Sentences with phrase «strategy on a short position»

Not exact matches

These include currency - hedged ETFs, triple - levered ETFs based on commodities, unconstrained bond funds with short positions betting against U.S. Treasurys, private equity funds, emerging market debt instruments, historically less - liquid bank loan funds, and all manner of actively managed strategies packaged in supposedly easy to buy and sell wrappers.

It's the largest hedge ETF, with $ 1.1 billion in assets; it melds numerous strategies that include taking both long and short positions on U.S. stocks and bonds and emerging markets.

They focus on a conventional momentum strategy that each month takes equally weighted long positions in past winners (top eight industries) and short positions in past losers (bottom eight industries) based on cumulative returns from 12 months ago to one month ago (12 - 2).

An advanced profile for individually assessed clients which enables the client to do the same as the basic profile and to write (sell / short) options and receive margin benefits on option strategies (combinations of options and / or underlying positions).

Minor cosmetic repairs were required in the pits and Gavin and Milner led the way on occasion as fuel and tyre strategies played out in the continuously fluctuating conditions, until a decision was taken to cut the race short as the # 4 Chevrolet Corvette C7.R held third position in the ultra-competitive GTLM division.

The fundamental weakness of the Agency 6 group management and strategy has been that they have been focussed exclusively on «protecting their position» for SHORT term profit, rather than aiming at success in the medium / long term and therefore greater earning for their shareholders.

Managed futures as an asset class are historically non-correlated to the stock and bond markets over long term periods and encompass a wide range of trading strategies (generally taking long / short positions in futures contracts on equity indices, commodities, financials and currencies).

Managed futures strategies, on the other hand, attempt to follow price trends, and they can take both long and short positions.

Long - Short Equity, or LSE, takes the EMN strategy (though they're not exact clones if we're to judge by their holdings and position sizes) and overlays a tactical equity strategy that targets an average 50 % exposure to the MSCI World Index, with the ability to adjust its exposure by + / - 20 % based largely on valuation and momentum.

The covered - call strategy is often employed when an investor has a short - term neutral - to - bearish view on the asset and for this reason decides to hold the asset (long) and simultaneously have a short position via the option to generate income from the option premium.

Specific strategies for reducing or «hedging» market exposure may include buying put options on individual stocks or stock indices, writing covered call options on stocks which the Fund owns or call options on stock indices, or establishing short futures positions or option combinations (such as simultaneously writing call options and purchasing put options) on one or more stock indices considered by the investment manager to be correlated with the Fund's portfolio.

This webinar covers: • Benefits of trading Spreads vs. the underlying futures contract • Utilizing an advanced trading strategy for long and short positions using Spreads • An in - depth look at the technical analysis ingredients required for this strategy • The strategy rules and how to manage your risk on each trade

Strategy # 3 — Market Conditions & Market Valuation A third hedging strategy is to based long / short positions on overall market conStrategy # 3 — Market Conditions & Market Valuation A third hedging strategy is to based long / short positions on overall market constrategy is to based long / short positions on overall market conditions.

Thus, if an investor used this strategy to determine when to go long, short, or neutral, the current signal indicates a neutral / short - term bond position based on relative strength.

A third hedging strategy is to based long / short positions on overall market conditions.

Alternatively, traders could take on large short positions themselves, with the large volume of selling ideally causing the price to fall, making the strategy self perpetuating.

Strategies an investor could use to avoid major drawdowns would be to either a) abandon this type of strategy entirely when the SP 500 or another major index is below a long term moving average, or b) hedge positions with a position in SH or use short option strategies on an equity index or ETFStrategies an investor could use to avoid major drawdowns would be to either a) abandon this type of strategy entirely when the SP 500 or another major index is below a long term moving average, or b) hedge positions with a position in SH or use short option strategies on an equity index or ETFstrategies on an equity index or ETF like SPY.

Gains in the Carry strategy were driven by a long position in the New Zealand dollar which appreciated as commodity export prices recovered, and a short position in the Swedish krona which depreciated on account of a dovish policy stance by the central bank, despite a stream of positive economic data.

Advised and updated clients on arbitrage opportunities and hedging strategies on long and short positions in commodities futures.