Trading System and Methods by Perry J. Kaufman


Authored by trading systems expert, Perry J. Kaufman, “Trading Systems and Methods” has continued to be the go-to essential for an in-depth, cohesive, and authoritative textbook by many professionals and traders alike. Now making its way to shelves in its sixth edition, “Trading Systems and Methods” provide a large variety of trading programs that is tailor-suited for any investor depending on their strategy and needs when trading. The book features invaluable knowledge that shows readers how much data to incorporate, how to set up an index, how to come up with a probability, and how to test their new-found ideas better. In this new edition, “Trading Systems and Methods” now also cater to stocks, ETFs, and futures that are currently and readily tradable in the market today. All in all, “Trading Systems and Methods” has been highly praised by most and is regarded as one of Kaufman’s best contribution to the industry of finance.

About the Author

Perry Kaufman is an active trader in the stock and derivatives markets, speaking, writing, and teaching extensively on various media platforms. His books have been translated into several languages growing his network of traders and markets internationally.

He approaches trading with broad experience from the agricultural markets and the Russian wheat deal of 1973 to 20% interest rates of 1980, the stock market crash of 1987, the internet bubble of 2000, and the subprime crisis of 2008 through today’s latest news headlines.

Perry is well-known for developing algorithmic trading strategies and has written extensively on systematic approaches to trading decisions. He has designed funds based on FX Carry, macro trends, and short-term trading. His books on system development include discussions about portfolio distribution with a realistic approach to risk control.

Table of Contents

  • Cover
  • Preface
    • Chapter 1: Introduction
    • Chapter 2 : Basic Concepts and Calculations
    • Chapter 3: Charting
    • Chapter 4: Charting Systems
    • Chapter 5: Event-Driven Trends
    • Chapter 6: Regression Analysis
    • Chapter 7: Time-Based Trend Calculations
    • Chapter 8: Trend Systems
    • Chapter 9: Momentum and Oscillators
    • Chapter 10: Seasonality and Calendar Patterns
    • Chapter 11: Cycle Analysis
    • Chapter 12: Volume, Open Interest, and Breadth
    • Chapter 13: Spreads and Arbitrage
    • Chapter 14: Behavioral Techniques
    • Chapter 15: Short-Term Patterns
    • Chapter 16: Day Trading 
    • Chapter 17: Adaptive Techniques
    • Chapter 18: Price Distribution Systems
    • Chapter 19: Multiple Time Frames
    • Chapter 20: Advanced Techniques
    • Chapter 21: System Testing
    • Chapter 22: Adding Reality
    • Chapter 23: Risk Control
    • Chapter 24: Diversification and Portfolio Allocation
  • About the companion website
  • Index
  • End user License Agreement
    • List of Tables
    • List of Illustrations