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, a few 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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