Algorithmic Short Selling with Python
By :
Algorithmic Short Selling with Python
By:
Overview of this 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.
Table of Contents (17 chapters)
Preface
The Stock Market Game
Free Chapter
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
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Index
Appendix: Stock Screening
Customer Reviews