Perry J. Kaufman

Perry J. Kaufman brings more than thirty years of innovation to the derivative and equity markets.  Beginning as a "rocket scientist" in the Aerospace Industry, he worked on the navigation and control systems of Gemini. The markets captured his attention in the early 70’s and he was one of the first to develop computer models for making market decisions.

Kaufman developed a portfolio optimization program that operates on disjoint equity series output from a trading environment, a process that cannot be solved using traditional portfolio theory.  He has created market neutral strategies, stat-arb trading methods, short-term program trading for cash and derivative market instruments for institutional and commercial applications.

The scope of his work gives him a unique understanding of the interaction of complex market structures.  Among his consulting clients had been a mid-west farm management firm, major international energy firms, large security houses and banks internationally.

Kaufman was the first chairman of the Advisory Board of the Vermont Securities Institute (now the Institute for Financial Services).  He has always been active in broadening the understanding of the free market system, serving on the Director's Committee of Columbia University's Center for the Study for Futures Markets, founding the Journal of Futures Markets (Columbia University and John Wiley & Sons), and creating Wiley's Traders Advantage series.  In 2002 he taught a landmark course in systematic trading at the graduate school of Baruch college in New York City and he travels internationally speaking to issues critical to portfolio managers.

Click here to download the updated index for New Trading Systems & Methods, 4th Edition