Perry Kaufman

President at KaufmanSignals.com

Perry Kaufman is well-known as the author of Trading Systems and Method, and recently, A Guide to Developing a Successful Algorithmic Trading System, but he has spent his career as a financial engineer and the architect for trading systems used by institutions and funds, often partnering with those firms.
Beginning as a “rocket scientist” in the aerospace industry, and then in military reconnaissance, he switched to trading in the early 1970s. His experience ranges from the agricultural markets to high-frequency trading, arbitrage, and FX Carry. He has successfully managed money through the U.S.-Russian wheat deal of 1973, 20% interest rates of 1980, the stock market crash of 1987, the internet bubble of 2000, and the subprime crisis of 2008. After eight years of intraday trading with a 3.0 Sharpe ratio, he sold his company to ED&F Man in 1998.
More information can be found on his website, www.kaufmansignals.com.

 

 

ABSTRACT

Two Trading Systems with a Twist

There are countless ways to profit in the market, and Perry Kaufman will present two new methods that teach and reinforce basic investment principles. The first shows that trading selected Dow components can be more profitable than any of the broad indices. The selection method reinforces old notions of price persistence. Add to that a simple arbitrage which, combined with deleveraging, can noticeably reduce the risk, and you have a strategy that will appeal to a broad segment of investors.
The second method takes a short-term pattern approach, applied to futures markets, which has a history of consistent profits but does not trade often enough to avoid boredom and low total returns. By combining other markets in a way that greatly increases returns while keeping the investment small, you have a trading method that will appeal to many investors not interested in high exposure to risk normally associated with futures markets.