Bridge over ocean
1 January 2011 Financial Analysts Journal Volume 67, Issue 1

Detecting Crowded Trades in Currency Funds

  1. Momtchil Pojarliev, CFA
  2. Richard M. Levich

Investors and regulators suspect that crowded trades may pose a special risk. The authors propose a methodology to measure crowded trades and apply it to currency managers. This methodology offers useful insights regarding the popularity of certain trades among hedge funds and provides regulators with another tool for monitoring markets.

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