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LTCM: Long Term Capital

Michael Covel (October 25, 2005)

Here is an original promotional document from Long Term Capital Management (10 MG). This LTCM document is only available online here at TurtleTrader.com.

LTCM still 7 years later is a fantastic case study and a monster cautionary tale. You can read about those who won LTCM's losses in the book Trend Following, understand the background in the book When Genius Failed: The Rise and Fall of Long-Term Capital Management by Roger Lowenstein and read a great white paper from the CATO institute on LTCM.

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