Perry Kaufman is a financial engineer and systematic trader best known for applying aerospace mathematics and algorithmic trading to the markets. He began his career as a rocket scientist, working on NASA’s Orbiting Astronomical Observatory and the guidance systems for the Gemini missions. In the early 1970s he entered the futures markets, using signal processing techniques from aerospace to develop algorithmic strategies. Kaufman built an in-house commodity program for Prudential Bache and provided hedging advice to institutions before co-founding the Journal of Futures Markets. He later headed systematic trading for Transworld Oil and served as head of research at Drapeau Advisors. His work on volatility adjusted trends and portfolio timing has made him a respected consultant to major hedge funds and banks.
Kaufman holds a B.S. in mathematics and an M.B.A. in finance and continues to lead KaufmanSignals. He is the author of Trading Systems and Methods and numerous other books which are undisputed ‘classics’ in quantitative finance. Currently Perry specialises in a variety of long-term and short-term strategies across futures and stocks, with a focus on risk management and portfolio timing. He has spent decades translating complex engineering approaches into practical trading systems, making him a sought after educator and speaker in the quantitative trading community.
