Amaranth Advisors LLC

From The Jolly Contrarian
Revision as of 15:09, 15 October 2020 by Amwelladmin (talk | contribs) (Created page with "{{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 l...")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search
The Jolly Contrarian’s Glossary
The snippy guide to financial services lingo.™
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 worst hedge fund failure after LTCM. In the world of also-rans, this is quite the accolade.