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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

Financial Technology

Author (1):

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

Who this book is for

This book is written by a practitioner for practitioners. It is for advanced to expert market participants. Even if you have never coded a line in Python, this book is still for you. It was originally written without the source code. This later addition is meant to help readers implement the concepts in real life. If you are an experienced coder but new to the markets, you will pick up concepts that will help you on your journey. You may however want to supplement your market education with further reading.

Even if you choose never to sell short, this book is still for you. The tools and techniques developed for the short side are built to withstand extreme conditions. If you can survive the arid environment of the short side, imagine how you will thrive on the long side. If you are in the long/short business, the question is not whether you should read this book or not. The real question is can you afford to not read this book. You may disagree with some ideas, but they will provoke thoughts and spark conversation. The ideas we originally resist are the ones that makes us grow, so welcome to the space beyond your comfort zone.

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Authors (1)

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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