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
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