This article by Momtchil Pojarliev and Richard Levich proposes a methodology to measure crowded trades and applies it to currency managers. According to the authors, this methodology offers useful insights regarding the popularity of certain trades among hedge funds and provides regulators with another tool for monitoring markets.Detecting Crowds in Currency Funds
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Detecting crowded trades in currency funds
currency, hedge funds, Momtchil Pojarliev, Richard Levich
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