New Trading Systems and Methods

By: Perry J. Kaufman

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Product code: 21286
ISBN: 047126847X
1200 pages
Format: Hb
Published by: John Wiley & Sons, 2005, 4th edition

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New Trading Systems and Methods - front page cover image

Description of New Trading Systems and Methods

The bestselling guide to trading systems, 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 his bestselling guide, adding more systems, more methods, and extensive risk analysis to keep this the most comprehensive and instructional book on trading systems today.

This detailed, hands-on manual offers a complete analysis, using a systematic approach with in-depth explanations of each technique. This Fourth Edition also provides readers with a CD-ROM that contains the TradeStation EasyLanguage program, Excel spreadsheets, and Fortran programs that appear in the book.

New Trading Systems and Methods - Chapter headings

Preface
Acknowledgments

1. Introduction
2. Basic Concepts
3. Charting
4. Charting Systems and Techniques
5. Event-Driven Trends
6. Regression Analysis
7. Time-Based Trend Calculations
8. Time-Based Trend Systems
9. Momentum and Oscillators
10. Seasonality
11. Cycle Analysis
12. Volume, Open Interest, and Breadth
13. Spreads and Arbitrage
14. Behavioral Techniques
15. Pattern Recognition
16. Day Trading
17. Adaptive Techniques
18. Price Distribution Systems
19. Multiple Time Frames
20. Advanced Techniques
21. System Testing
22. Practical Considerations
23. Risk Control
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

Authobiography of Perry J. Kaufman

Perry J. Kaufman (Redding, CT) is a financial engineer and a leading expert in trading systems. As an advisor to major international trading companies and financial institutions, and as a principal of successful investment funds, he is actively involved in the practical analysis needed to support international investment management. He can be reached at pjk@perrykaufman.com.