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Algorithmic Short Selling With Python. Strategies, signals, and risk management techniques for profitable short trades - Second Edition Laurent Bernut

(ebook) (audiobook) (audiobook) Język publikacji: angielski
Algorithmic Short Selling With Python. Strategies, signals, and risk management techniques for profitable short trades - Second Edition Laurent Bernut - okladka książki

Algorithmic Short Selling With Python. Strategies, signals, and risk management techniques for profitable short trades - Second Edition Laurent Bernut - okladka książki

Algorithmic Short Selling With Python. Strategies, signals, and risk management techniques for profitable short trades - Second Edition Laurent Bernut - audiobook MP3

Algorithmic Short Selling With Python. Strategies, signals, and risk management techniques for profitable short trades - Second Edition Laurent Bernut - audiobook CD

Autor:
Laurent Bernut
Ocena:
Short selling is often seen as one of the toughest sides of trading, yet it offers unique opportunities for alpha generation and risk control. Algorithmic Short Selling with Python – 2nd Edition is a complete guide to mastering systematic short-side trading, combining financial theory, behavioral insights, and hands-on Python code.

You’ll begin by challenging common myths about short selling and understanding its unique psychology and risks. From there, the book introduces algorithmic strategies including relative long/short, regime detection, pairs trading, and trading edge formulas. You’ll learn how to code and test these strategies in Python, while also mastering stop-loss science, exit optimization, and volatility-based position sizing.

Later chapters cover portfolio construction, sector and factor exposures, mandate design, and execution techniques, ensuring your strategies integrate seamlessly into broader investment workflows. With coverage extending to equities, derivatives, and even Bitcoin shorts, this edition provides a practical, end-to-end framework for systematic short selling.

By the end, you’ll be able to design, test, and implement robust short-selling strategies, manage risk effectively, and enhance portfolio performance across market conditions.

O autorze książki

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.

Packt Publishing - inne książki

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