Amaranth Advisors LLC: Difference between revisions
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{{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. | {{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 | {{strike|Second|Third}} worst [[hedge fund]] failure after [[LTCM]]{{insert| and Archegos}}. In a world of also-rans, this is quite the accolade. |
Revision as of 21:33, 16 June 2021
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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.