Trading Systems and Methods, + Website
The ultimate guide to trading systems, fully revised and updated For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today's markets. The definitive reference on trading systems, the boo...
The ultimate guide to trading systems, fully revised and updated For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today's markets. The definitive reference on trading systems, the book explains the tools and techniques of successful trading to help traders develop a program that meets their own unique needs. Presenting an analytical framework for comparing systematic methods and techniques, this new edition offers expanded coverage in nearly all areas, including trends, momentum, arbitrage, integration of fundamental statistics, and risk management. Comprehensive and in-depth, the book describes each technique and how it can be used to a trader's advantage, and shows similarities and variations that may serve as valuable alternatives. The book also walks readers through basic mathematical and statistical concepts of trading system design and methodology, such as how much data to use, how to create an index, risk measurements, and more. Packed with examples, this thoroughly revised and updated Fifth Edition covers more systems, more methods, and more risk analysis techniques than ever before. The ultimate guide to trading system design and methods, newly revised Includes expanded coverage of trading techniques, arbitrage, statistical tools, and risk management models Written by acclaimed expert Perry J. Kaufman Features spreadsheets and TradeStation programs for a more extensive and interactive learning experience Provides readers with access to a companion website loaded with supplemental materials Written by a global leader in the trading field, Trading Systems and Methods, Fifth Edition is the essential reference to trading system design and methods updated for a post-crisis trading environment.
佩里 J. 考夫曼
（Perry J. Kaufman）
佩里 Ｊ. 考夫曼，拥有近半世纪的证券与衍生产品市场交易经验，是系统交易与量化交易领域的先驱。在全球各地向基金、政府以及投资经理分享自己所开创的系统交易领域的真知灼见。
他的职业生涯开启于宇航领域，效力于NASA，负责航天器的导航与控制系统设计，参与了著名的双子星计划（美国最早的宇航员太空行走试验，阿波罗计划的先驱）。随着阿波罗计划的结束，美国航天的黄金时代走向尾声，他将视野转向了华尔街。1973年，在阿波罗计划结束后的第二年，《交易系统与方法》的第1版诞生。他是第一批将计算机模型运用于市场决策的先驱。他开发了投资组合最优化程序，并创立了市场中性策略等一系列早期量化策略的雏形。他是哥伦比亚大学期货市场研究中心的委员会成员，佛蒙特证券研究所顾问委员会的第一主席，创立了《期货市场学刊》。2002年...
佩里 J. 考夫曼
（Perry J. Kaufman）
佩里 Ｊ. 考夫曼，拥有近半世纪的证券与衍生产品市场交易经验，是系统交易与量化交易领域的先驱。在全球各地向基金、政府以及投资经理分享自己所开创的系统交易领域的真知灼见。
他的职业生涯开启于宇航领域，效力于NASA，负责航天器的导航与控制系统设计，参与了著名的双子星计划（美国最早的宇航员太空行走试验，阿波罗计划的先驱）。随着阿波罗计划的结束，美国航天的黄金时代走向尾声，他将视野转向了华尔街。1973年，在阿波罗计划结束后的第二年，《交易系统与方法》的第1版诞生。他是第一批将计算机模型运用于市场决策的先驱。他开发了投资组合最优化程序，并创立了市场中性策略等一系列早期量化策略的雏形。他是哥伦比亚大学期货市场研究中心的委员会成员，佛蒙特证券研究所顾问委员会的第一主席，创立了《期货市场学刊》。2002年，他在位于纽约曼哈顿的巴鲁克学院开创了交易系统的研究生课程，这是量化交易领域的里程碑事件。