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Informationen zum Autor PERRY J. KAUFMAN is a financial engineer, well-known for developing algorithmic strategies for the global equity and futures markets. Mr. Kaufman's Trading Systems and Methods has been called "the most authoritative and comprehensive work" in the field. He is also author of A Guide to Creating a Successful Algorithmic Trading Strategy (Wiley). Mr. Kaufman also co-founded the Journal of Futures Markets. Klappentext "If I could only have one book on the markets in my library, this would be it. Perry Kaufman is at the top of my pedestal for his innovative research and market expertise. This new edition is one of the most relevant works out there." ? Linda Raschke, President of LBRGroup, Author of Trading Sardines: Lessons in the Markets by a Lifelong Trader "It has been more than 30 years since we first discovered the 1st edition. Since then, our readers have enjoying and benefited from each new edition and are always impressed with easy-to-understand explanation of the important and universal contents about trading systems. We strongly recommend this book for our members and Japanese investors." ?Kakuya Kojoh, Chairman & Akihiro Niimi, Vice Chairman, The Nippon Technical Analysts Association "Perry has done it again! This Sixth Edition has been thoroughly updated to make it the most comprehensive resource covering technical analysis available anywhere. It should be on the bookshelf of every trader, from beginner to professional." ?John F. Ehlers, President, MESA Software "Perry's book is key in helping to answer the age old question of when to buy and when to sell. A must read for anyone who invests." ?Michael Pallitto, Financial Advisor THE BESTSELLNG GUIDE TO TRADING As markets inevitably evolve, so must the strategies and tools used to trade them. No one understands this more than Perry Kaufman?one of today's most respected market experts. For more than 30 years, traders have turned to Kaufman's classic Trading Systems and Methods for complete information about the latest, most successful indicators, programs, algorithms, and systems. Now, in this revised Sixth Edition , Kaufman thoroughly updates his bestselling guide?adding new systems, new techniques, and many international examples?and shows you the best ways to trade today's futures and equities markets. The companion website, which contains TradeStation programs, Metastock programs, and Excel spreadsheets, allow you to test both the systems presented in the book and your own variation of these trading strategies. With everything from basic information on statistical analysis to advanced guidance on implementing algorithms and other tech trading solutions, this is an excellent, comprehensive resource for current and aspiring market professionals. Zusammenfassung The systems material in this book can be applied with sidebars that pull out the computer programme and code material. It combines a technical reading book, or reference, with a hands-on workbook. Inhaltsverzeichnis Preface xv Chapter 1 Introduction 1 The Expanding Role of Technical Analysis 1 Convergence of Trading Styles in Stocks and Futures 3 Professional and Amateur 5 Random Walk 6 Deciding on a Trading Style 7 Measuring Noise 9 Maturing Markets and Globalization 12 Background Material 14 System Development Guidelines 15 Objectives of This Book 16 Profile of a Trading System 17 A Word about the Notation Used in This Book 20 A Final Comment 20 Chapter 2 Basic Concepts and Calculations 21 A Brief Word About Data 22 Simple Measures of Error 23 On Average 24 Price Distribution 28 Moments of the Distribution: Mean, Variance, Skewness, and Kurtosis 32 Choosing Between Freque...
