Bernut Algorithmic Short Selling with Python

Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short product
1. Auflage 2021
ISBN: 978-1-80181-039-5
Verlag: De Gruyter
Format: EPUB
Kopierschutz: 0 - No protection

E-Book, Englisch, 376 Seiten

No detailed description available for "Algorithmic Short Selling with Python".

Autoren/Hrsg.

Bernut, Laurent

Weitere Mitwirkende

Covel, Michael

Fachgebiete

• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Programmier- und Skriptsprachen
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere
• Wirtschaftswissenschaften Wirtschaftswissenschaften Wirtschaft: Sachbuch, Ratgeber

Inhaltsverzeichnis

Table of Contents - 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

Über Autor(innen)

Bernut Laurent:
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.