Tag: Allergan

Hedge Fund Crowding Update – Q2 2016

Hedge Fund Crowding Update – Q2 2016

Hedge Fund Crowding Update – Q2 2016 by AlphaBetaWorks Insights Typical analysis of hedge fund crowding focuses on individual stocks. This is misguided since over 85% of hedge funds’ monthly return variance is due to factor (systematic) exposures. Their residual, […]