Are short positions really worth it in equity factor investing? In this deep dive, we explore market-neutral portfolios, the trade-offs of shorting vs. hedging, and whether shorting can lead to better risk-adjusted returns. We break down key factors like momentum and value, discuss the impact of trading costs, and uncover whether the long-short approach truly outperforms. Join us as we challenge conventional wisdom and ask: How might the future of investing change?

Find the full research paper here: https://community.quantopian.com/c/community-forums/equity-factors-to-short-or-not-to-short-that-is-the-question

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.