Trading Systems and Methods: + Website (Wiley Trading) - Hardcover

Kaufman, Perry J.

Hardcover

ISBN 10: 1118043561 ISBN 13: 9781118043561

Verlag: John Wiley & Sons Inc, 2013

Inhaltsangabe

THE ULTIMATE GUIDE TO TRADING SYSTEMS, FULLY REVISED AND UPDATED FOR NEARLY THIRTY YEARS, PROFESSIONAL AND INDIVIDUAL TRADERS HAVE TURNED TO TRADING SYSTEMS AND METHODS FOR DETAILED INFORMATION ON INDICATORS, PROGRAMS, ALGORITHMS, AND SYSTEMS, AND NOW THIS FULLY REVISED FIFTH EDITION UPDATES COVERAGE FOR TODAY'S MARKETS. THE DEFINITIVE REFERENCE ON TRADING SYSTEMS, THE BOOK EXPLAINS THE TOOLS AND TECHNIQUES OF SUCCESSFUL TRADING TO HELP TRADERS DEVELOP A PROGRAM THAT MEETS THEIR OWN UNIQUE NEEDS. 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

Über diesen Titel

Reseña del editor

The ultimate guide to trading systems, fully revised and updated For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today's markets. The definitive reference on trading systems, the book explains the tools and techniques of successful trading to help traders develop a program that meets their own unique needs. 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.

Contraportada

High praise for TRADING SYSTEMS AND METHODS, FIFTH EDITION

"Kaufman's book has continued to expand and mature since I first read the very first edition, which I thought was a great book. It continues to be a relevant, comprehensive guidebook and cookbook of trading system methods. For all those who are interested in building trading systems, it is an essential resource."
—Dr. Ian J. Nield, Special Advisor, Financial Markets Department, Reserve Bank of New Zealand, Wellington

"The new Fifth Edition of Perry Kaufman's Trading Systems and Methods is a significant step forward in understanding trading in the twenty-first century. Perry has taken the most important book on systematic trading and made it even better and more relevant by focusing on the challenges of trading in these remarkable times. In particular, Perry expands on his discussion of risk which has been an important focus of everything he has written, but now takes on even more importance. The Fifth Edition should be required reading for anyone serious about trading."
—Jeff Quinto, President, Electronic Futures Trader Inc., Professional Trader Mentoring Program and Professional Trader Academy

"In my two decades in this industry, one of the few constants has been Trading Systems and Methods. This book is simply the most complete single source of trading methods that work. If you're going to own only one trading book, this is it."
—Murray A. Ruggiero Jr., Contributing Editor, Futures magazine, Vice President of R&D, TradersStudio, Inc.

"In his fifth edition, Perry Kaufman has woven the notion of risk throughout his seminal work on trading systems development. As always, he provides insightful and valuable opinions on various trading methods. The premier reference work on the subject."
—John McPartland, Senior Policy Advisor, Financial Markets Group, The Federal Reserve Bank of Chicago

"This book is essential reading for anyone interested in systematic trading. It contains comprehensive coverage of all major aspects involved in system design and implementation. Like a great teacher, Perry Kaufman is able to explain complex subject matter in a way that is both clear and concise. If there is one book that anyone in the world of trading systems should have on their shelf, it is this one."
—Thomas Morrow, founding partner, Aquantum AG

Details zur Ausgabe

• Verlag: John Wiley & Sons Inc
• Erscheinungsdatum: 2013
• ISBN 10: 1118043561
• ISBN 13: 9781118043561
• Einband: Tapa dura
• Sprache: Englisch
• Auflage: 5
• Anzahl der Seiten: 1232