The ultimate guide to trading systems, fully revised andupdated
For nearly thirty years, professional and individual tradershave turned to Trading Systems and Methods for detailedinformation on indicators, programs, algorithms, and systems, andnow this fully revised Fifth Edition updates coverage fortoday's markets. The definitive reference on trading systems, thebook explains the tools and techniques of successful trading tohelp traders develop a program that meets their own uniqueneeds.
Presenting an analytical framework for comparing systematicmethods and techniques, this new edition offers expanded coveragein nearly all areas, including trends, momentum, arbitrage,integration of fundamental statistics, and risk management.Comprehensive and in-depth, the book describes each technique andhow it can be used to a trader's advantage, and shows similaritiesand variations that may serve as valuable alternatives. The bookalso walks readers through basic mathematical and statisticalconcepts of trading system design and methodology, such as how muchdata to use, how to create an index, risk measurements, andmore.
Packed with examples, this thoroughly revised and updatedFifth Edition covers more systems, more methods, and morerisk analysis techniques than ever before.
- The ultimate guide to trading system design and methods, newlyrevised
- Includes expanded coverage of trading techniques, arbitrage,statistical tools, and risk management models
- Written by acclaimed expert Perry J. Kaufman
- Features spreadsheets and TradeStation programs for a moreextensive and interactive learning experience
- Provides readers with access to a companion website loaded withsupplemental materials
Written by a global leader in the trading field, TradingSystems and Methods, Fifth Edition is the essential referenceto trading system design and methods updated for a post-crisistrading environment.