Long-Short Equity
Long-short equity combines long positions expected to rise with short positions expected to fall or underperform.
Market timing and long-short implementation terms used in active portfolio strategy.
Tactical Timing and Long-Short Implementation terms describe active, passive, index, factor, smart-beta, risk-parity, tactical, timing, and long-short portfolio implementation.
Use this branch when the implementation style changes benchmark tracking, factor exposure, manager discretion, turnover, costs, or downside behavior.
| Term | Use it for |
|---|---|
| Long-Short Equity | Active, passive, index, factor, smart-beta, risk-parity, tactical, timing, or long-short implementation terms. |
| Market Timing | Active, passive, index, factor, smart-beta, risk-parity, tactical, timing, or long-short implementation terms. |
Check the benchmark, holdings, factor exposure, tracking error, turnover, costs, tax impact, leverage, short exposure, rebalance rule, and whether the implementation matches the stated mandate.
This page is educational and does not recommend a specific portfolio, security, fund, tax treatment, or account choice.
Choose a subsection first. Deeper term pages live inside each subsection, which keeps large topic hubs readable.
Long-short equity combines long positions expected to rise with short positions expected to fall or underperform.
Market timing attempts to shift exposure before expected market moves, often by changing cash, sector, or asset-class weights.