Definitions for "Equity market neutral"
Keywords:  neutral, beta, exploit, strategy, hedge
This is where a manager takes an equal position on both the short and long side thereby he will theoretically maintain a neutral exposure to the market.
A hedge fund investment strategy designed to exploit equity market inefficiencies. It usually involves being simultaneously long and short matched equity portfolios of the same size within a country. Market neutral portfolios are designed to be either beta or currency neutral, or both. Well designed portfolios typically control for industry, sector and market capitalisation.
An investment strategy that invests in both long positions and short positions, with equal dollar amounts. It attempts to neutralise market risk to achieve absolute returns.