That’s from an article on Valuwalk.com dated back to January 19th 2018, just before the massive volatility event and market correction of February.
According to the article, hedge Fund net leverage went up across the board going into 2018, particularly during the last 2 months of 2017. During most of 2017 these funds were operating at levels below average, but in December 2017 US hedge funds were operating above long term net leverage levels indicating a ramping up of market exposure for 2018.
We all know what happened next right?
Would be interesting to find today’s Long/Short Fund leverage data to help gauging current liquidity levels.
great information. In today’s article you see some other measures that can be used to understand market levels of capital at risk/leveraged as well.
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