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Algorithmic Short Selling with Python
Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short product
Taschenbuch von Laurent Bernut
Sprache: Englisch

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Beschreibung
Leverage Python source code to revolutionize your short selling strategy and to consistently make profits in bull, bear, and sideways markets

Key Features:Understand techniques such as trend following, mean reversion, position sizing, and risk management in a short-selling context
Implement Python source code to explore and develop your own investment strategy
Test your trading strategies to limit risk and increase profits

Book Description:
If you are in the long/short business, learning how to sell short is not a choice. Short selling is the key to raising assets when the markets are down. This book will help you demystify and rehabilitate the short-selling craft, providing Python source code to construct a robust long/short portfolio. It explains everything you have ever read about short selling from a long-only perspective.

This book will take you on a journey from an idea ("buy bullish stocks, sell bearish ones") to becoming part of the elite club of long/short hedge fund algorithmic traders. You'll explore key concepts such as trading psychology, trading edge, regime definition, signal processing, position sizing, risk management, and asset allocation, one obstacle at a time. Along the way, you'll will discover simple methods to consistently generate investment ideas, and consider variables that impact returns, volatility, and overall attractiveness of returns.

By the end of this book, you'll not only become familiar with some of the most sophisticated concepts in capital markets, but also have Python source code to construct a long/short product that investors are bound to find attractive.

What You Will Learn:Develop the mindset required to win the infinite, complex, random game called the stock market
Demystify short selling in order to make consistent profits from bull, bear, and sideways markets
Generate ideas consistently on both sides of the portfolio
Implement Python source code to engineer a statistically robust trading edge
Perform superior risk management for high returns
Build a long/short product that investors will find appealing

Who this book is for:
This is a book by a practitioner for practitioners. It is designed to benefit a wide range of people, including long/short market participants, quantitative participants, proprietary traders, commodity trading advisors, retail investors (pro retailers, students, and retail quants), and long-only investors.

At least 2 years of active trading experience, intermediate-level experience of the Python programming language, and basic mathematical literacy (basic statistics and algebra) are expected.
Leverage Python source code to revolutionize your short selling strategy and to consistently make profits in bull, bear, and sideways markets

Key Features:Understand techniques such as trend following, mean reversion, position sizing, and risk management in a short-selling context
Implement Python source code to explore and develop your own investment strategy
Test your trading strategies to limit risk and increase profits

Book Description:
If you are in the long/short business, learning how to sell short is not a choice. Short selling is the key to raising assets when the markets are down. This book will help you demystify and rehabilitate the short-selling craft, providing Python source code to construct a robust long/short portfolio. It explains everything you have ever read about short selling from a long-only perspective.

This book will take you on a journey from an idea ("buy bullish stocks, sell bearish ones") to becoming part of the elite club of long/short hedge fund algorithmic traders. You'll explore key concepts such as trading psychology, trading edge, regime definition, signal processing, position sizing, risk management, and asset allocation, one obstacle at a time. Along the way, you'll will discover simple methods to consistently generate investment ideas, and consider variables that impact returns, volatility, and overall attractiveness of returns.

By the end of this book, you'll not only become familiar with some of the most sophisticated concepts in capital markets, but also have Python source code to construct a long/short product that investors are bound to find attractive.

What You Will Learn:Develop the mindset required to win the infinite, complex, random game called the stock market
Demystify short selling in order to make consistent profits from bull, bear, and sideways markets
Generate ideas consistently on both sides of the portfolio
Implement Python source code to engineer a statistically robust trading edge
Perform superior risk management for high returns
Build a long/short product that investors will find appealing

Who this book is for:
This is a book by a practitioner for practitioners. It is designed to benefit a wide range of people, including long/short market participants, quantitative participants, proprietary traders, commodity trading advisors, retail investors (pro retailers, students, and retail quants), and long-only investors.

At least 2 years of active trading experience, intermediate-level experience of the Python programming language, and basic mathematical literacy (basic statistics and algebra) are expected.
Über den Autor
Laurent Bernut has 2 decades of experience in alternative investment space. After the US CPA, he compiled financial statements in Japanese and English for a Tokyo Stock Exchange-listed corporation. After serving as an analyst in two Tokyo-based hedge funds, he joined Fidelity Investments Japan as a dedicated quantitative short-seller. Laurent has built numerous portfolio management systems and developed several quantitative models across various platforms. He currently writes and runs algorithmic strategies and is an undisputed authority on short selling on Quora, where he was nominated top writer for 2017, 2018, and 2019.
Details
Erscheinungsjahr: 2021
Genre: Informatik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
ISBN-13: 9781801815192
ISBN-10: 1801815194
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Bernut, Laurent
Hersteller: Packt Publishing
Maße: 235 x 191 x 21 mm
Von/Mit: Laurent Bernut
Erscheinungsdatum: 30.09.2021
Gewicht: 0,701 kg
Artikel-ID: 120652678
Über den Autor
Laurent Bernut has 2 decades of experience in alternative investment space. After the US CPA, he compiled financial statements in Japanese and English for a Tokyo Stock Exchange-listed corporation. After serving as an analyst in two Tokyo-based hedge funds, he joined Fidelity Investments Japan as a dedicated quantitative short-seller. Laurent has built numerous portfolio management systems and developed several quantitative models across various platforms. He currently writes and runs algorithmic strategies and is an undisputed authority on short selling on Quora, where he was nominated top writer for 2017, 2018, and 2019.
Details
Erscheinungsjahr: 2021
Genre: Informatik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
ISBN-13: 9781801815192
ISBN-10: 1801815194
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Bernut, Laurent
Hersteller: Packt Publishing
Maße: 235 x 191 x 21 mm
Von/Mit: Laurent Bernut
Erscheinungsdatum: 30.09.2021
Gewicht: 0,701 kg
Artikel-ID: 120652678
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