The Short Index

Posted: 2 Jan 2014 Last revised: 27 Jun 2017

Date Written: January 2, 2014

Abstract

Is there was a way to build a portfolio of non-leveraged short positions? This is new territory because industry’s focus on building models for a long only focused market, but also because short, and long-short enter the alternative or hedge territory, an underrepresented segment globally. The idea of a short index does not exist while the short ETFs are in their nascency. As global money managers still are predominantly 'buy and close' rather than buy with a short hedge. As markets become harder to understand, the lines between trading and investing have finally started to blur.

Keywords: Short Indexing, Short Strategy, Hedging

Suggested Citation

Pal, Mukul, The Short Index (January 2, 2014). Available at SSRN: https://ssrn.com/abstract=2373872 or http://dx.doi.org/10.2139/ssrn.2373872

Mukul Pal (Contact Author)

AlphaBlock ( email )

Toronto, Ontario M8Z 2H6
Canada

HOME PAGE: http://www.alphablock.org

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