PT - JOURNAL ARTICLE AU - Rochester Cahan AU - Yin Luo ED - Goyal, Gauri TI - Practical Applications of Standing Out from the Crowd: <em>Measuring Crowding in Quantitative Strategies</em> AID - 10.3905/pa.2013.1.1.014 DP - 2013 Jul 31 TA - Practical Applications PG - 14--17 VI - 1 IP - 1 4099 - https://pm-research.com/content/1/1/14.short 4100 - https://pm-research.com/content/1/1/14.full AB - Standing Out from the Crowd: Measuring Crowding in Quantitative Strategies Rochester Cahan Yin Luo This Practical Applications report shows managers how to use real-time data to measure crowding and use these data as an indicator for the downside risk of herding into and out of quantitative strategies. It is based on Standing Out from the Crowd: Measuring Crowding in Quantitative Strategies , which was published in the Summer 2013 issue of The Journal of Portfolio Management .We interviewed Co-Author Rochester Cahan, Head of U.S. Quantitative Strategy at Deutsche Bank Securities in New York. Cahan tells us how he and Co-Author Yin Luo, Head of the firm’s Global Quantitative Strategy, took earlier studies of crowding further—offering insights into the future risks of crowding.Quants who are looking for crowdedness patterns can pick from his suggested methodologies, depending on their investment strategy—either value or momentum and long-short or long only, he explains.TOPICS: In markets, statistical methods, technical analysis