What risk management mistake did optionsellers.com fund manager do to blow up his fund and clients?

Discussion in 'Risk Management' started by helpme_please, Nov 18, 2018.

  1. JSOP

    JSOP

    Exactly. They should've stepped in lot sooner to auto-liquidate the positions when they saw the huge losses amassing in the account when the trader was too chicken s*** to pull the trigger especially when they know that the leverage was high in the account. So yes, they partially contributed to this problem. They should've done more to control the margin shortfall.
     
    Last edited: Nov 19, 2018
    #81     Nov 19, 2018
    qlai likes this.
  2. This guy obviously hasn't read Nassim Taleb's Black Swan before writing his own book :D
     
    #82     Nov 19, 2018
    nooby_mcnoob likes this.
  3. How though... Assuming fat tail events happen (not even fat tail), would expect it in November, that would never hold.
     
    #83     Nov 19, 2018
  4. JSOP

    JSOP

    I know I agree it wouldn't even hold in thin-tail events. LOL But then again he thought with thin-tail events, his deep OTM strikes won't become ITM and even if they did, his 1 long call would be able to cover his 12 shorts. LOL

    I just feel really bad for his clients. The minimum amount that they have to deposit with him was $500K and apparently the largest account size was $10 million and he had 290 clients. And btw, he wasn't running a hedge fund. His clients were giving him POA to trade their personal accounts on their behalf. This is why all of the clients are on the hook for all of the debit balance owed to the broker and he's off the hook.
     
    Last edited: Nov 19, 2018
    #84     Nov 19, 2018
    PJB1994 likes this.
  5. Surprised Taleb isn't blowing up his twitter about this.
     
    #85     Nov 19, 2018
  6. haha, he is. The cited literature is hilarious:

     
    #86     Nov 19, 2018
  7. sle

    sle

    This was not even a Black Swan event, it was more like a Grey Goose event. What a douche!
     
    #87     Nov 20, 2018
  8. Not even grey goose, maybe Canadian goose
     
    #88     Nov 21, 2018
  9. (Annoying and expected)
     
    #89     Nov 21, 2018
  10. I can't believe no one liked my Canadian goose joke.
     
    #90     Nov 21, 2018