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Algorithmic Short Selling with Python

You're reading from   Algorithmic Short Selling with Python Refine your algorithmic trading edge, consistently generate investment ideas, and build a robust long/short product

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Product type Paperback
Published in Sep 2021
Publisher Packt
ISBN-13 9781801815192
Length 376 pages
Edition 1st Edition
Languages
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Author (1):
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Laurent Bernut Laurent Bernut
Author Profile Icon Laurent Bernut
Laurent Bernut
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Table of Contents (17) Chapters Close

Preface The Stock Market Game 10 Classic Myths About Short Selling FREE CHAPTER 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 Other Books You May Enjoy
Index
Appendix: Stock Screening

Avoiding short selling pitfalls

This section is all about applying smart filters to avoid classic short selling pitfalls. Practitioners may hopefully revisit some of those points as they become more familiar with short selling. Most of the points here come from painful experiences.

Liquidity and market impact

Liquidity is the currency of bear markets. If you cannot get out of a position without significant market impact, you do not own anything. It owns you. The way to approach liquidity on the short side is radically different. On the long side, liquidity increases as more investors are drawn to rising prices. Early birds end up selling to a much larger pool of market participants.

On the short side, when investors liquidate their positions, it is a one-way street. After a beating, they don't come back for round two. Nothing captures the emotional journey of long market participants more faithfully than the Kübler-Ross model. Market participants grieve...

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