Net short position: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Administrator (CSV import) |
imported>Doug Williamson (Classify page.) |
||
| (2 intermediate revisions by the same user not shown) | |||
| Line 1: | Line 1: | ||
A condition in which an investor has | A condition in which an investor has a greater value of short positions than long positions in a given asset, market, portfolio or trading strategy. | ||
Investors who are net short will benefit when the price of the underlying asset decreases. | Investors who are net short will benefit when the price of the underlying asset decreases. | ||
== See also == | == See also == | ||
* [[Long position]] | * [[Long position]] | ||
* [[Short position]] | * [[Short position]] | ||
[[Category:Cash_management]] | |||
[[Category:Liquidity_management]] | |||
Latest revision as of 20:28, 1 July 2022
A condition in which an investor has a greater value of short positions than long positions in a given asset, market, portfolio or trading strategy.
Investors who are net short will benefit when the price of the underlying asset decreases.
