Sentences with phrase «short positions in my portfolio»

May still have 1 - 2 short positions in the portfolio if the buy signal is weak and the prior decline was significant

Among the main risks affecting the funds, ProShares warns of inherent volatility associated with futures markets as well as the risk of holding speculative short positions in the portfolios, which could expose the investor to losses.

I have other short positions in my portfolio, so for long bond yields to continue to tank, it would probably take some sort of exogenous event or major market malaise, which would translate into gains elsewhere in the portfolio.

Not exact matches

Portfolio managers now have record or near - record ratios of long to short positions in WTI (11:1), Brent (15:1), U.S. gasoline (24:1) and European gasoil (45:1).

«Managers are using short positions in these stocks to hedge their portfolios against large negative market moves.»

This is supported by the fact that both the short and long ETF positions in our model portfolio are acting well and showing unrealized gains.

About 90 % of our stock portfolio is hedged by an offsetting short position in the Russell 2000 Index and S&P 100 Index.

That's why we hold over 200 individual investment positions in Strategic Growth, why we diversify across industries, why I left complete put option coverage underneath the Fund's portfolio even in response to a favorable shift in our measures of market action two weeks ago (now neutral), why the dollar value of our shorts never materially exceeds our long holdings, and why even in the most favorable conditions, the Fund can establish leverage only by investing a small percentage of assets in call options (never on margin).

Our fully invested stock portfolio remains fully hedged with an offsetting short position in the Russell 2000 and S&P 100 indices.

If one is long a broadly diversified portfolio of stocks and hedged with a short position in the major indices, the result is a net portfolio loss — and that can feel excruciating if the major indices are advancing at the same time.

The benefit and cost of hedging with a «flat» short position in a given market index is straightforward: if the market declines, the short position offsets the impact of the market loss on the portfolio; if the market gains, the short position surrenders the impact of the market gain.

Shortly after today's open, we added our second short position in The Wagner Daily model portfolio, through buying the inversely correlated UltraShort Emerging Markets ETF ($ EEV).

Second, the more right you are, the more quickly the position becomes irrelevant to the incremental returns of the portfolio because a short position shrinks in size if it goes in the intended downward direction.

Portfolio insurance products were algorithm - based products created to protect investors from falling markets by selling «ever - increasing numbers of futures contracts,» the New York Times explained in 2012, because «the short position in futures contracts would then offset the losses caused by falls in the stocks they owned.»

We still have two short positions in our model ETF trading portfolio, but the majority weighting of our swing trades (combining ETF and individual stock positions) remains on the long side of the market.

Rather, my impression is that the problems at JPM may be the result of using highly leveraged, illiquid derivative transactions as a «cross-hedge,» intended to reduce the risk of default in a whole portfolio of complex positions including (but not limited to) European mortgage debt, but with the long and short portions of the position behaving unexpectedly in relation to each other.

More impressive, Icahn claims his portfolio has largely been hedged in the last few years — his stock holdings offset by large short positions of the S&P 500 Index.

In classical terms, if you buy a portfolio of RMBS it should give you a relatively short position, but in this case I think the other part of it is our perspective, the markeIn classical terms, if you buy a portfolio of RMBS it should give you a relatively short position, but in this case I think the other part of it is our perspective, the markein this case I think the other part of it is our perspective, the market.

In other T2 Partners portfolio activity, we detailed how Tilson covered his Netflix (NFLX) short position.

For time - series portfolios, they take an equal long (short) position in each asset within a class - strategy according to whether its expected return is positive (negative).

Their approach is to calculate excess returns in U.S. dollars from a portfolio that is iteratively long (short) the fifth of currencies that are most undervalued (overvalued) per each of these four metrics and hold the positions over periods ranging from one week to 12 months.

In this case the corporate bond portfolio may rise less (or decline more) in value than the hedge offered by the short treasury positioIn this case the corporate bond portfolio may rise less (or decline more) in value than the hedge offered by the short treasury positioin value than the hedge offered by the short treasury position.

FXE (CurrencyShares Euro Trust) remains in a strong downtrend / sell signal but this portfolio is not shorting stocks so it remains in cash on the FXE position.

With the remaining 40 % of the portfolio, I recommend taking shorter - term tactical positions in technology shares ($ XLK), beaten - down periphery Eurozone shares ($ EWP) and select emerging market positions ($ TUR and $ AFK).

Many managers, driven by the demands of «scalability» and marketing, have generated complex strategies and sprawling portfolios (PIMCO Short Term, for example, has 1500 long positions, 30 shorts and a 250 % turnover) in pursuit of an answer.

When SPY is below its 200 day moving average the portfolio is long the 15 stocks and holds an equal short position in SPY («100 % Hedged»).

The equally weighted portfolios all have 7 positions weighted at 14.285 % and include one position in the Vanguard Short - Term Treasury Mutual Fund (VFISX).

The fund's short positions are not intended to hedge the portfolio in market downturns, but rather to allow stocks with unfavorable outlooks to contribute to performance.

Fortunately, the bulk of the portfolio's bond position is held in short - term bonds, which are less sensitive to interest rate movements.

These funds dedicate most of their portfolios to short stock positions in an attempt to benefit from anticipated market declines...

Investors should also consider a levered ETF for very short - term hedging positions — the UltraShort S&P 500 ETF (SDS) is an example — but be careful to keep only a small portion of your portfolio in such a levered trading vehicle.

These portfolios take equally weighted long positions in the top third of derivatives contracts ranked by our signals and equally weighted short positions in the bottom third of contracts.

Long positions will be held in the «Long Portfolio» and Short positions in the «Short Portfolio».

The benefit and cost of hedging with a «flat» short position in a given market index is straightforward: if the market declines, the short position offsets the impact of the market loss on the portfolio; if the market gains, the short position surrenders the impact of the market gain.

In the short - term, that can be uncomfortable for hedged - equity strategies that are long a broad portfolio of value - oriented stocks and hedged with an offsetting short position in the major indiceIn the short - term, that can be uncomfortable for hedged - equity strategies that are long a broad portfolio of value - oriented stocks and hedged with an offsetting short position in the major indicein the major indices.

Improving High - Yield Bond Portfolio Returns Investors in corporate credit, especially high - yield bonds, tend to face shorter cycles of booms and busts than do government bond investors, and therefore have more frequent opportunities, as a result of year - over-year price volatility, to advantageously position their portfolios.

No matter how disciplined you are we all take a little risk here and there in a short - term position, a momentum stock or something that doesn't really fit the portfolio long - term, but was a good short - term opportunity.

We'll invest say EUR (1) in a short position in each of these stocks, so essentially we're adding a (different) inverse Beta Portfolio.

With those characteristics in mind, Exhibit 3 shows the performance of a hypothetical portfolio («MIX»), comprising a small position in Short VIX (7.5 % weighting), with the remainder in Low Volatility.

Gross believes that rates are headed higher, and he's positioned the portfolio for such an event, investing more than a third of the portfolio in short - term securities that have left his funds to deep, broad decline in fixed - income portfolios in 2013.

It focuses on building a diversified, bottom - up portfolio in stressed / distressed assets utilising a combination of long and where appropriate, short positions.

Because our short positions have dwindled in size relative to the portfolio after a long rise in stocks, and our longer — term bond funds were hit almost as hard as stocks, we fell along with the markets.

HYHG maintains short positions in 2 -, 5 - and 10 - year U.S. Treasury futures contracts to hedge its portfolio against possible rate increases.

Longer - term investors are in a position to allocate a larger portion of their portfolio to higher - risk investments like stocks than shorter - term investors because a longer time horizon is associated with lower volatilityVolatility The rate at which the price of a security increases or decreases for a given set of returns.

The Vanguard STAR fund benchmark was also up 1.4 % in November matching our Aggressive portfolio exactly, however, in down markets we're generally falling less than this total portfolio fund, mostly because of our short positions and longer - duration bond holdings.

Portfolio duration decreased to 0.86 years at month end due to an increase in active short positions.

Short Paired ETF position in FAS which is explained further author's Portfolio Updates.

• Access to loans (in CEDEX Coins) through diamond investment portfolios • Transparent payment for diamond sales • Ability to cover borrowing and collateral fees by opening a short position through the CEDEX platform

In an age of freelancers, portfolio careers, and multiple short - term job changes, positioning relevant successes in context is what gets candidates interviewIn an age of freelancers, portfolio careers, and multiple short - term job changes, positioning relevant successes in context is what gets candidates interviewin context is what gets candidates interviews.