Trading systems and methods.
New edition of a comprehensive guide to trading systems.
Professional and individual traders have relied on trading systems and methods for over three decades. Renowned trading systems expert Perry Kaufman provides complete and reliable information about proven indicators, programs, systems and algorithms. The sixth edition of this highly respected book continues to provide readers with the knowledge they need to design or select the trading software best suited to their needs. In-depth discussions of basic mathematical and statistical concepts will teach readers how much data to use, how to create an index, how to determine probabilities, and how best to test your ideas. These technical tools and indicators help readers identify trends, dynamics, and patterns, while the analytical framework allows comparisons of systematic methods and techniques.
This updated, completely redesigned edition offers new use cases for stocks, ETFs and futures, and provides expanded coverage of arbitrage, high-frequency trading, and complex risk management models. More programs and strategies have been added, such as artificial intelligence techniques and game theory-based trading approaches. This invaluable resource offers a complete set of practical, user-ready tools:
Offers comprehensive changes and additional mathematical and statistical tools, trading systems and examples of current market situations.
Explains basic mathematical and statistical concepts with accompanying code
Includes new Excel spreadsheets with genetic algorithms, TradeStation code, MetaStock code, and more.
Provides access to a companion website with additional materials.
Trading systems and methods is an indispensable guide to trading systems, as well as system design and methods for professional and individual active traders, money managers, and trading system developers.
