Algorithmic Short Selling with Python

Laurent Bernut has over two decades of expertise in the alternative investment industry. Following his CPA certification in the United States, he prepared financial statements in both Japanese and English for a Tokyo Stock Exchange-listed firm. He joined Fidelity Investments Japan as a professional quantitative short-seller after working as an analyst in two Tokyo-based hedge funds. Laurent has created multiple portfolio management systems and quantitative models for a variety of platforms. He now writes and operates algorithmic techniques and is the unquestioned authority on short selling on Quora, where he was named top writer in 2017, 2018, and 2019.

Learning how to sell short is a must if you work in the long/short market. Short selling is essential for increasing assets under management. Algorithmic Short Selling with Python will help you deconstruct and develop your short selling skills by offering Python source code to build a solid long/short portfolio. It examines fundamental and advanced trading concepts through the eyes of a seasoned short seller.

This book will take you from an idea ("buy bullish stocks, sell bearish ones") to joining the elite club of long/short hedge fund algorithmic traders. One barrier at a time, you'll learn about trading psychology, trading edge, regime definition, signal processing, position sizing, risk management, and asset allocation. Along the way, you'll learn simple techniques for constantly generating investment ideas, as well as elements that influence returns, volatility, and overall attractiveness of returns.

By the end of Algorithmic Short Selling with Python, you will not only be familiar with some of the most complex principles in capital markets, but you will also have Python source code to build a long/short product that investors are sure to find appealing.

What you will discover:

• Develop the attitude required to win the stock market's infinite, difficult, and random game.
• Explain how to use short selling to earn alpa in bull, bear, and sideways markets.
• Create ideas on both sides of the portfolio on a consistent basis.
• Use Python source code to provide a statistically sound trading advantage.
• Create improved risk-management practices.
• Create a compelling long/short product for investors.

This is a book written by a practitioner for other practitioners. Long/short market participants, quantitative participants, proprietary traders, commodity trading advisors, retail investors (pro retailers, students, and retail quants), and long-only investors will all gain from it. At least two years of active trading experience, intermediate-level Python programming skills, and fundamental mathematical literacy (basic statistics and algebra) are required.

Author: Laurent Bernut

Link to buy: https://www.amazon.com/Algorithmic-Short-Selling-Python-consistently/dp/1801815194/

Ratings: 4.9 out of 5 stars (from 27 reviews)

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