Shrimp stock is easy to make. You can just peel off the shrimp shells, and toast them until they turn a bright orange color in a stock pot. We usually add in a little bit of garlic, as well as maybe some scraps of celery, carrots, onions and a couple of bay leaves, along with some salt and pepper. Add a few cups of water, then simmer for about 10 minutes, or until you achieve your desired level of shrimp flavor. Then, strain away the shells and extra bits. Discard, then, there you have it! The perfect shrimp stock for this keto shrimp bisque recipe.