Price: $35.49
(as of Nov 04, 2024 05:28:22 UTC – Details)

Leverage Python source code to revolutionize your short selling strategy and to consistently make profits in bull, bear, and sideways markets

Key FeaturesUnderstand techniques such as trend following, mean reversion, position sizing, and risk management in a short-selling contextImplement Python source code to explore and develop your own investment strategyTest your trading strategies to limit risk and increase profitsBook Description

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.

What you will learnDevelop the mindset required to win the infinite, complex, random game called the stock marketDemystify short selling in order to generate alpa in bull, bear, and sideways marketsGenerate ideas consistently on both sides of the portfolioImplement Python source code to engineer a statistically robust trading edgeDevelop superior risk management habitsBuild a long/short product that investors will find appealingWho this book is for

This is a book by a practitioner for practitioners. It is designed to benefit a wide range of people, including long/short market participants, quantitative participants, proprietary traders, commodity trading advisors, retail investors (pro retailers, students, and retail quants), and long-only investors.

At least 2 years of active trading experience, intermediate-level experience of the Python programming language, and basic mathematical literacy (basic statistics and algebra) are expected.

Table of ContentsThe Stock Market Game10 Classic Myths About Short-SellingTake a Walk on the Wild Short-SideLong/Short Methodologies: Absolute and RelativeRegime DefinitionThe Trading Edge is a Number, and Here is the FormulaImprove Your Trading EdgePosition Sizing: Money is Made in the Money Management ModuleRisk is a numberRefining the Investment UniverseThe Long/Short ToolboxSignals and ExecutionPortfolio Management SystemAppendix

From the brand

Packt is a leading publisher of technical learning content with the ability to publish books on emerging tech faster than any other.

Our mission is to increase the shared value of deep tech knowledge by helping tech pros put software to work.

We help the most interesting minds and ground-breaking creators on the planet distill and share the working knowledge of their peers.

New Releases

LLMs and Generative AI

Machine Learning

See Our Full Range

ASIN ‏ : ‎ B09B82BHDW
Publisher ‏ : ‎ Packt Publishing; 1st edition (September 30, 2021)
Publication date ‏ : ‎ September 30, 2021
Language ‏ : ‎ English
File size ‏ : ‎ 10950 KB
Text-to-Speech ‏ : ‎ Enabled
Screen Reader ‏ : ‎ Supported
Enhanced typesetting ‏ : ‎ Enabled
X-Ray ‏ : ‎ Not Enabled
Word Wise ‏ : ‎ Not Enabled
Print length ‏ : ‎ 376 pages
Page numbers source ISBN ‏ : ‎ 1801815194