Perry Kaufman
Perry Kaufman is the author of the well-known Trading Systems and Methods, and more recently Kaufman Constructs Trading Systems and Learn To Trade. He is an active trader and has spent his career as the architect for trading systems used by institutions and funds, often partnering with those firms.
His experience includes commodities and equities. He has traded and 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, and now the Covid pandemic. He understands risk control and believes that not all trading needs to be complex to be profitable.
For those who don’t already know, Perry began his career as a “rocket scientist,” working on the navigation that was to be used in Gemini, then in military reconnaissance. He discovered the futures markets in 1971 and applied those techniques to equities in the early 2000s.
In the 1970s, Perry was a partner in an agribusiness company, in the 1980s he headed systematic trading for Transworld Oil in Bermuda, trading one of the largest proprietary accounts in futures markets in the world. In the 1990s, he was a principal in a CTA that achieved an information ratio of 3.0 after eight years, later sold to ED&F Man. Since 2000, he has consulted to many institutional clients.
Perry can be reached through his website, www.kaufmansignals.com.
