Algorithmic Short Selling with Python: Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short pro

Bernut, Laurent

買這商品的人也買了...

商品描述

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


Key Features:

  • Understand techniques such as trend following, mean reversion, position sizing, and risk management in a short-selling context
  • Implement Python source code to explore and develop your own investment strategy
  • Test your trading strategies to limit risk and increase profits


Book 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 market
  • Demystify short selling in order to make consistent profits from bull, bear, and sideways markets
  • Generate ideas consistently on both sides of the portfolio
  • Implement Python source code to engineer a statistically robust trading edge
  • Perform superior risk management for high returns
  • Build a long/short product that investors will find appealing


Who 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.

商品描述(中文翻譯)

利用Python源代碼改變你的空頭交易策略,並在牛市、熊市和橫盤市場中持續獲利

主要特點:
- 在空頭交易背景下,了解趨勢跟隨、均值回歸、倉位大小和風險管理等技術
- 使用Python源代碼來探索和開發自己的投資策略
- 測試交易策略以限制風險並增加利潤

書籍描述:
如果你從事多空交易業務,學習如何做空不是一個選擇,而是一個必要的技能。在市場下跌時,做空是提高資產的關鍵。本書將幫助你揭開做空交易的神秘面紗,提供Python源代碼來構建一個強大的多空投資組合。它從長期持有的角度解釋了關於做空交易的一切。

本書將帶你從一個想法(“買多頭股票,賣空頭股票”)的概念,逐步成為長短對沖基金算法交易員的精英俱樂部的一員。你將探索交易心理學、交易優勢、市場狀態定義、信號處理、倉位大小、風險管理和資產配置等關鍵概念,一個障礙一個障礙地進行。在此過程中,你將發現簡單的方法來持續生成投資思路,並考慮影響回報、波動性和回報整體吸引力的變量。

通過閱讀本書,你不僅會熟悉資本市場中一些最複雜的概念,還會擁有Python源代碼來構建一個多空產品,投資者必定會感興趣。

你將學到什麼:
- 培養贏得股市這個無窮、複雜、隨機遊戲所需的心態
- 解密做空交易,以從牛市、熊市和橫盤市場中獲得穩定的利潤
- 在投資組合的兩側持續產生思路
- 使用Python源代碼來建立統計上強大的交易優勢
- 進行優秀的風險管理以獲得高回報
- 構建一個投資者會感興趣的多空產品

本書適合對象:
本書是由實踐者為實踐者撰寫的。它旨在惠及廣泛的人群,包括多空市場參與者、量化參與者、專有交易員、商品交易顧問、零售投資者(專業零售投資者、學生和零售量化交易者)以及僅從事多頭投資的投資者。

預期要求至少具備2年的活躍交易經驗,中級水平的Python編程語言經驗,以及基本的數學素養(基本統計學和代數)。