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Article seems to be wrong on several major points? • "The fund was not overly levered" • "Its risk was not hidden" • "Hwang typically ran dollar-neutral portfolios" • "Analysts had full insight into Archegos’ ... position sizes"https://www.bloomberg.com/opinion/articles/2021-03-30/wall-street-archegos-collapse-is-business-as-usual-not-a-disaster …
Like given the fund went from $10-15bn to ~$0 in like a week, without a major event or liquidity crisis, I would probably say it was overly levered?
There is a *massive* difference between a quant equity book (carefully hedged to sector, country and factor exposures) which can run 10-15x leverage and still be pretty low volatility vs. levered 5x long in concentrated shitcos "hedged" with index futures
This is particularly awful. If you have a concentrated long book in stocks which are broadly all in the same sector, and you hedge that with index futures ... that is a bad hedge! You are taking a fuckload of risk if you do that!pic.twitter.com/zeyB2xxGKE
So, what positioned moved against him so hard to trigger a margin call?
Likely a few at once but I think mostly VIAC
it was his money, he could lever it how he liked 
i've probably had more than he did.
also I don't think the risks were "hidden" at least not in the enron or worldcom sense. maybe in the AIG FP sense, if you count that
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