Book

Algorithmic Short Selling with Python

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 algorithmic traders. Along the way, we will explore several key concepts, such as trading edge, frequency, signal processing, trading psychology, capital efficiency, risk management, and asset allocation, one stumbling block at a time.

Offered byPackt Logo

Difficulty Level

Intermediate

Completion Time

12h32m

Language

English

About Book

Who Is This Book 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.

Book content

chapters 12h32m total length

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

Appendix

Related Resources

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