Trading Systems and Methods
Trading Systems and Methods by Perry J. Kaufman is a comprehensive resource published by John Wiley & Sons on October 22, 2019. This sixth edition spans 1168 pages and is presented in English, offering an extensive overview of trading systems that professional and individual traders have relied on for over three decades. The book provides authoritative information on indicators, programs, systems, and algorithms, equipping readers with the knowledge necessary to develop or select trading programs tailored to their needs.
In this updated edition, readers will find in-depth discussions on mathematical and statistical concepts, including data usage, index creation, and probability determination. The book emphasizes technical tools and indicators that assist in identifying trends, momentum, and patterns, while also providing an analytical framework for comparing systematic methods. New examples involving stocks, ETFs, and futures are included, along with expanded coverage of arbitrage, high-frequency trading, and advanced risk management models. Additionally, the edition features new strategies incorporating Artificial Intelligence techniques and Game Theory approaches, making it a valuable reference for traders, money managers, and system developers.
Official synopsis Publisher
The new edition of the definitive reference to trading systems—expanded and thoroughly updated.
Professional and individual traders haverelied on Trading Systems and Methods for over three decades. Acclaimed trading systems expert Perry Kaufman provides complete, authoritative information on proven indicators, programs, systems, and algorithms. Now in its sixth edition, this respected book continues to provide readers with the knowledge required to develop or select the trading programs best suited for their needs. In-depth discussions of basic mathematical and statistical concepts instruct readers on how much data to use, how to create an index, how to determine probabilities, and how best to test your ideas. These technical tools and indicators help readers identify trends, momentum, and patterns, while an analytical framework enables comparisons of systematic methods and techniques.
This updated, fully-revised edition offers new examples using stocks, ETFs and futures, and provides expanded coverage of arbitrage, high frequency trading, and sophisticated risk management models. More programs and strategies have been added, such as Artificial Intelligence techniques and Game Theory approaches to trading. Offering a complete array of practical, user-ready tools, this invaluable resource:
- Offers comprehensive revisions and additional mathematical and statistical tools, trading systems, and examples of current market situations
- Explains basic mathematical and statistical concepts with accompanying code
- Includes new Excel spreadsheets with genetic algorithms, TradeStation code, MetaStock code, and more
- Provides access to a companion website packed with supplemental materials
Trading Systems and Methods is an indispensable reference on trading systems, as well as system design and methods for professional and individual active traders, money managers, trading systems developers.
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