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.

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