Perry J. Kaufman
Publications

 
 

 

BOOKS  
New Trading Systems & Methods, 4th Edition John Wiley & Sons, 2005 (with CD-ROM)
    updated index

Trading Systems and Methods is a comprehensive reference guide, a learning tool, and an analysis of systematic ways to trade both in futures and equities. It includes an extensive selection of trading system, plus chapters on charting, risk analysis, portfolio allocation, and important mathematical tools. It makes no attempt to prove that one trading method is better than another, but shows how they work, the strong and weak points of each approach, and their similarities, often accompanied by some experience and philosophy. Included in this book are program examples with code in EasyLanguage and Excel. To speed your work some of the programs are presented on a CD.

A Short Course in Technical Trading, John Wiley & Sons, 2004
Based on a graduate course taught at Baruch College, A Short Course assumes no knowledge of trading. It steps you through the process of understanding the price movement of stocks and how to use both systematic analysis and common sense to make profitable trades. At the end you will be able to use market indicators, understand how interest rates, the U.S. dollar, and the price of gold affects specific stocks and the market as a whole. You will also see how trading in the S&P index futures causes a reaction in individual stocks. This book is packed with examples and charts, and can be used for a classroom text or personal learning.

Global Equity Investing, (with Alberto Vivanti) McGraw-Hill, New York, 1997
Global Equity Investing applies relative strength analysis to the major index markets to show how you can take advantage of shifting world economies in your own investment portfolio. It provides valuable insight into each culture and their markets with their subsequent effect on world stock prices. At a time when the economies of the U.S., Europe, and Asia alternate in they way they impact each others markets, it is necessary to have a sound approach to recognizing which forces are driving price. There are simple suggestions on ways to use the information profitably.

Smarter Trading, McGraw-Hill, New York 1995
Written after years of trading experience, Smarter Trading presents topics of vital insight that will show you how to bridge the gap between theory and reality. It discusses the changing nature of prices and markets, with a focus on expectations, risk control, profit-taking, price shocks, and the real cost of trading.  This book introduces Kaufman’s Adaptive Moving Average.

Trading Systems and Methods, 3rd Edition, John Wiley & Sons, 1998 (also in Russian, 2002)

The New Commodity Trading systems and Methods, John Wiley & Sons, New York, 1987

The Concise Handbook of Futures Markets, John Wiley & Sons, New York, 1986

The Handbook of Futures Markets, John Wiley & Sons, New York, 1984

Technical Analysis in Commodities, John Wiley & Sons, New York, 1980 (also in Japanese, UNI 1986)

Commodity Trading Systems and Methods, John Wiley & Sons, New York, 1978

Point-and-Figure Commodity Trading Techniques, Investors Intelligence, Larchmont, New York, 1975

Book Contributions

"Moving Averages and Trends," in Todd Lofton, Trading Tactics, Chicago Mercantile Exchange, Chicago 1986

"Technical Analysis," in Nancy Rothstein, The Handbook of Financial Futures, McGraw-Hill, New York, 1984

Articles

Since 1973, Mr. Kaufman has published numerous articles in the Journal of Futures Markets, Futures, Technical Analysis of Stocks and Commodities and Futures Industry.  Some of these are:

  • "Lessons Learned the Hard Way," Futures, August 2002
  • "Positioning the Greek Equities Market for International Investing," Second World Congress of Nonlinear Analysts, July 1996, Athens, Greece
  • "Price Shocks: Reevaluating Risk/Return Expectations," Futures Industry, July 1995
  •  "Perry Kaufman on Market Analysis," Technical Analysis of Stocks and Commodities, July 1995, reprinted in bonus issue 1998
 

 

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