02757nam 2200433 450 991079384250332120191204104139.01-119-60539-31-119-60538-5(CKB)4100000009825787(MiAaPQ)EBC5972614(CaSebORM)9781119605355(EXLCZ)99410000000982578720191204d2020 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierTrading systems and methods /Perry J. KaufmanSixth edition.Hoboken, New Jersey :Wiley,2020.1 online resource (xviii, 1,150 pages)Wiley trading series1-119-60535-0 "Trading Systems and Methods, Sixth Edition provides traders, money managers, and trading systems developers with a complete understanding of the tools and techniques needed to develop or choose a trading program for their needs. It begins with a discussion of basic mathematical and statistical concepts including how much data to use, how to create an index, probabilities, and other tools necessary to an understanding of trading systems and methods. Key technical analysis topics and indicators are then covered including identifying trends and momentum. The analytical framework for comparing patterns to other systematic methods and techniques is presented. Examples are provided for stocks, including ETFs and futures. This new edition offers expanded coverage of arbitrage and high frequency trading, along with even more sophisticated risk management models. Trading Systems and Methods, Sixth Edition thoroughly updates this much in demand reference - adding more systems, more methods, and an extensive array of risk analysis techniques necessary to survive and thrive in post-crisis markets. As markets evolve, so must the strategies used to trade them. No one understands this more than Perry Kaufman - one of the world's most respected and trusted trading systems experts. For decades, professional and active individual traders have turned to Trading Systems and Methods for complete information about the latest, most successful indicators, programs, algorithms, and systems"--Provided by publisher.Wiley trading series.Commodity exchangesStatistical methodsCommodity exchangesStatistical methods.332.644Kaufman Perry J.101887Kaufman Perry J101887MiAaPQMiAaPQMiAaPQBOOK9910793842503321Trading systems and methods2168568UNINA