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I think the main points to consider would be: how much leverage do they use, and how quickly can they get out of their positions? On the latter, we know it's
by jraines 9y ago
I think the main points to consider would be: how much leverage do they use, and how quickly can they get out of their positions?
On the latter, we know it's not comparable to LTCM because a long-held position for Rennaisance is like 8 seconds (so I heard).
On the former, I don't know. But LTCM had to use huge leverage to achieve their returns because their bets were ones with very small profit margins but that they were extremely confident in.