Perry J. Kaufman

Last updated
Perry J. Kaufman
Born (1943-10-17) October 17, 1943 (age 79)
New York, NY, USA
NationalityAmerican
Occupation(s)Rocket scientist, writer, systematic trader, investment manager, entrepreneur
Website www.perrykaufman.com and www.kaufmananalytics.com

Perry J. Kaufman is an American systematic trader, rocket scientist, index developer, and quantitative financial theorist. He is considered a leading expert in the development of fully algorithmic trading programs (mostly written in Fortran). [1]

Contents

Career

Kaufman currently serves as the president of Kaufman Analytics, Ltd. He received a BS in Mathematics from the University of Wisconsin and an MBA from the New York Institute of Technology.

Aerospace background

Beginning as a “rocket scientist” in the aerospace industry, Kaufman worked on the navigation and control systems for the Orbiting Astronomical Observatory, the predecessor of the Hubble Space Telescope. [2] Moreover, he was involved in the development of navigation systems for Project Gemini which were later used for Apollo missions. [3]

Trading experience

Kaufman worked in trading, research and advisory functions at major commercial banks, securities houses, central banks, and hedge funds.

After leaving the aerospace industry, Kaufman became a partner in an Illinois-based farm management company where, as a commercial hedger, he developed expertise in trading commodity futures markets. Between 1981 and 1991, Kaufman resided in Bermuda where he worked as Head of Trading Systems for Transworld Oil, Ltd. (Bermuda). He was a principal at Man-Drapeau Research (Singapore) from 1992 to 1998 and worked in consulting functions for Cinergy and Prudential-Bache. [4] Between 2003 and 2008, Perry J. Kaufman worked as a portfolio manager and senior quantitative analyst for Graham Capital Management, a hedge fund with a focus on managed futures trading strategies. [5] Kaufman is currently a consultant to Mizuho Alternative Investments and serves as a board member at ARIAD Asset Management GmbH. [6] Kaufman also advises the Aquantum Group and collaborates with the company in the design of systematic trading programs and indices. [7]

Publications & Canon Contributions

Kaufman is the founder of the Journal of Futures Markets and creator of John Wiley & Sons's Traders Advantage series.

Kaufman has authored numerous books, the most popular of which is New Trading Systems and Methods, first published by John Wiley & Sons in 1978 and now in its fifth edition. Since the late 1970s, Kaufman has published a total of 14 books to contribute to theories in the areas of price forecasting and portfolio allocation. Some of his books were translated into Chinese, Russian, Italian, Spanish, and Japanese. His latest book, Learn to Trade, was published in 2022.

Since 1973, Kaufman has published numerous articles in, for example, the Journal of Futures Markets , Futures , Technical Analysis of Stocks and Commodities , and Futures Industry Magazine. Samples of this work can be found below.

Kaufman has been a speaker at universities, major industry seminars, New York Stock Exchange corporate training courses, and the Dow Jones World Tours. He has made a number of radio and television appearances. Examples of his presentations can be found below.

Books

Book contributions

Articles and interviews

Interviews, lectures and speeches

Board memberships and affiliations

Related Research Articles

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References

  1. ↑ "Quote from The Technical Analyst (2009)" (PDF). Archived from the original (PDF) on 2015-11-24. Retrieved 2015-11-23.
  2. ↑ Quote from Information Management Network (www.imn.org) Archived 2011-10-11 at the Wayback Machine
  3. ↑ Extract from Alpha Trading (Wiley, 2011)
  4. ↑ Quote from www.moneymentor.com
  5. ↑ From ET Business College
  6. ↑ Ariad GmbH website
  7. ↑ Aquantum Group website
  8. ↑ Trading Lessons Learned the Hard Way (Futures, 2002)
  9. ↑ Crossover Relative Value Trading (Futures, December 2008)
  10. ↑ Interview with Perry Kaufman (The Technical Analyst, May 2009) Archived 2013-03-12 at the Wayback Machine
  11. ↑ "Interview of Perry Kaufman, author of the bible of the trading systems (AutomatedTrading.eu, January 2013)". Archived from the original on 2013-04-23. Retrieved 2013-01-05.
  12. ↑ A Book Review & Interview with Perry Kaufman [ permanent dead link ]
  13. ↑ "Algorithmic trading, evolution to the Future". Archived from the original on 2016-08-16. Retrieved 2016-07-01.
  14. ↑ Portfolio Allocation Using Genetic Algorithms [ permanent dead link ] (IFTA. Madrid, 2004)
  15. ↑ Model Performance and Risk Metrics (Technical Analyst Conference, London, 2009) Archived 2012-04-25 at the Wayback Machine
  16. ↑ The Impact of Global Investing on Asian Markets (Synopsis) (Asian Financial Forum, Hong Kong, January 2011)
  17. ↑ The Impact of Global Investing on Asian Markets (Presentation) (Asian Financial Forum, Hong Kong, January 2011)
  18. ↑ Website of Aquantum Group
  19. ↑ Website of Ariad GmbH
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