Trading Systems and Methods – Perry Kaufman

Trading Systems and Methods (6th Edition) is a deep dive into how real systematic trading actually works. Perry Kaufman breaks everything down—from raw mathematical tools to fully built trading programs—so traders can move beyond guesswork and build rules that survive real market conditions. This edition pushes further into modern territory with examples drawn from stocks, ETFs, futures, arbitrage setups, high-frequency techniques, and even AI-driven approaches.

• Get a full breakdown of indicators, formulas, and program logic used by system developers.
• Learn how to handle data, measure probabilities, and stress-test ideas correctly.
• See how trend, momentum, and pattern tools work in different market types.
• Explore fresh material on arbitrage, HFT concepts, and AI-based trading models.
• Access spreadsheets and code for building, modifying, and testing your own systems.
• Compare multiple methodologies to find a structure that matches your trading style.