Amaranth Advisors LLC: Difference between revisions
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{{g}}Cautionary tale. [[Hedge fund]]. [[Sharpe ratio]] off the charts. Bet the farm on a seasonal spread between natural gas futures of different expiries not inverting, and lost. | {{a|g|{{disaster cafe}}}}Cautionary tale. [[Hedge fund]]. [[Sharpe ratio]] off the charts. Bet the farm on a seasonal spread between natural gas futures of different expiries not inverting, and lost. | ||
Second worst [[hedge fund]] failure after [[LTCM]]. In the world of also-rans, this is quite the accolade. | Second worst [[hedge fund]] failure after [[LTCM]]. In the world of also-rans, this is quite the accolade. | ||
Revision as of 10:40, 19 October 2020
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Cautionary tale. Hedge fund. Sharpe ratio off the charts. Bet the farm on a seasonal spread between natural gas futures of different expiries not inverting, and lost. Second worst hedge fund failure after LTCM. In the world of also-rans, this is quite the accolade.