Amaranth Advisors LLC

Revision as of 10:40, 19 October 2020 by Amwelladmin (talk | contribs)

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.

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