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  2. Long/short equity - Wikipedia

    en.wikipedia.org/wiki/Long/short_equity

    Typically, equity long/short investing is based on "bottom up" analysis based primarily on the analysis of the financial statements of the individual companies, in which investments are made. There may also be "top down" analysis of the risks and opportunities offered by industries, sectors, countries, and the macroeconomic situation.

  3. Convergence trade - Wikipedia

    en.wikipedia.org/wiki/Convergence_trade

    Convergence trade is a trading strategy consisting of two positions: buying one asset forward—i.e., for delivery in future (going long the asset)—and selling a similar asset forward (going short the asset) for a higher price, in the expectation that by the time the assets must be delivered, the prices will have become closer to equal (will have converged), and thus one profits by the ...

  4. 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.

  5. 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.

  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. 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.

  8. Pairs trade - Wikipedia

    en.wikipedia.org/wiki/Pairs_trade

    The pairs trade helps to hedge sector- and market-risk. For example, if the whole market crashes, and the two stocks plummet along with it, the trade should result in a gain on the short position and a negating loss on the long position, leaving the profit close to zero in spite of the large move.

  9. Convertible arbitrage - Wikipedia

    en.wikipedia.org/wiki/Convertible_arbitrage

    Since most arbitrageurs were long GM debt and short the equity, they were hurt on both sides. Going back a lot further, many such "arbs" sustained big losses in the so-called "crash of '87" . In theory, when a stock declines, the associated convertible bond will decline less, because it is protected by its value as a fixed-income instrument: it ...