Tuesday, January 12, 2010
Detecting Crowded Trades in Currency Funds
By Momtchil Pojarliev, Hathersage Capital Management LLC and Richard M. Levich, Finance Department, New York University's Leonard N. Stern School of Business
In their paper, they propose a methodology to measure crowded trades and apply it to professional currency managers. They also offer useful insights regarding the popularity of certain trades – in currencies, gold, or other assets – among hedge funds.
Download the full article here.
From the January 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
In their paper, they propose a methodology to measure crowded trades and apply it to professional currency managers. They also offer useful insights regarding the popularity of certain trades – in currencies, gold, or other assets – among hedge funds.
Download the full article here.
From the January 2010 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, currency funds
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