R, Scientometrics, Knowledge Management, and Social Network Analysis

A simple network analysis on hedge fund holdings

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I’ve been following the website Financial Network Analysis lately. Wanting to get my hands dirty, I tried to generate simple network map of hedge fund holdings.

Based on the hedge fund portfolio tracker compiled by marketfolly, I constructed a network map of some stocks which are held by at least two hedge funds.

Here are the list of hedge funds tracked:

  • Appaloosa Management (David Tepper)
  • Baupost Group (Seth Klarman)
  • Berkshire Hatheway (Warren Buffett)
  • Blue Ridge Capital (John Griffin)
  • Bridger Management (Roberto Mignone)
  • Conatus Capital (David Stemerman)
  • Fairholme Capital Management (Bruce Berkowitz)
  • Greenlight Capital (David Einhorn)
  • Harbinger Capital Partners (Phil Falcone)
  • Lone Pine Capital (Stephen Mandel)
  • Maverick Capital (Lee Ainslie)
  • Pabrai Investment Fund (Mohnish Pabrai)
  • Paulson & Co (John Paulson)
  • Pershing Square Capital Management (Bill Ackman)
  • RBS Partners (Eddie Lampert)
  • Shumway Capital Partners (Chris Shumway)
  • Soros Fund Management (George Soros)
  • Third Point LLC (Dan Loeb)
  • Tiger Global (Chase Coleman)
  • Tiger Management (Julian Robertson)
  • Viking Global (Andreas Halvorsen)

The red nodes are the fund managers for each hedge fund. The bigger the size of the node of a stock (blue nodes) means that the stock are held by more hedge funds. Here is the network map (click on the image for larger size):

As can be seen Apple, Wells Fargo, and Visa are held by the most hedge funds (7 to be exact).


Written by Mat

June 14, 2010 at 1:44 pm

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