Amaranth Advisors LLC

Revision as of 21:33, 16 June 2021 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 Third worst hedge fund failure after LTCM and Archegos. In a world of also-rans, this is quite the accolade.

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