A condition in which an investor has more short positions than long positions in a given asset, market, portfolio or trading strategy. Investors who are net short will benefit when the price of the underlying asset decreases.




Taobiz explains Net Short
Sometimes advanced traders will attribute a larger proportion of their portfolio to short positions rather than to long positions. This type of portfolio will increase as the prices of the underlying securities decrease because investors are borrowing securities from brokers and selling them on the market in hopes of buying them back later at a lower price. This type of position is taken by many large hedge funds and should only be attempted by experienced traders.

Being net short is the opposite of being net long.