New Trading Systems and Methods
4th Edition
Published on 28. February 2005
Book
Hardback
1200 pages
978-0-471-26847-5 (ISBN)
Description
Get the bestselling guide to trading systems, now updated for the 21st century.
For more than two decades, futures traders have turned to the classic Trading Systems and Methods for complete information about the latest, most successful indicators, programs, algorithms, and systems. Perry Kaufman, a leading futures expert highly respected for his years of experience in research and trading, has thoroughly updated this bestselling guide, adding more systems, more methods, and extensive risk analysis to keep this the most comprehensive and instructional book on trading systems today. His detailed, hands-on manual offers a complete analysis, using a systematic approach with in-depth explanations of each technique. This edition also includes a CD-ROM that contains the TradeStation EasyLanguage program, Excel spreadsheets, and Fortran programs that appear in the book.
For more than two decades, futures traders have turned to the classic Trading Systems and Methods for complete information about the latest, most successful indicators, programs, algorithms, and systems. Perry Kaufman, a leading futures expert highly respected for his years of experience in research and trading, has thoroughly updated this bestselling guide, adding more systems, more methods, and extensive risk analysis to keep this the most comprehensive and instructional book on trading systems today. His detailed, hands-on manual offers a complete analysis, using a systematic approach with in-depth explanations of each technique. This edition also includes a CD-ROM that contains the TradeStation EasyLanguage program, Excel spreadsheets, and Fortran programs that appear in the book.
Reviews / Votes
"... the best book on technical trading strategies and techniques currently available... A must read." (The Technical Analyst, March/April 2006) "... it's packed with a ton of useful information on programs, spreadsheets, algorithms and other tools. It even comes with a CD-ROM that's pulsing with more hot, sexy info covering just about every trading trick under the sun." (Trader Monthly magazine, June/July 2005) "At $125, the book is not cheap, but no trader should be without it." (Managed Account Reports (MAR), April 2005)More details
Series
Edition
4., Auflage
Language
English
Place of publication
New York
United States
Publishing group
John Wiley and Sons Ltd
Target group
Professional and scholarly
Edition type
Revised edition
Illustrations
Illustrations
Dimensions
Height: 26 cm
Width: 19 cm
Thickness: 45 mm
Weight
2033 gr
ISBN-13
978-0-471-26847-5 (9780471268475)
Schweitzer Classification
Other editions
New editions
Book
03/2013
5th Edition
Wiley
€129.00
Article exhausted; check for reprint
Previous edition
Perry J. Kaufman
Trading Systems and Methods
Book
06/1997
3rd Edition
Wiley
€82.90
Article exhausted; check for reprint
Person
PERRY J. KAUFMAN is a leading expert in trading systems. Renowned for his mathematical skills and insight, Kaufman has developed significant theories in the area of price forecasting and portfolio allocation. As a consultant to many major investment companies and as a principal of successful investment funds, he has been actively involved in the practical analysis needed to support international investment management. Kaufman is the author of A Short Course in Technical Trading (Wiley) as well as eight other books. He has published numerous articles in Technical Analysis of Stocks & Commodities, Futures Industry, and Futures magazine. Mr. Kaufman has taught both statistics and trading at the graduate schools of major universities. Throughout the years, he has presented his ideas at professional seminars. Mr. Kaufman can be reached at pjk@perrykaufman.com.
Content
Preface.
Acknowledgments.
Chapter 1: Introduction.
Chapter 2: Basic Concepts.
Chapter 3: Charting.
Chapter 4: Charting Systems and Techniques.
Chapter 5: Event-Driven Trends.
Chapter 6: Regression Analysis.
Chapter 7: Time-Based Trend Calculations.
Chapter 8: Time-Based Trend Systems.
Chapter 9: Momentum and Oscillators.
Chapter 10: Seasonality.
Chapter 11: Cycle Analysis.
Chapter 12: Volume, Open Interest, and Breadth.
Chapter 13: Spreads and Arbitrage.
Chapter 14: Behavioral Techniques.
Chapter 15: Pattern Recognition.
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: Practical Considerations.
Chapter 23: Risk Control.
Chapter 24: Diversification and Portfolio Allocation.
Appendix 1: Statistical Tables.
Appendix 2: Method of Least Squares.
Appendix 3: Matrix Solution to Linear Equations and Markov Chains.
Appendix 4: Trigonometric Regression for Finding Cycles.
Appendix 5: Fourier Transformation.
Appendix 6: Construction of a Pentagon.
Bibliography.
About the CD-ROM.
Index.
Acknowledgments.
Chapter 1: Introduction.
Chapter 2: Basic Concepts.
Chapter 3: Charting.
Chapter 4: Charting Systems and Techniques.
Chapter 5: Event-Driven Trends.
Chapter 6: Regression Analysis.
Chapter 7: Time-Based Trend Calculations.
Chapter 8: Time-Based Trend Systems.
Chapter 9: Momentum and Oscillators.
Chapter 10: Seasonality.
Chapter 11: Cycle Analysis.
Chapter 12: Volume, Open Interest, and Breadth.
Chapter 13: Spreads and Arbitrage.
Chapter 14: Behavioral Techniques.
Chapter 15: Pattern Recognition.
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: Practical Considerations.
Chapter 23: Risk Control.
Chapter 24: Diversification and Portfolio Allocation.
Appendix 1: Statistical Tables.
Appendix 2: Method of Least Squares.
Appendix 3: Matrix Solution to Linear Equations and Markov Chains.
Appendix 4: Trigonometric Regression for Finding Cycles.
Appendix 5: Fourier Transformation.
Appendix 6: Construction of a Pentagon.
Bibliography.
About the CD-ROM.
Index.