Algorithmic Short Selling with Python: Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short pro (Paperback)
暫譯: 使用 Python 的算法短賣:精煉您的算法交易優勢,持續產生投資想法,並建立穩健的多空策略

Bernut, Laurent

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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 原始碼徹底改變您的空頭交易策略,並在牛市、熊市和橫盤市場中持續獲利

主要特點:


  • 了解在空頭交易背景下的技術,如趨勢追隨、均值回歸、持倉大小和風險管理

  • 實作 Python 原始碼以探索和發展您自己的投資策略

  • 測試您的交易策略以限制風險並增加利潤

書籍描述:

如果您從事多空交易,學習如何進行空頭交易並不是一個選擇。空頭交易是在市場下跌時增加資產的關鍵。本書將幫助您揭開空頭交易的神秘面紗,並重塑這項技藝,提供 Python 原始碼以構建穩健的多空投資組合。它從僅做多的角度解釋了您曾經閱讀過的所有有關空頭交易的內容。

本書將帶您從一個想法(“買入看漲股票,賣出看跌股票”)的旅程,成為多空對沖基金算法交易精英俱樂部的一員。您將逐步探索交易心理學、交易優勢、狀態定義、信號處理、持倉大小、風險管理和資產配置等關鍵概念。在這個過程中,您將發現簡單的方法來持續產生投資想法,並考慮影響回報、波動性和整體吸引力的變數。

在本書結束時,您不僅會熟悉資本市場中一些最複雜的概念,還將擁有 Python 原始碼來構建一個投資者必定會感興趣的多空產品。

您將學到什麼:


  • 培養在這個無限、複雜、隨機的遊戲中獲勝所需的心態,這個遊戲就是股市

  • 揭開空頭交易的神秘面紗,以便在牛市、熊市和橫盤市場中獲得穩定利潤

  • 在投資組合的兩側持續產生想法

  • 實作 Python 原始碼以設計統計上穩健的交易優勢

  • 進行卓越的風險管理以獲取高回報

  • 構建一個投資者會覺得吸引人的多空產品

本書適合誰:

這是一本由實務者為實務者撰寫的書籍。它旨在惠及廣泛的人群,包括多空市場參與者、量化參與者、自營交易者、商品交易顧問、零售投資者(專業零售商、學生和零售量化分析師)以及僅做多的投資者。

預期至少有 2 年的活躍交易經驗、中級水平的 Python 程式語言經驗,以及基本的數學素養(基本統計和代數)。