Details zum E-Book

Algorithmic Short Selling with Python. Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short product

Algorithmic Short Selling with Python. Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short product

Laurent Bernut, Michael Covel

E-book
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 under management. This book will help you demystify and hone the short selling craft, providing Python source code to construct a robust long/short portfolio. It discusses fundamental and advanced trading concepts from the perspective of a veteran short seller.

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.
  • 1. The Stock Market Game
  • 2. 10 Classic Myths About Short-Selling
  • 3. Take a Walk on the Wild Short-Side
  • 4. Long/Short Methodologies: Absolute and Relative
  • 5. Regime Definition
  • 6. The Trading Edge is a Number, and Here is the Formula
  • 7. Improve Your Trading Edge
  • 8. Position Sizing: Money is Made in the Money Management Module
  • 9. Risk is a number
  • 10. Refining the Investment Universe
  • 11. The Long/Short Toolbox
  • 12. Signals and Execution
  • 13. Portfolio Management System
  • 14. Appendix
  • Titel: Algorithmic Short Selling with Python. Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short product
  • Autor: Laurent Bernut, Michael Covel
  • Originaler Titel: Algorithmic Short Selling with Python. Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short product
  • ISBN: 9781801810395, 9781801810395
  • Veröffentlichungsdatum: 2021-09-30
  • Format: E-book
  • Artikelkennung: e_2a7r
  • Verleger: Packt Publishing