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.  
{{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.
{{strike|Second|Third}} worst [[hedge fund]] failure after [[LTCM]]{{insert| and Archegos}}. In a world of also-rans, this is quite the accolade.
{{sa}}
*[[LTCM]]
*[[Archegos]]

Latest revision as of 11:31, 22 July 2022

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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.

See also