Net short position: Difference between revisions
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imported>Doug Williamson (Note it is the value of positions that is relevant.) |
imported>Doug Williamson (Classify page.) |
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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.
