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Perry Kaufman Podcasts

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5 of The Best Podcast Episodes for Perry Kaufman. A collection of podcasts episodes with or about Perry Kaufman, often where they are interviewed.

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5 of The Best Podcast Episodes for Perry Kaufman. A collection of podcasts episodes with or about Perry Kaufman, often where they are interviewed.

Updated daily with the latest episodes

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STS 003 – Perry Kaufman: from the Apollo program to fully automated trading

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Today I have a great pleasure to interview a true icon in the world of systematic trading. Ladies and gentlemen, today you can listen to my interview with Perry Kaufman!

He began his career in the aerospace industry as a rocket scientist, and his work was used in the Apollo missions. He moved then to trading.

His trading career began in 1971, in the futures market, and since the very beginning, he was involved in constructing algorithmic trading systems. He was working with the greatest CTAs and financial institutions.

He’s an author of many highly acclaimed books. And in this episode, we talk about topics discussed in his latest work titled “A Guide to Creating A Successful Algorithmic Trading Strategy”.

So, let’s start — I hope you will enjoy!
May 24 2018 · 1hr 9mins
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ST 009: Perry Kaufman, czyli jak przełożyć doświadczenia programu Apollo na trading algorytmiczny (EN)

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Dziś mam ogromną przyjemność zaprezentować wywiad z prawdziwą ikoną tradingu opartego o algorytmy. Panie i Panowie, zapraszam do wysłuchania wywiadu z Perry Kafuman'em.

Rozpoczął swoją karierę w przemyśle kosmicznym przy budowie rakiet. Jego praca była wykorzystana m.in. w programie Gemini i Apollo. Następnie swoją karierę pokierował w stronę tradingu.

W 1971 roku zaczął handlować kontraktami terminowymi i od początku wykorzystywał do tego algorytmy budując systemy transakcyjne. Pracował z najlepszymi CTA w branży.

Perry jest autorem wielu uznanych książek. W tym odcinku rozmawiamy m.in. o tematyce poruszonej w jego książce zatytułowanej "A Guide to Creating A Successful Algorithmic Trading Strategy".

Strona odcinka: https://systemtrader.pl/009
Apr 16 2018 · 1hr 9mins

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046: Perry Kaufman discusses strategy development and the issues and mistakes traders make when creating robust trading strategies.

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I’m sure we all want to create trading strategies that perform better and last for longer but there are a number of issues we need to look out for when developing robust trading strategies, some are well-known and some perhaps aren't.

In this episode we’ll be talking with Perry Kaufman about strategy development and more specifically some of the issues that can catch us out when creating trading strategies. Perry raises some interesting points about optimization that may not be well known plus he shares loads of tips to creating more robust strategies.

Perry writes extensively on markets and strategies, having published fourteen books and has just released a new book on building algorithmic trading strategies, which we'll be discussing in this episode.

He has worked and consulted to a number of successful CTA, investment and prop trading groups, creating systematic trading and hedging programs.

This is also his 2nd appearance on the podcast, appearing as a guest way back in Episode 10.

Topics discussed
  • The most robust type of systems
  • How your choice of optimization values could be misrepresenting your results and how to choose parameters that give a more accurate picture
  • The mistakes traders make when analyzing optimization runs and tips to doing it properly
  • How to really determine if a new trading rule is robust
  • Reducing risk by using multiple parameters
  • What the number of profitable runs in an optimization can tell you about the robustness of a strategy
  • Why diversifying across strategies instead of across markets could be a better approach
  • The challenges of building robust strategies using Genetic Algorithms and Neural Networks
Apr 03 2016 · 52mins
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010: Perry Kaufman discusses applications of market noise, mitigating price shocks, volatility and using the Information Ratio to monitor strategy performance.

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Perry Kaufman discusses market noise, the impact it has on trading styles and how it can be used to determine which strategies suit a particular market. We also talk about price shocks and how to mitigate their effects, how to use volatility in your favour, volatility parity for position sizing, the information ratio for strategy performance and some strategy ideas you can test yourself.

Topics discussed
  • How market noise impacts trend following and mean reversion
  • The effects of money flow during a crisis
  • The types of strategies that work best in new markets and why
  • How the efficiency ratio can be used to determine the best type of strategy for a market
  • The best markets for trend following and mean reversion
  • What strategy style to choose if you're just starting out
  • Using Volatility Parity for position sizing
  • Impacts and dangers of price shocks on backtesting and how to handle them
  • Mitigating the risk of price shocks
  • Using the Information Ratio to measure strategy performance and detect possible over-fitting
  • The effects of volatility on strategies and how to use volatility in your favour
  • Fractal Geometry
  • High Frequency Trading
  • And some strategy ideas you can test
Jun 07 2015 · 1hr 13mins

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Ep. 253: Perry Kaufman Interview with Michael Covel on Trend Following Radio

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Today on the podcast Michael Covel speaks with Perry Kaufman. Kaufman is an American systematic trader, index developer, and quantitative financial theorist. He is considered a leading expert in the development of fully algorithmic trading programs. Covel and Kaufman discuss how Kaufman came to the idea of 100% algorithmic trading systems; the difference between being systematic and being automated; optimization vs. validation; the biggest advantages of testing; why discretion is not part of Kaufman’s toolbox; the problem of tail events; why discipline is the most important characteristic of a systematic trader; the “loose pants fit everyone” philosophy; preparing yourself for uncertainty; comparisons between risk management and risk measurement; the Sharpe ratio; high volatility trades vs. low volatility; why Kaufman places equal weight on both risk management and the underlying system; and systematic trading in established mature markets vs. emerging markets. For more information on Perry Kaufman, visit Amphi Capital. Want a free trend following DVD? Go to trendfollowing.com/win.

Jul 02 2014 · 41mins