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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
Yes exactly this. And a handful of articles have made this same mistake I think.
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