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You're reading from  Algorithmic Short Selling with Python

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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To get the most out of this book

Sometimes we win, sometimes we learn. The best disposition to get the maximum out of this book is to have lost money on the markets. This will put you in an open state of mind!

Intermediate knowledge of Python, specifically the use of numpy, pandas, and matplotlib will suffice. We will also use some non-standard Python libraries; yfinance and scipy. High school level competence in algebra and statistics is also necessary.

Download the example code files

The code bundle for the book is also hosted on GitHub at https://github.com/PacktPublishing/Algorithmic-Short-Selling-with-Python. We also have other code bundles from our rich catalog of books and videos available at https://github.com/PacktPublishing/. Check them out!

Download the color images

We also provide a PDF file that has color images of the screenshots/diagrams used in this book. You can download it here: https://static.packt-cdn.com/downloads/9781801815192_ColorImages.pdf.

Conventions used

There are a number of text conventions used throughout this book.

CodeInText: Indicates code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles. For example; "From the rolling_profits and rolling_losses functions, calculate profit_ratio."

A block of code is set as follows:

# Import Libraries
import pandas as pd
import numpy as np
import yfinance as yf
%matplotlib inline
import matplotlib.pyplot as plt

Any command-line input or output is written as follows:

3.52

Bold: Indicates a new term, an important word, or words that you see on the screen, for example, in menus or dialog boxes, also appear in the text like this. For example: "Did the price beat the volume at weighted average price (VWAP) or not?"

Warnings or important notes appear like this.

Tips and tricks appear like this.

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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