Amaranth Advisors LLC: Difference between revisions

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(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...")
 
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{{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 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 the world of also-rans, this is quite the accolade.
Second worst [[hedge fund]] failure after [[LTCM]]. In the world of also-rans, this is quite the accolade.

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