Algorithmic Short Selling with Python, Published by Packt

• Amazon
• Packt Publishing

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.

• Develop the mindset required to win the infinite, complex, random game called the stock market
• Demystify short selling in order to generate alpa in 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
• Develop superior risk management habits
• Build a long/short product that investors will find appealing

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.

1. The Stock Market Game
2. 10 Classic Myths About Short-Selling
3. Take a Walk on the Wild Short-Side
4. Long/Short Methodologies: Absolute and Relative
5. Regime Definition
6. The Trading Edge is a Number, and Here is the Formula
7. Improve Your Trading Edge
8. Position Sizing: Money is Made in the Money Management Module
9. Risk is a number
10. Refining the Investment Universe
11. The Long/Short Toolbox
12. Signals and Execution
13. Portfolio Management System
14. Appendix: Stock Screening