I am always surprised by the large number of Aerospace engineers and expert system technicians who ultimately end up in this systematic trading world. These complex financial markets provide an attractive lure for the inquisitive engineer in many of us who are fascinated by the complexity of these financial markets and their evolving non-linear dynamic nature. Perry Kaufman is no exception and like some others in this game, began his career working in Aerospace on the Orbiting Astronomical Observatory (the predecessor to the Hubble Telescope).

Perry has made a lasting legacy to the systematic trading game with his signature book “Trading Systems and Methods” which is now in it’s 5th edition. This wonderful resource provides an in depth look at a vast array of different indicators, programs, algorithms and systems and is a crucial resource we use at ATS to test a variety of different trading systems and methods.

There is so much logic and sense to the content rich advice that Perry gives through his podcasts, website and vast array of books on systematic trading and his humor, grace and charm is infectious. If you haven’t spent time listening to and reading Perry’s contribution to the Systematic trading world, then now is the time to start.

Podcasts

Perry Kaufman discusses market noise, price shocks, volatility and the Information Ratio

Perry Kaufman on building algorithmic trading strategies

Perry Kaufman Interview with Michael Covel on Trend Following Radio

Website

Kaufman Signals

Books

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