Net short position

From ACT Wiki
Revision as of 14:20, 23 October 2012 by imported>Administrator (CSV import)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

A condition in which an investor has more 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.

See also