eBook - Trading Systems and Methods, 6ed

  • ISBN: 9789373327181
  • 1168 pages

Available Exclusively as an eBook | Part of the AI Collection | Only for Institutional Purchase | Publication Year: 2020

Description

Trading Systems and Methods, 6th Edition by Perry J. Kaufman, is a comprehensive and authoritative guide on trading systems, techniques, and algorithms. It covers mathematical and statistical tools, proven indicators, momentum, arbitrage, AI techniques, and risk management, offering practical tools and updated examples for professional and individual traders, system developers, and money managers.

About the Author

PERRY J. KAUFMAN is a financial engineer known for developing algorithmic strategies for global equity and futures markets.

Table of Contents

Preface

Chapter 1 Introduction

Chapter 2 Basic Concepts and Calculations

Chapter 3 Charting

Chapter 4 Charting Systems

Chapter 5 Event-Driven Trends

Chapter 6 Regression Analysis

Chapter 7 Time-Based Trend Calculations

Chapter 8 Trend Systems

Chapter 9 Momentum and Oscillators

Chapter 10 Seasonality and Calendar Patterns

Chapter 11 Cycle Analysis

Chapter 12 Volume, Open Interest, and Breadth

Chapter 13 Spreads and Arbitrage

Chapter 14 Behavioral Techniques

Chapter 15 Short-Term Patterns

Chapter 16 Day Trading

Chapter 17 Adaptive Techniques

Chapter 18 Price Distribution Systems

Chapter 19 Multiple Time Frames

Chapter 20 Advanced Techniques

Chapter 21 System Testing

Chapter 22 Adding Reality

Chapter 23 Risk Control

Chapter 24 Diversification and Portfolio Allocation

Index

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