LIVE CHICAGO Event
Why This Trading Master Class Is Different
❌ Most Trading Instruction Relies On ToolsIndicators, AI, and optimizers can generate strategies in seconds—but don't tell you if the strategy will actually work in real time.
⚠️ Most Education Stops At IdeasCourses, books, and videos show entries and exits… but rarely how to validate a strategy properly.
🧪 This Class Focuses On What Others IgnoreEverything we reveal is designed for live trading—robustness across conditions, not just optimized for backtests.
✅ We Teach Strategy Building For Real MarketsYou'll see firsthand the steps we take to beat the markets.
⚠️ Most Education Stops At IdeasCourses, books, and videos show entries and exits… but rarely how to validate a strategy properly.
🧪 This Class Focuses On What Others IgnoreEverything we reveal is designed for live trading—robustness across conditions, not just optimized for backtests.
✅ We Teach Strategy Building For Real MarketsYou'll see firsthand the steps we take to beat the markets.
LIVE CHICAGO EVENT
Inside The 3-Day Trading Master Class
- What We Will Cover In This 3 Day Event:
- Strategy Development
- * Watch Us Build Strategies Live
- * Combining Moving Averages & Breakouts
- * Momentum Rules That Actually Work
- Advanced Techniques
- * "Roofing" Filter & Smoothing
- * Volatility & Spread Strategies
- * Crude Oil Arbitrage / Crack Spread
- Risk & Portfolio Management
- * Proper Position Sizing
- * Portfolio Construction
- * Rebalancing Decisions
- Real World Trading
- * Live Trading Pitfalls
- * Lessons Learned From Real Systems
- * AI Advanced Techniques In Trading
"Perry Kaufman is at the top of my pedestal for his innovative research and market expertise."
- Linda Bradford Raschke
Market Wizard
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“Kevin Davey was awarded either first or second place three years in a row in the World Cup Championship of Futures Trading®. I think Kevin is very impressive.”
- Dr. Van Tharp
Market Wizard
"Kevin Davey is an absolute expert in his field. He brings years of algo trading experience to the table and shares it candidly in his courses. "
- Dr. Murat L.
Strategy Factory Attendee
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"Kevin and his course are amazing. Kevin has a solid approach to assessing and understanding trading strategies. In addition to being a great individual, he is always willing to provide insight and assistance."
- Doug M.
Professional Trader & Investor
"If you are serious about quantitative or system trading, you must read this book - Kaufman Constructs Trading Systems. Its definitely one of the best books I have ever read on this topic."
- Marcello M.
5 Star Amazon Review
LIVE CHICAGO Event
Your Instructors
Trading Legend Perry Kaufman
Perry Kaufman is an active trader in the stock and derivatives markets; speaking, writing and teaching extensively on various media platforms. His books have been translated into several languages growing his network of traders and markets internationally.
He approaches trading with broad experience from the agricultural markets and the Russian wheat deal of 1973, to 20% interest rates of 1980, the stock market crash of 1987, the internet bubble of 2000, and the subprime crisis of 2008 through today’s latest news headlines.
Perry is well-known for developing algorithmic trading strategies and has written extensively on systematic approaches to trading decisions. He has designed funds based on FX Carry, macro trends, and short-term trading. His books on system development include discussions about portfolio distribution with a realistic approach to risk control.
Perry had the advantage of programing for the computers at the Army Research Laboratory for the OAO-1, the predecessor of the Hubble Observatory, while he worked on a degree in math. He went on to do graduate work in astrophysics while working at the Space Astronomy Lavatory and navigation for Gemini. These early experiences gave him a health respect for risk and in this light the investment markets appeared quite manageable. He went on to earn an MBA in Finance, teaching and developing course material on the graduate level.
He approaches trading with broad experience from the agricultural markets and the Russian wheat deal of 1973, to 20% interest rates of 1980, the stock market crash of 1987, the internet bubble of 2000, and the subprime crisis of 2008 through today’s latest news headlines.
Perry is well-known for developing algorithmic trading strategies and has written extensively on systematic approaches to trading decisions. He has designed funds based on FX Carry, macro trends, and short-term trading. His books on system development include discussions about portfolio distribution with a realistic approach to risk control.
Perry had the advantage of programing for the computers at the Army Research Laboratory for the OAO-1, the predecessor of the Hubble Observatory, while he worked on a degree in math. He went on to do graduate work in astrophysics while working at the Space Astronomy Lavatory and navigation for Gemini. These early experiences gave him a health respect for risk and in this light the investment markets appeared quite manageable. He went on to earn an MBA in Finance, teaching and developing course material on the graduate level.
Trading Champion Kevin Davey
A champion trader, best-selling critically acclaimed author, and award winning educator, Kevin Davey has been an expert in the algorithmic trading world for several decades.
For three consecutive years, Kevin competed in a year long, real time, real money futures trading contest, where he finished in first or second place, achieving returns in excess of 100% in each year.
Kevin develops, analyzes, tests and trades algo trading strategies in the futures, crypto, stock and forex markets. He also helps significantly increase their trading prowess via his award winning algorithmic trading "Strategy Factory®" workshop. His course was voted 2024, 2025 and 2026 "Trading School of The Year" by 20,000+ readers of Technical Analysis of Stocks & Commodities magazine.
Beyond his course, Kevin also helps educate the trading community via his 6 best selling trading books:“Building Winning Algorithmic Trading Systems“"Introduction To Algo Trading" "Entry and Exit Confessions Of A Champion Trader""Stock Investing For Everyone""Algo Trading Cheat Codes""11 AI Inspired Algo Trading Strategies"
For three consecutive years, Kevin competed in a year long, real time, real money futures trading contest, where he finished in first or second place, achieving returns in excess of 100% in each year.
Kevin develops, analyzes, tests and trades algo trading strategies in the futures, crypto, stock and forex markets. He also helps significantly increase their trading prowess via his award winning algorithmic trading "Strategy Factory®" workshop. His course was voted 2024, 2025 and 2026 "Trading School of The Year" by 20,000+ readers of Technical Analysis of Stocks & Commodities magazine.
Beyond his course, Kevin also helps educate the trading community via his 6 best selling trading books:“Building Winning Algorithmic Trading Systems“"Introduction To Algo Trading" "Entry and Exit Confessions Of A Champion Trader""Stock Investing For Everyone""Algo Trading Cheat Codes""11 AI Inspired Algo Trading Strategies"
Detailed Agenda
LIVE - September 24-26, 2026
Join Us In Chicago!
This is the first time Perry & Kevin have ever taught this master class. This is a unique opportunity to learn from a Trading Legend (Perry) and a Trading Champion (Kevin) in a small class environment!
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