About the book
Author Perry Kaufman provides an authoritative guide to the various indicators, systems, programs, and algorithms in developing trading programs. This sixth edition includes comprehensive discussions of the fundamental mathematical and statistical concepts that readers can refer to when making decisions on data to use, creating indexes, and more. It includes technical tools and indicators that work best in identifying trading signals such as trends, patterns, and price momentum. The book also includes discussions about systematic methods and techniques in trading.
This is a revised and updated version of Kaufman’s original content that delves into the various trading methods and systems. The difference of this edition is that it includes current market conditions and how stocks, futures, and others work in the current market state. It gives thorough discussion about different strategies and how they are applied to real-world trading and even explains the fundamental concepts. This book is a comprehensive guide to the statistical and mathematical tools that best function in modern market conditions.
About the Author
PERRY J. KAUFMAN is a financial engineer who is known for his work on developing algorithmic strategies for global equity and futures markets. He has authored many financial books and is widely regarded for his work. He also co-founded the Journal of Futures Markets.
Table of Contents
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