Trading Systems & Methods — Perry J. Kaufman

Trading Systems and Methods — Perry J. Kaufman

Trading Systems and Methods is a detailed reference for building, testing, and improving systematic trading strategies. Perry Kaufman explains indicators, algorithms, and models used by professional traders, with strong focus on mathematics, statistics, and risk control. The book helps traders choose or design systems based on logic, data, and probability rather than guesswork.

Key points:
• Build and evaluate trading systems
• Understand indicators and algorithms
• Use math and statistics in trading
• Test ideas with proper data
• Measure probability and performance
• Identify trends and market patterns
• Compare different system approaches
• Advanced risk management models
• Coverage of stocks, ETFs, futures
• Includes AI and game theory methods
• Practical tools and real examples