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 rewritten and updated his bestselling guide, which remains the most comprehensive and instructional book on trading systems today. This detailed, hands-on manual offers a thorough analysis, using a systematic approach and explanation of each method of calculation or operation. Trading Systems and Methods continues to be the single best resource for the trader or market analyst who wants to create or choose a successful trading system.
'Probably the most comprehensive guide to trading systems ever written from one of the foremost experts in the field. This is an invaluable reference work for anyone with an interst in trading systems.'
- Jack D. Schwager, author, Technical Analysis and The New Market Wizards
'Perry Kaufman has no peer in the field of trading system design. In this authoritative new edition, Perry adds rich material to remarkable body of indicators and timing methods.'
- Nelson Freeburg, Editor, Formula Research
1. Introduction
2. Basic Concepts
3. Regression Analysis
4. Trend Calculations
5. Trend Systems
6. Momentum And Oscillators
7. Seasonality
8. Cycle Analysis
9. Charting
10. Volume, Open Interest, and Breadth
11. Point-And-Figure Charting
12. Charting Systems
13. Spreads and Arbitrage
14. Behavioural Techniques
15. Pattern Recognition
16. Day Trading
17. Adaptive Techniques
18. Price Distribution System
19. Multiple Time Frames
20. Advanced Techniques
21. Testing
22. Practical Considerations
23. Risk Control
Appendices
About Perry J. Kaufman
PERRY J. KAUFMAN is a leading technical expert in futures markets. Renowned for his mathematical skills and insight, Kaufman has developed significant theories in the area of price forecasting. As a principal of Man--Drapeau Research, Pte. Ltd. (Singapore), he is actively involved in the practical analysis needed to support an international investment management firm. Throughout the past 20 years, Kaufman has helped to foster the education of research analysts and investors, publishing books and writing articles for Technical Analysis of Stocks & Commodities, Futures Industry, and Futures magazine. He has participated in the Dow Jones--Telerate Seminars world tours, professional conferences, academic programs, and has been an occasional guest on CNBC.
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