Books

Trading Systems and Methods + Website, Fifth Edition (Wilet 2013) (Wiley, 2011) Previous translations into Chinese (Guangdong, 2006) and Spanish (millennium Capital 2010). Well-known reference guide and learning tool. Said to be "remarkably insightful." Presents systematic ways to trade in futures and equities. Includes methods, formulas, strengths, comparisons, as well as testing, robustness, market philosophy and experience. Extensive discussions of portfolio and risk management. Website contains ver 250 programs for TradeStation and Metastock, plus Excel spreadsheets.


Description: http://www.damaradiamond.com/images/Alpha%20Book%202011.jpgAlpha Trading: Profitable Strategies That Remove Directional Risk (Wiley, 2011) Presents a clear explanation of statistical arbitrage, strategies that take advantage of price dislocations as well as other market neutral techniques. Includes  extensive examples of pairs trading in both stocks and futures markets. Provides spreadsheets that allow you to do your own calculations.


Description: http://www.damaradiamond.com/images/KA%20A%20short%20course.jpgA Short Course in Technical Trading (Wiley, 2003), Translation into Chinese (Guangdong, 2006). Based on a graduate course taught at Baruch College, it teaches how to use both systematic analysis and common sense to make profitable trades in both equities and futures markets. It assumes no knowledge of trading.


Description: http://www.damaradiamond.com/images/KA%20Global%20Equity.jpgGlobal Equity Investing, (with Alberto Vivanti) McGraw-Hill, New York, 1997. Applies relative strength analysis to the major index markets to take advantage of shifting world economies in an investment portfolio. Provides insight into the culture and markets of each country.

 


Smarter Trading, McGraw-Hill, New York 1995. Translation into Italian (Millenium Capital, 2006). Topics of vital insight that will show you how to bridge the gap between theory and reality. A discussion about the changing nature of prices and markets, with a focus on expectations, risk control, profit-taking, price shocks, and the real cost of trading.


For a list of books and to order - Perry's Amazon Book Listings

Updated index for New Trading Systems & Methods, 4th Edition - download index


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