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Algorithmic Short Selling with Python

You're reading from  Algorithmic Short Selling with Python

Product type Book
Published in Sep 2021
Publisher Packt
ISBN-13 9781801815192
Pages 376 pages
Edition 1st Edition
Languages
Concepts
Author (1):
Laurent Bernut Laurent Bernut
Profile icon Laurent Bernut
LinkedIn
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.
See other products by Laurent Bernut

Table of Contents (17) Chapters

Preface The Stock Market Game 10 Classic Myths About Short Selling Take a Walk on the Wild Short Side Long/Short Methodologies: Absolute and Relative Regime Definition The Trading Edge is a Number, and Here is the Formula Improve Your Trading Edge Position Sizing: Money is Made in the Money Management Module Risk is a Number Refining the Investment Universe The Long/Short Toolbox Signals and Execution Portfolio Management System Other Books You May Enjoy
Index
Appendix: Stock Screening

Summary

Short selling has long been this terra incognita on our doorstep. There are more books and whitepapers published in relation to modern techniques such as artificial intelligence or machine learning than short selling, which has been around for centuries. Dispelling myths is particularly important if we want to give the technique a letter of nobility, rehabilitate the discipline, and attract talented minds.

In the next chapter, we will discuss the market dynamics of the short side and explain how a deep understanding of them is critical to success.

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Algorithmic Short Selling with Python
Published in: Sep 2021 Publisher: Packt ISBN-13: 9781801815192
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Authors (1)

Profile icon Laurent Bernut
LinkedIn
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.
Read more
See other products by Laurent Bernut

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