taimpeng
commented
2 years ago With the release of Credit Suisse's Archegos report, there's significant additional evidence suggesting a connection. E.g., here's the report talking about getting hit by idiosyncratic risk and then saying their potential exposure more than doubled between January 26th and January 27th, from $331 million to $721 million. (Know any stocks that did that?)
The full report is here: https://www.credit-suisse.com/media/assets/corporate/docs/about-us/investor-relations/financial-disclosures/results/csg-special-committee-bod-report-archegos.pdf
It actually looks like, between the repeated specificity in margin requirements over time (with specific dates) and known holdings, it might be possible to estimate upper and lower bounds for some of Archegos's holdings at various points.
Again, feel free to contact me on Reddit if there's anything unclear about any of this, ... or just to tell me that I'm crazy and that's why nobody's going to look into it. Thanks!
Link to your reddit username https://old.reddit.com/user/taimpeng/
Propose your question or request I'm curious if the Quants would be able to help look at connections between stocks cited by news articles as related to Archegos's collapse (e.g., DISCA & VIAC, or any Archegos holdings, really) and the so called "meme stocks".
https://old.reddit.com/r/Superstonk/comments/o2i69k/is_archegos_the_missing_puzzle_piece/ - Thread there laying out why
Describe alternatives you've considered I've done some traditional investigative work and found a bunch of circumstantial evidence (laid out in the above thread) that there's relationship between Archegos and GME (or other meme stocks). It's possible some or most of the open questions could be resolved with just a lot of that traditional investigative legwork... but I'm actually more curious about correlations (in particular if correlations that existed before 1/27 and break down between 1/27 - 3/26) that the Quants might notice when going over the Archegos data that hasn't caught my eye.
Additional context I think that's about it. Feel free to contact me on Reddit if anything isn't clear or this ask is too ridiculously broad, or I'll try to check back on here.