Amaranth Advisors LLC: Difference between revisions
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{{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 | {{strike|Second|Third}} worst [[hedge fund]] failure after [[LTCM]]{{insert| and Archegos}}. In a world of also-rans, this is quite the accolade. | ||
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*[[LTCM]] | |||
*[[Archegos]] |
Latest revision as of 11:31, 22 July 2022
Chez Guevara — Dining in style at the Disaster Café™
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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 Third worst hedge fund failure after LTCM and Archegos. In a world of also-rans, this is quite the accolade.