Net short position: Difference between revisions
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imported>Administrator (CSV import) |
imported>Doug Williamson (Note it is the value of positions that is relevant.) |
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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. | ||
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* [[Long position]] | * [[Long position]] | ||
* [[Short position]] | * [[Short position]] | ||
Revision as of 20:24, 22 June 2015
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.
