Trading Systems and Methods (5th Edition)
Trading Systems and Methods, + Website, 5th Edition by Perry J. KaufmanThe ultimate guide to trading systems, fully revised and updated
Presenting an analytical framework for comparing systematic methods and techniques, this new edition offers expanded coverage in nearly all areas, including trends, momentum, arbitrage, integration of fundamental statistics, and risk management. Comprehensive and in-depth, the book describes each technique and how it can be used to a trader's advantage, and shows similarities and variations that may serve as valuable alternatives. The book also walks readers through basic mathematical and statistical concepts of trading system design and methodology, such as how much data to use, how to create an index, risk measurements, and more.
Packed with examples, this thoroughly revised and updated Fifth Edition covers more systems, more methods, and more risk analysis techniques than ever before.
- The ultimate guide to trading system design and methods, newly revised
- 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 more extensive and interactive learning experience
- Provides readers with access to a companion website loaded with supplemental materials
Written by a global leader in the trading field, Trading Systems and Methods, Fifth Edition is the essential reference to trading system design and methods updated for a post-crisis trading environment.
Hardcover: 1232 pages
Publisher: Wiley; 5th Edition (January 2013)
Availability: In Stock - Usually ships the next business day.