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Hedge Fund Equity Exposure From Carpenter Analytics




Last week I briefly mentioned in the weekly sentiment overview that aggregate hedge fund equity exposure was actually short.

Just a few weeks ago this metric from Carpenter Analytics dropped close to the low in 2004. But it has since recovered and is now just below the zero line again.

carpenter analytix hedge fund exposure

This is a tough indicator to interpret not only because it doesn’t seem to have a pattern, but also because it is difficult to know how accurate it is (since it is “reverse engineered” rather than compiled from source like a survey). In any case, I wanted to share it with you for what its worth.

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One Response to “Hedge Fund Equity Exposure From Carpenter Analytics”  

  1. 1 Paolo

    I’m not sure at all of what I’m going to write, but I guess that’s a momentum-like indicator, hence it’s pointing out this is the minimum in equity exposure and from this moment it could cross well beyond zero starting to rise, or, as a very good bastard momentum indicator, could bounce back from the zero line, sinking again :-)

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