Books by Perry Kaufman

Trading Systems - 6ed.
Perry J. Kaufman - Wiley 2020

Trading Systems and Methods • Sixth Edition

The new edition of the definitive reference to trading systems―expanded and thoroughly updated.

This respected book continues to provide readers with the knowledge required to develop or select the trading programs best suited for their needs.

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.

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.

Trading Strategy
Perry Kaufman - Wiley 2015

A Guide to Creating a Successful Algorithmic Trading Strategy

This compact guide shares Perry Kaufman's years of experience developing trading strategies, both the right way and the wrong way.  Written in a clear, straight-forward style, it exposes both large and small pitfalls that will be encountered, and shows the best way of resolving them.  It illustrates why achieving success in trading is not just about buying and selling at a profit, but also managing their risk.

Alpha Trading
Perry Kaufman - Wiley 2011

Alpha Trading: Profitable Strategies That Remove Directional Risk

Presents a clear explanation of statistical arbitrage, strategies that take advantage of price dislocations as well as other market neutral techniques. Includes extensive examples of pairs trading in both stocks and futures markets.
It provides spreadsheets that allow you to do your own calculations.

Short Course in Technical Trading
Perry Kaufman - Wiley 2003

A Short Course in Technical Trading

Translation into Chinese (Guangdong, 2006). Based on a graduate course taught at Baruch College, it teaches how to use both systematic analysis and common sense to make profitable trades in both equities and futures markets.
This course assumes no previous knowledge of trading.

Trading Systems & Methods
Perry Kaufman - Wiley 2013/2011

Trading Systems and Methods + Website, Fifth Edition

Previous translations into Chinese (Guangdong, 2006) and Spanish (millennium Capital 2010). Well-known reference guide and learning tool. Said to be "remarkably insightful."

Presents systematic ways to trade in futures and equities. Includes methods, formulas, strengths, comparisons, as well as testing, robustness, market philosophy, and experience. Extensive discussions of portfolio and risk management.

The website contains over 250 programs for TradeStation and Metastock, plus Excel spreadsheets.

Scroll to Top