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Virtue Hoarders: The Case against the Professional Managerial Class (Forerunners: Ideas First)
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At that time the short U.S. swap spread, the European cross-swap trade, and the short volatility trade were by far LTCM’s largest trades.
Ludwig B. Chincarini • The Crisis of Crowding




relative value trades and convergence trades.
Ludwig B. Chincarini • The Crisis of Crowding

