交易系统与方法（原书第5版）

Perry J. Kaufman is a pioneer in the fields of systematic and quantitative trading, with nearly half a century of experience in securities and derivatives markets. He shares his knowledge and insights with fund managers, governments, and investment managers around the world. He started his career in the aerospace industry, working for NASA on navigation and control systems for spacecraft, including the famous Gemini program and the precursor to the Apollo program. As the golden age of American aerospace came to an end, Kaufman turned his attention to Wall Street. In 1973, just two years after the end of the Apollo program, he published the first edition of "Trading Systems and Methods." He was one of the first to apply computer models to market decision-making, developing optimization programs for investment portfolios and creating the earliest quantitative strategies, such as market-neutral strategies. He was a member of the Futures Market Research Center at Columbia University, the first chairman of the Advisory Committee on Vermont Securities Research Institute, and the founder of the Journal of Futures Markets. In 2002, he…

作者简介

佩里J.考夫曼（PerryJ.Kaufman）佩里Ｊ.考夫曼，拥有近半世纪的证券与衍生产品市场交易经验，是系统交易与量化交易领域的先驱。在全球各地向基金、政府以及投资经理分享自己所开创的系统交易领域的真知灼见。他的职业生涯开启于宇航领域，效力于NASA，负责航天器的导航与控制系统设计，参与了著名的双子星计划（美国最早的宇航员太空行走试验，阿波罗计划的先驱）。随着阿波罗计划的结束，美国航天的黄金时代走向尾声，他将视野转向了华尔街。1973年，在阿波罗计划结束后的第二年，《交易系统与方法》的第1版诞生。他是第一批将计算机模型运用于市场决策的先驱。他开发了投资组合最优化程序，并创立了市场中性策略等一系列早期量化策略的雏形。他是哥伦比亚大学期货市场研究中心的委员会成员，佛蒙特证券研究所顾问委员会的第一主席，创立了《期货市场学刊》。2002年，他在位于纽约曼哈顿的巴鲁克学院开创了交易系统的研究生课程，这是量化交易领域的里程碑事件。