LTCM
fund on 2 shows · 2 statements across 2 episodes
2 statements about LTCM, every show
Ehrenberg: The 2022 market downturn resembles 2001's valuation bubble, not a shock
“I think the difference between this and say, 87 and 97 with LTCM is that this is not a shock. This is not an episodic jolt. This is much more akin to O-one, when you had valuations getting stretched to the point of just lacking reason, and partly it was a func…”
Andrius Sikov: Quantitative investing is entering a third wave focused on alternative data
“We are, it's a third generation, we were just at the very beginning of the third wave of quantitative computing revolution. The first one was pricing the derivatives correctly, powered by LTCM, the first guys who started it doing properly scale. Once that was …”