Books by Perry Kaufman

A Guide to Creating a Successful Algorithmic Trading Strategy (Wiley 2015)

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.

Trading Systems and Methods + Website, Fifth Edition (Wilet 2013) (Wiley, 2011)

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. Website contains ver 250 programs for TradeStation and Metastock, plus Excel spreadsheets.

Alpha Trading: Profitable Strategies That Remove Directional Risk (Wiley, 2011)

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. Provides spreadsheets that allow you to do your own calculations.

A Short Course in Technical Trading (Wiley, 2003)

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. It assumes no knowledge of trading.


Updated index for New Trading Systems & Methods, 4th Edition

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