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.  
{{strike|Second|Third}} worst [[hedge fund]] failure after [[LTCM]]{{insert| and Archegos}}. In a 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]]

Revision as of 16:09, 30 November 2021

The Jolly Contrarian’s Glossary
The snippy guide to financial services lingo.™
Chez Guevara — Dining in style at the Disaster Café™
Sam Bankman Fried green tomatoes at the Disaster Café
From our Disaster Café series
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Index — Click the ᐅ to expand:
Tell me more
Sign up for our newsletter — or just get in touch: for ½ a weekly 🍺 you get to consult JC. Ask about it here.

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