Name: Systematic Short Selling
SKU: 69223717
Price: 32.98 EUR
Availability: InStock
Author: Alastair P. Brennan
ISBN: 9798896654742

Type

Physical Book

Publisher

NobleTrex Press

Author

Alastair P. Brennan

Language

English

Pages

326

ISBN13

9798896654742

Systematic Short Selling

Alastair P. Brennan (Author) · NobleTrex Press · Physical Book

New Book Imported to Netherlands

Delivery: 29 Oct - 02 Nov

€ 32,98

Import costs and 9% BTW included in the price ✅

€ 32,98

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Synopsis "Systematic Short Selling"

Short selling is where elegant theory meets brutal market reality. This book is written for quantitative investors, hedge fund researchers, portfolio managers, and advanced practitioners who want to build systematic equity short strategies that survive outside the backtest. Rather than treating the short book as a mirror image of long investing, it shows why short-side alpha is structurally different—shaped by asymmetric payoffs, borrow frictions, squeezes, leverage, and operational constraints. The book guides readers from first principles to production-grade implementation. It covers point-in-time data discipline, feature engineering, and backtest design; the mechanics of securities lending, locates, recalls, and borrow cost forecasting; and the design of short-side factor signals based on valuation, deterioration, events, technicals, and crowding. It then develops borrow-aware portfolio construction, equity risk models, hedging, optimization, rebalancing, and the risk controls needed to manage nonlinear losses, liquidity stress, and margin fragility. A major strength of the book is its integration of research, portfolio design, and live operations into one coherent framework. Readers should be comfortable with statistics, regression, and quantitative investing concepts, but the treatment remains practical throughout. The result is a clear blueprint for turning short ideas into an investable, governed, and durable systematic short-selling program.