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After The Rout: These Are The Top 20 Hedge Fund Long And Short Positions

•, Tyler Durden

We left readers with a specific trade suggestion:

with earnings season about to start, traders may put the above data to good use as positioning risks are particularly acute during quarter-end rebalancing: the 10 most neglected stocks have outperformed the 10 most crowded stocks by an annualized spread of 85ppt on average during the first 15 days of each quarter since 2012. In other words, buying the 10 most underweight stocks and shorting the 10 most overweight remains the best source of alpha this decade.

Today, with almost two thirds of earnings reports behind us, Bank of America provides an update of not only how hedge fund portfolios have shifted in the past month, but also how this "strategy" has performed.

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