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New Trading Systems and Methods, 4th Edition

New Trading Systems and Methods, 4th Edition

Perry J. Kaufman

ISBN: 978-0-471-26847-5

Feb 2005

1200 pages


Get the bestselling guide to trading systems, now updated for the 21st century.

For more than two decades, futures traders have turned to the classic Trading Systems and Methods for complete information about the latest, most successful indicators, programs, algorithms, and systems. Perry Kaufman, a leading futures expert highly respected for his years of experience in research and trading, has thoroughly updated this bestselling guide, adding more systems, more methods, and extensive risk analysis to keep this the most comprehensive and instructional book on trading systems today. His detailed, hands-on manual offers a complete analysis, using a systematic approach with in-depth explanations of each technique. This edition also includes a CD-ROM that contains the TradeStation EasyLanguage program, Excel spreadsheets, and Fortran programs that appear in the book.

Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.



Chapter 1: Introduction.

Chapter 2: Basic Concepts.

Chapter 3: Charting.

Chapter 4: Charting Systems and Techniques.

Chapter 5: Event-Driven Trends.

Chapter 6: Regression Analysis.

Chapter 7: Time-Based Trend Calculations.

Chapter 8: Time-Based Trend Systems.

Chapter 9: Momentum and Oscillators.

Chapter 10: Seasonality.

Chapter 11: Cycle Analysis.

Chapter 12: Volume, Open Interest, and Breadth.

Chapter 13: Spreads and Arbitrage.

Chapter 14: Behavioral Techniques.

Chapter 15: Pattern Recognition.

Chapter 16: Day Trading.

Chapter 17: Adaptive Techniques.

Chapter 18: Price Distribution Systems.

Chapter 19: Multiple Time Frames.

Chapter 20: Advanced Techniques.

Chapter 21: System Testing.

Chapter 22: Practical Considerations.

Chapter 23: Risk Control.

Chapter 24: Diversification and Portfolio Allocation.

Appendix 1: Statistical Tables.

Appendix 2: Method of Least Squares.

Appendix 3: Matrix Solution to Linear Equations and Markov Chains.

Appendix 4: Trigonometric Regression for Finding Cycles.

Appendix 5: Fourier Transformation.

Appendix 6: Construction of a Pentagon.


About the CD-ROM.


". . . the best book on technical trading strategies and techniques currently available. . . A must read." (The Technical Analyst, March/April 2006)

"... it's packed with a ton of useful information on programs, spreadsheets, algorithms and other tools. It even comes with a CD-ROM that's pulsing with more hot, sexy info covering just about every trading trick under the sun." (Trader Monthly magazine, June/July 2005)

"At $125, the book is not cheap, but no trader should be without it." (Managed Account Reports (MAR), April 2005)

Download the VIDYA.xls file mentioned on page 1153 missing on the CD
Download the Kaufman Adaptive.xls file mentioned on page 1153 missing on the CD
ChapterPageDetailsDatePrint Run
171153Missing .xls files referenced on page 1153
Go to the Download page to download the two missing .xls files referenced on page 1153 that we inadvertently left off the CD.

  • TEACHES SKILLS IMPORTANT TO FINANCIAL SURVIVAL. Kaufman gives readers a running start as a trader, offers usage tips on the most popular trading tools, unlike any other book on the market at a convenient price.
  • UNIQUE AUTHOR APPROACH. Kaufman offers readers a book full of trading insights, allowing for the novice (no special skills needed), and focuses on using technical indicators and technical analysis.
  • INCLUDES A TRADING GAME. The trading game encourages the reader to trade along with the lessons. Kaufman poses the likely problems that the reader will encounter once trading begins. As the trading becomes more complicated, so do the problems encountered. These insights and trading tips are formulated from years of Kaufman's experience with watching students trade, noting their successes and failures throughout the cycle of the courses.