Risk of Ruin

Inside Long Term Capital

Jul 17, 2024

01:03:12

Highlights

AI Chapters

Episode notes

When Genius Failed by Roger Lowenstein

02:50

Eric's Backgammon Analysis - Manny Kimmel

01:36

Using Machine Learning to Win at Sports Betting

02:09

Introduction

2min

The Cliff Snote's Version of LTCM

2min

The Difference Between Advantage Gambling and Quantitative Finance

3min

Using Machine Learning to Win at Sports Betting

2min

Eric's Backgammon Analysis - Manny Kimmel

2min

What I Learned About the Apple Users Group

2min

The Mitch in the Story

4min

Eric Rosenfeld, Founder and CEO of Solomon Investments, Inc.

2min

Solomon in the 80s

2min

10.

The Secret Sauce of the Market

3min

11.

Solomon's Risk Tolerance in Times of Turbulence

2min

12.

LTCM Fundraising - The Story of a Biggest Trader and Gambler

5min

13.

LTCM's Crisis

6min

14.

Long-Term Capital - A Bid for 250 Million

2min

15.

Buffett's Bid Was Attractive to Us

2min

16.

LTCM - The Force Dividend and the Opportunity Set

3min

17.

How to Get Back to Risk Compliance

2min

18.

LTCM - What Happened to the Fund?

2min

19.

Long-Term Trading

2min

20.

A Bailout of LTCM's Creditors

2min

21.

When Genius Failed by Roger Lowenstein

3min

22.

Investing in the JWM Fund

4min

23.

How Rare Is Eric's Life?

5min

The story of Long Term Capital Management as told by LTCM partner Eric Rosenfeld. Eric earned a PhD from MIT, then taught at Harvard Business School, then became a trader at Salomon, then was a founding partner of LTCM.

Resources:

HBS Study on LTCM dividend

Eric's talk at MIT in 2009

Michael Lewis article on LTCM

When Genius Failed, Roger Lowenstein

Follow the show on Twitter: @halfkelly
Email: riskofruinpod@gmail.com
Web: halfkelly.com