Algorithmic short selling python von laurent bernut (31 Ergebnisse)
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Paperback. Zustand: New. 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.
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Paperback. Zustand: New. 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.
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Paperback. Zustand: new. Paperback. Master algorithmic short selling with Python by learning practical techniques, coding trading signals, and applying robust risk management to generate alpha in any market condition.Key FeaturesBuild and test algorithmic short-selling strategies in PythonApply advanced trade execution, position… sizing, and risk controlsHarness idea generation, regime detection, position sizing, pairs trading, portfolio management, and asset allocationBook DescriptionAlgorithmic Short Selling with Python, Second Edition is a practical guide to building, testing, and managing systematic short-selling strategies in today's markets. Structured around the core challenges every short seller faces, the book provides a framework for continuously generating long/short ideas, identifying bullish/bearish market regimes, detecting sector rotation ahead of consensus, constructing robust long/short portfolios, and managing the unique risks of the short side.Through real-world examples and working Python code based on S&P 500 data, readers learn how to develop quantitative strategies that address position sizing, crowded trades, portfolio exposures, and capital allocation across changing market conditions. The book also explores advanced topics such as relative strength analysis, fractals, convexity, long/short portfolio management, asset allocation, and the use of AI-powered trading journals to uncover the behavioral patterns that influence trading decisions.Every concept is supported by implementation, bridging the gap between theory and execution. Expanding on the first edition, this updated version transforms ideas into fully coded solutions, providing readers with the tools to design, evaluate, and deploy systematic short-selling strategies with confidence, discipline, and consistency.What you will learnGenerate long and short ideas across all types of marketsSystematically classify securities as bullish or bearishDetect sector rotation ahead of consensusApply risk-adjusted position sizing tailored to short sellingAvoid crowded trades, go long short squeezes, and navigate high dividend yield value trapsManage a long/short portfolio with four exposures: gross, net, Beta, and concentrationCombine uncorrelated strategies to generate a smoother equity curveUse an AI-powered trading journal to elicit subconscious beliefs that drive your trading decisionsWho this book is forThis book is for quantitative traders, portfolio managers, algorithmic trading developers, and advanced retail traders who want to master the short side using Python. A working knowledge of Python and basic trading concepts is assumed. Readers will gain not just coding skills, but also the strategic and risk management frameworks needed to build profitable short strategies. This book equips quantitative traders and portfolio managers with a complete Python framework for algorithmic short selling. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Paperback. Zustand: new. Paperback. Master algorithmic short selling with Python by learning practical techniques, coding trading signals, and applying robust risk management to generate alpha in any market condition.Key FeaturesBuild and test algorithmic short-selling strategies in PythonApply advanced trade execution, position… sizing, and risk controlsHarness idea generation, regime detection, position sizing, pairs trading, portfolio management, and asset allocationBook DescriptionAlgorithmic Short Selling with Python, Second Edition is a practical guide to building, testing, and managing systematic short-selling strategies in today's markets. Structured around the core challenges every short seller faces, the book provides a framework for continuously generating long/short ideas, identifying bullish/bearish market regimes, detecting sector rotation ahead of consensus, constructing robust long/short portfolios, and managing the unique risks of the short side.Through real-world examples and working Python code based on S&P 500 data, readers learn how to develop quantitative strategies that address position sizing, crowded trades, portfolio exposures, and capital allocation across changing market conditions. The book also explores advanced topics such as relative strength analysis, fractals, convexity, long/short portfolio management, asset allocation, and the use of AI-powered trading journals to uncover the behavioral patterns that influence trading decisions.Every concept is supported by implementation, bridging the gap between theory and execution. Expanding on the first edition, this updated version transforms ideas into fully coded solutions, providing readers with the tools to design, evaluate, and deploy systematic short-selling strategies with confidence, discipline, and consistency.What you will learnGenerate long and short ideas across all types of marketsSystematically classify securities as bullish or bearishDetect sector rotation ahead of consensusApply risk-adjusted position sizing tailored to short sellingAvoid crowded trades, go long short squeezes, and navigate high dividend yield value trapsManage a long/short portfolio with four exposures: gross, net, Beta, and concentrationCombine uncorrelated strategies to generate a smoother equity curveUse an AI-powered trading journal to elicit subconscious beliefs that drive your trading decisionsWho this book is forThis book is for quantitative traders, portfolio managers, algorithmic trading developers, and advanced retail traders who want to master the short side using Python. A working knowledge of Python and basic trading concepts is assumed. Readers will gain not just coding skills, but also the strategic and risk management frameworks needed to build profitable short strategies. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 pr.
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Paperback. Zustand: new. Paperback. Master algorithmic short selling with Python by learning practical techniques, coding trading signals, and applying robust risk management to generate alpha in any market condition.Key FeaturesBuild and test algorithmic short-selling strategies in PythonApply advanced trade execution, position… sizing, and risk controlsHarness idea generation, regime detection, position sizing, pairs trading, portfolio management, and asset allocationBook DescriptionAlgorithmic Short Selling with Python, Second Edition is a practical guide to building, testing, and managing systematic short-selling strategies in today's markets. Structured around the core challenges every short seller faces, the book provides a framework for continuously generating long/short ideas, identifying bullish/bearish market regimes, detecting sector rotation ahead of consensus, constructing robust long/short portfolios, and managing the unique risks of the short side.Through real-world examples and working Python code based on S&P 500 data, readers learn how to develop quantitative strategies that address position sizing, crowded trades, portfolio exposures, and capital allocation across changing market conditions. The book also explores advanced topics such as relative strength analysis, fractals, convexity, long/short portfolio management, asset allocation, and the use of AI-powered trading journals to uncover the behavioral patterns that influence trading decisions.Every concept is supported by implementation, bridging the gap between theory and execution. Expanding on the first edition, this updated version transforms ideas into fully coded solutions, providing readers with the tools to design, evaluate, and deploy systematic short-selling strategies with confidence, discipline, and consistency.What you will learnGenerate long and short ideas across all types of marketsSystematically classify securities as bullish or bearishDetect sector rotation ahead of consensusApply risk-adjusted position sizing tailored to short sellingAvoid crowded trades, go long short squeezes, and navigate high dividend yield value trapsManage a long/short portfolio with four exposures: gross, net, Beta, and concentrationCombine uncorrelated strategies to generate a smoother equity curveUse an AI-powered trading journal to elicit subconscious beliefs that drive your trading decisionsWho this book is forThis book is for quantitative traders, portfolio managers, algorithmic trading developers, and advanced retail traders who want to master the short side using Python. A working knowledge of Python and basic trading concepts is assumed. Readers will gain not just coding skills, but also the strategic and risk management frameworks needed to build profitable short strategies. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Weitere Bilder- Softcover
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Taschenbuch. Zustand: Neu. Algorithmic Short Selling with Python | Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short product | Laurent Bernut | Taschenbuch | Kartoniert / Broschiert | Englisch | 2021 | Packt Publishing | EAN 9781801815192 | Verantwortliche Person für die…EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
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Taschenbuch. Zustand: Neu. Algorithmic Short Selling with Python - Second Edition | Strategies, signals, and risk management techniques for profitable short trades | Laurent Bernut | Taschenbuch | Englisch | 2026 | Packt Publishing | EAN 9781806025930 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hers…feld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
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Taschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Leverage Python source code to revolutionize your short selling strategy and to consistently make profits in bull, bear, and sideways marketsKey Features:Understand techniques such as trend following, mean reversion, position sizing, and r…isk 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 when the markets are down. This book will help you demystify and rehabilitate the short-selling craft, providing Python source code to construct a robust long/short portfolio. It explains everything you have ever read about short selling from a long-only perspective.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 Learn:Develop the mindset required to win the infinite, complex, random game called the stock marketDemystify short selling in order to make consistent profits from bull, bear, and sideways marketsGenerate ideas consistently on both sides of the portfolioImplement Python source code to engineer a statistically robust trading edgePerform superior risk management for high returnsBuild 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.
