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Product typeBook
Published inSep 2021
PublisherPackt
ISBN-139781801815192
Edition1st Edition
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Author (1)
Laurent Bernut
Laurent Bernut
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Laurent Bernut

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.
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Import libraries

We start with importing standard libraries. pathlib has been commented out. If you wish to save CSV files somewhere on your computer or a server, you can use libraries such as pathlib or os.

# Appendix 
# Data manipulation
import pandas as pd
import numpy as np
from scipy.signal import *
# import pathlib
# Data download
import yfinance as yf
# Data visualisation
%matplotlib inline
import matplotlib.pyplot as plt 

This was, of course, profoundly Earth shattering—we will use the ensuing momentary lapse of reason to swiftly proceed to the next step.

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Algorithmic Short Selling with Python
Published in: Sep 2021Publisher: PacktISBN-13: 9781801815192

Author (1)

author image
Laurent Bernut

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 about Laurent Bernut