected edition is ready.
Purchasing
Do not buy print copies of the current distributor / retail edition. That type is too small. Publisher ARC copies below are a separate, disclosed limited run.
Publisher ARC paperback
5 copies only · ships immediately from Rondanini. Full paperback text; some printing imperfections and smaller images. Not the corrected retail edition — buy only if you accept that.
Checking stock…
Paperback (retail / distributor)
Current distributor edition · font too small · not the final book. ISBN 978-1-9181771-9-0
Hardcover (retail / distributor)
Current distributor edition · font too small · not the final book. ISBN 978-1-918177-31-2
Return / reorder for defective retail copies: email Info@rondanini.com with proof of purchase. Rondanini Publishing Ltd will honour the price you originally paid.
The indicators on trial
Rigorous enough for the quant, readable enough for the curious investor — a field guide to telling signal from superstition.
Contents
- Preface
- How I Fell Down the Rabbit Hole
- Part I — Foundations
- Introduction — Why Smart People Believe Dumb Things
- The Statistical Toolkit
- Part II — Pure Superstition
- The Super Bowl Indicator
- The Hemline Indicator
- The Sports Illustrated Swimsuit Issue Indicator
- The Hindenburg Omen
- Part III — Calendar Effects
- The January Effect
- The January Barometer
- The Presidential Election Cycle
- Part IV — The One That Works
- Sell in May and Go Away — The Halloween Indicator
- Part V — Astrology and Lunar Cycles
- Financial Astrology
- Lunar Cycle Trading
- Mercury Retrograde
- Part VI — Sentiment and Contrarian Indicators
- The Santa Claus Rally
- The Magazine Cover Indicator
- The Day of the Week Effect
- Part VII — Understanding and Evaluating Indicators
- Why Market Myths Persist
- How to Evaluate Any New Indicator — A Practical Framework
- The Limits of Prediction
Print orders — suspended
We are not taking new paperback or hardcover orders for the current distributor edition. That edition is not final and has a font that is too small. Please do not order from Amazon, bookshops, or any other retailer until we confirm a corrected edition.
Already bought a small-font copy? Return it, then email Info@rondanini.com with proof of purchase. Rondanini Publishing Ltd will honour your original price when you reorder the corrected edition.