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  2. Long/short equity - Wikipedia

    en.wikipedia.org/wiki/Long/short_equity

    A hedge fund might sell short one automobile industry stock, while buying another—for example, short $1 million of DaimlerChrysler, long $1 million of Ford.With this position, any event that causes all auto industry stocks to fall will cause a profit on the DaimlerChrysler position and a matching loss on the Ford position.

  3. Dividend future - Wikipedia

    en.wikipedia.org/wiki/Dividend_future

    Going long a dividend future, for example, and short the underlying stock results in taking a position on a company's dividend yield. Another type of arbitrage, that is common with equities, is called Index Arbitrage. In dividend futures, Index Arbitrage consists of taking spread positions between an Index dividend futures and its components.

  4. Single-stock futures - Wikipedia

    en.wikipedia.org/wiki/Single-stock_futures

    In finance, a single-stock future (SSF) is a type of futures contract between two parties to exchange a specified number of stocks in a company for a price agreed today (the futures price or the strike price) with delivery occurring at a specified future date, the delivery date. The contracts can be later traded on a futures exchange.

  5. Systematic trading - Wikipedia

    en.wikipedia.org/wiki/Systematic_trading

    An example of a systematic approach would be: Identify, using fundamental analysis , which stocks and futures should be used for replication. Analyze correlations between the targeted index and selected stocks and futures, looking for the strategy which provides a better approximation to index.

  6. Long run and short run - Wikipedia

    en.wikipedia.org/wiki/Long_run_and_short_run

    Marshall's original introduction of long-run and short-run economics reflected the 'long-period method' that was a common analysis used by classical political economists. However, early in the 1930s, dissatisfaction with a variety of the conclusions of Marshall's original theory led to methods of analysis and introduction of equilibrium notions.

  7. Long (finance) - Wikipedia

    en.wikipedia.org/wiki/Long_(finance)

    In finance, a long position in a financial instrument means the holder of the position owns a positive amount of the instrument. The holder of the position has the expectation that the financial instrument will increase in value. [1] This is known as a bullish position. The term "long position" is often used in context of buying options ...

  8. Long position vs. short position: What’s the difference in ...

    www.aol.com/finance/long-position-vs-short...

    Going long vs. going short. The distinction between going long and going short is brief but important: Being long a stock means that you own it and will profit if the stock rises.

  9. Managed futures account - Wikipedia

    en.wikipedia.org/wiki/Managed_Futures_Account

    Managed futures accounts are operated on behalf of an individual by professional money managers such as CTAs or CPOs, trading in futures or other derivative securities. [3] The funds can take both long and short positions in futures contracts and options on futures contracts in the global commodity, interest rate, equity, and currency markets. [4]