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Hedge fund Melvin sustains 53% loss after Reddit onslaught (arstechnica.com)
320 points by arunbahl on Jan 31, 2021 | hide | past | favorite | 386 comments


It should be noted that Melvin Capital returned over 50% in 2020[1], 44% in 2019[2], and has averaged above 30% annual returns since inception[3].

In other words, even though this is definitely painful, even inclusive of this event, it's one of the best performing hedge funds of the past decade.

[1]https://www.wsj.com/articles/citadel-point72-to-invest-2-75-... [2]https://www.bloomberg.com/news/articles/2019-07-19/cohen-cub... [3]https://www.baltimoresun.com/business/ct-biz-reddit-wall-str...


Context is important, so the Nasdaq 100 (as represented by the QQQ ETF) returned ~49% in 2020, 39% in 2019, and 24% over the last 5 years. Beating the indexes by 5-6 points consistently is very good, but it's important to keep in mind that most equities were doing really well over that period.

(Edit: It's been reported elsewhere that these numbers are net of fees. However, it's entirely possible that for taxable accounts, tax considerations still narrow the performance gap. And of course, the QQQ offers instant liquidity and did not drop 53% this month.)

Either way, the money currently in there is very likely to underperform the indexes over the next 5 years (because they need to return 100% to get back to the pre-GME position).


The correct benchmark for a hedge fund is T-bills, not the S&P or the Nasdaq. That's because hedge funds are an absolute return product that offers an income stream uncorrelated to the market.

This may sound counterintuitive, but it's the basis of modern portfolio theory. The price that an investor should be willing to pay for an investment has to do with its beta to the broader market.

Think of it this way, imagine you could access the S&P 500 in a parallel universe. It has the same return characteristics as the normal S&P 500, but in any given year moves independently. How much does this improve your portfolio? Intuitively you'd think it's not worth anything. It's only as good as your current investments, so what's the point.

But in fact modern portfolio theory tells us that it's a huge improvement. Investing 50/50 in S&P and Bizarro-S&P, substantially improves the amount of return you can access for the same risk. That's because the two diversify each other, and the blend either reduces risk by 30% or lets you leverage up and increase expected returns by 30%.

You're saying, "maybe Melvin isn't a good investment, because it seems about equal to the S&P". But the point is an investment that's about equal to the S&P, yet uncorrelated to the S&P is massively valuable. Even if it has big drawdowns, you typically don't care as long as those drawdowns tend to occur during times when the rest of your portfolio is doing fine.

This is the same reason that a 60/40 stock-bond portfolio has massively outperformed 100% stocks historically. Even though bonds themselves return less than stocks.


This is good background and all makes sense, but in the context of Melvin we don't have enough data to know whether any of this is true in their case vs just being part of their pitch. (This is essentially true of all hedge funds.)

What appears to be the case is they were edging the QQQ until they incinerated half their capital in a week on a bad bet and poor risk controls. So we now know they are uncorrelated with the S&P, but unfortunately we only know they are uncorrelated to the downside. (We don't know if their outperformance has been a result of real alpha or a strong market plus leverage.)

We saw a lot of these funds in the strong bull market of the 90s and the takeaway I remember was that it's impossible to know ahead of time who's going to blow up and lose all/most of your money.


> The correct benchmark for a hedge fund is T-bills

T-Bills are virtually risk free, which is not the case of hedge funds, so why would you compare one with the other?

> But the point is an investment that's about equal to the S&P, yet uncorrelated to the S&P

How can you say that a hedge fund's return and the S&P are uncorrelated? They may not be identical but they are very strongly correlated.


Many hedge fund's run a factor neutral (market + other risk factors are hedged out of the portfolio) long short book. If done right (and thats the catch) there should be low correlation to S&P.

T-bills are the performance benchmark for hedge funds but not the risk benchmark (which is generally something riskier). This can sound counterintuitive as T-bills are a very low hurdle to clear. However, in a downturn scenario generally causes rates to fall, increasing t-bill return when the rest of the market goes down. In that case its a very difficult hurdle to clear.


Do you happen to have any resource that dives into this? This is really interesting would love to know more about how this works in details.


Not the OP, but _When Genius Failed_ by Lowenstein was a good book for understanding what happens in the asterisk ("if done right").


Thanks! I'll check it out.


> Investing 50/50 in S&P and Bizarro-S&P, substantially improves the amount of return you can access for the same risk.

I can see how this would lower the volatility of your portfolio. But how do you improve the return in this scenario?

> This is the same reason that a 60/40 stock-bond portfolio has massively outperformed 100% stocks historically

How is this possible? If I invest 100% in stocks, my return after 10 years is higher than 60/40 stock-bond. So why do you say the latter outperforms it?


> I can see how this would lower the volatility of your portfolio. But how do you improve the return in this scenario?

Leverage. You can translate reduced risk into greater returns by getting loans to invest more.


When the stock crashes, you can sell some bonds, which have not crashed, and buy stock on the cheap. When the stock recovers, you sell some stock and buy bonds. Rinse and repeat.

(You don't need to try and time the market for this to work. You can have a threshold so that you rebalance when you deviate from your target allocation more than X%)


I don't see how this would outperform 100% stocks over 10 years.

Or in other words, show me the numbers.


Are you asking if it can outperform total stock (it's pretty clear it can) or if it did?

According to https://www.justetf.com/en/etf-strategy-builder.html (click on "show simulation" and it will show the historical analysis) a 80/20 allocation slightly outperforms total stock over the last 20 years, while having lower volatility at the same time. I did not run the numbers myself.

Considering only the last 10 years seems pretty limited, as you are ignoring both the dot-com bust and the 2008 crisis.


You can use a site like this to compare: https://portfoliocharts.com/portfolio/total-stock-market/ versus https://portfoliocharts.com/portfolio/classic-60-40/

Mixing bonds gives you a slightly higher safe withdrawal rate but you do lose 2 percentage points average yearly returns.


Yeah, that's what I thought. So I don't get how it can "outperform" it


Thanks for the explanation - one question though, how do we know that Melvin (or any other security/fund) is not correlated to the S&P?


To be fair, it probably is. Most equity hedge funds are probably closer to a 50% correlation, and should be benchmarked accordingly (i.e. half T-bills/half S&P). Investors would be able to see its historical monthly returns and regress them against the equity index.


Thanks for the informative comment. Could you give some pointers where I can learn more about this modern portfolio theory?


Doesn’t this 50% loss apply to the cum sum of gains though?

That is, if I started with $1 and made $1,000, a 50% loss would still be $500


Yes you have more money than you started with, but you will still be down compared with an index that did not have a 50% drawdown at any point.

- Unless you were late to the party. If you didn't get in the fund until (say) November, you have lost money.


It should also be noted Melvin would not have achieved these results without leverage, which is precisely why a single holding almost destroyed the fund. Comparing unlevered benchmark index return to ultra-levered fund return simply doesn't work. The S&P most certainly outperformed Melvin on a risk-adjusted basis due to this single drawdown alone.


> The S&P most certainly outperformed Melvin on a risk-adjusted basis due to this single drawdown alone.

The S&P had a 54% drawdown in 2008.


Which could have been anywhere between an 81% to 810% drawdown in a typical leveraged strategy. Very few levered positions would have survived it without stopping out or completely blowing up, but an unlevered position absolutely could have -- and most (long term buy and hold) did


I'm not sure what you're talking about. Most hedge funds did significantly better than the S&P in 2008. They were down, but nowhere to the same degree.


if I gained 50%, 44%, followed by a 53% loss with a 2% fee, I'd be under water for the last 3 years, but the sp500 would have yielded me a 37% gain - virtually no fees. I'd rather the sp500 over these guys


This is the point Nassim Nicholas Taleb makes in his book Fooled by Randomness. In a long enough timeline luck plays a big part in performance. People or firms like Melvin can perform well in a short timeline but when you stretch the timeline out the reality becomes clearer.


This reminds me of a metaphor made by Burton G. Malkiel in “A Random Walk Down Wall Street”. He attempts to give a possible explanation to why there are star traders or funds that greatly outperform the market. It’s something I like to remind myself of from time-to-time.

The metaphor was a coin flipping tournament. You have a bracket of players who flip a coin against an opponent. In each matchup, the player that flips a heads advances to the next round to face another opponent who won a parallel matchup in the previous round. Suppose this is a 100 round tournament, that would mean the eventual winner would have had to flip a heads 100 times to win. You might look at this coin flipper and think they are an extraordinary coin flipper. That they have some innate ability to flip a coin and make sure it lands with the head sides up. In reality, it was just random chance that they flipped the coin correctly, they do not posses any more coin flipping talent than anyone else. They just got really lucky. You can potentially look at a successful hedge fund or trader through this same lens. They have survived the proverbial coin flipping tournament and random chance was on their side.


This was a common investment scam in the past. Create an email newsletter, split it in half and give opposing advice to each side. You then keep ramping up the fees to the winners until eventually they become one of the losers. Once the list gets too small, create a new entity and start again.


I think you'll find it's not a real implementation. OP's example requires 2^100 people ~10^30

It's a similar problem with the email list.

50+ years ago Scrooge McDuck also had this happen to him. He had a treasure map for gold (In Antarctica I think) which he got conditional on profit sharing and he found gold.

The map sellers ran this scam, sold heaps of different maps because someone would find gold.

I personally don't think Scrooge McDuck was just lucky though.


I think this is the first instance of plot armor protecting exclusively against financial loss.


Either I did not understand it, or this doesn't make sense. If the head flipper moves ahead, then that person, truly flipped 100 heads.

Your example would have made sense, if you talking about the 100 times consecutive winner in a coin flip match, with each match, the winner can be heads or tails.


Good idea, but bad example: a 100 round tournament (single elimination) would require 2^100 humans, that is a 20 orders of magnitude increase!! You could do 32 rounds at most.


What if no one gets tails on a flip?

Is it the first person to first get heads or does it have to be consecutive


I read somewhere that holding s&p for 30 years at any arbitrary period, worst you could was 2x


Yeah equivalent percentage losses cost more than gains.

Starting from 100, if you swing 50% up 50% down you get: 150, 75, 112.5, 56.25, 84.375, 42.18, 63.28, 31.64....

You need a 100% gain to make up for a 50% loss.


Those are net of fees. They averaged over 30% annually over 5 years, net of fees. Investors with them since the beginning received a cumulative total return of nearly 400%. That puts you far ahead of SPY over the same time period.

And of course, the risk profile may be different. Equal returns can be more or less appealing depending on the risk profile.


alternatively, you could invest with arkk and not relying on a fund that shorts a gme 140% :P


Your 37% gain on the S&P is fake.

Yes, the gains are real, but not for the reasons that you think.

The true driver behind that 37% gain is the Fed. They’ve been juicing the market for the past 12 years!

The fundamentals, ie Warren Buffet style investing, has not improved. And the moment that the Fed stops with its market manipulation, is when the S&P will fall.

The play is that, when the government gives you free money, then go long. And ride it until the wheels fall off.


> It should be noted that Melvin Capital returned over 50% in 2020[1], 44% in 2019[2], and has averaged above 30% annual returns since inception[3].

And those returns are all net of fees.


I'm curious; do you know that from some document from the fund? The linked source doesn't appear to support that conclusion.


It's included in the WSJ article about the Point72 and Citadel investment.


Thanks!


Considering other hedge funds reloaded shorts after getting decimated, there's no indication their losses will stay at 53%.

Like a bankrupt gambler returning to the casino after getting bailed out by their parents, Melvin will be back to the shorting slot machines soon enough.


...except that unlike slot machines, the probability of you winning does increase the second time around. It costs more money (in aggregate) to pump from $20 to $200, than from $200 to $2000. I'd also imagine that the buy side will gradually lose steam once meme fatigue starts to set in.


TSLA's valuation can only be described as extremely optimistic, hedging on "huge bubble" status. I don't think we've seen the brakes on the buy side at all, considering the buy side has been artificially constrained by limits and restrictions.

Is $2,000 GME possible? Of course it is. It's not even unprecedented considering the other businesses valued at billions of dollars with shaky business models.


>Is $2,000 GME possible? Of course it is.

It is very likely that it reaches this price during the short squeeze and crashes a day later.


At $2000, GME can reinvent itself and become a software/hardware tech company.


...only if they issue shares, which would surely tank prices.


As AMC wisely did in the past week. They are saved by this hype


It's just a matter of holding long enough at this point. The price is high enough.


Have they been succesful using the tactic that now backfired? Eager to see how what returns they will have in the future.


How much evidence is there that the "reddit onslaught" actually moved the price, as opposed to them being the stalking horse for more sophisticated actors with more capital exercising a vanilla short squeeze strategy?


So many conspiracy theories on both sides these days. Don't forget Ocram's razor. I don't think there are many sophisticated actors here at all. I'm speaking as one who did DD on GME back in September and throw some money in (thought it was a great opportunity mainly because of Cohen + the upcoming console super cycle with a tiny chance of squeeze thrown in) It was a smart discovery by WSB and got a bit more than average attention but then it kept growing.. every week more DD's posted and more attention. Now the entire sub is so dedicated to GME its actually annoying.

I think it really is the simple dumb story of a really bad bet by a hedge fund getting called out online and a with more and more jumping on the wagon and with the hedge fund making more and more dumb mistakes. And everyone is underestimating the redditors who, behind the emojis and crap talk, are actually pretty smart. Collectively they can, and did, cause this.. no need to invent other actors to explain it.


It's virtually guaranteed that this stock popped up on the radars of the funds who run momentum trading strategies. And it would be very weird for a lot of them not to jump on that bandwagon (at the very least because it's their mandate to do so).


This is apparent from the level 2 market data and the size of share blocks that have been moving.


this is a classic example of a positive feedback loop. wsb did not do all of this but they were the spark that created the fire.


Feedback loop for sure. A movie will be made on this. YOLO!

I can see GameStop putting an end to some of this by issuing non-voting shares to one of the hedge funds that is current shorting, giving them a known out and pocketing a huge investment for M&A.


that's what i've been thinking about too-- at what point is it economically expedient for GameStop to sell shares directly to the shorts to bail them out? doesn't seem much weirder than all the credit default swap silliness that's happened for the past few years.


they cannot just make whatever stocks they want up. they are limited there on the number they can emit. plus, not sure if they get to choose who gets to buy the shares.

also, why would gamestop bail out the same people that wanted to drive it into the ground?


So they benefit. It’s stock is up, but that doesn’t help their business.


That wouldn’t be as fun though...


20B in volume in a single trading day and people still think this is just retail. Sheesh.


2-3 weeks ago when share prices were around $17, GME had a market cap of less than 1.2B. WSB has 7.6 million users now, but I assume it went up a lot recently. Say 2 million of them bought some GME. To buy 50% of the shares a couple weeks ago it would have only taken $296 each. So they could ABSOLUTELY get prices moving significantly. Now of course lots more people have jumped on now. But that 20B volume number is after they got the price to ramp up!


> Say 2 million of them bought some GME.

I think you are off by one or two orders of magnitude. I'd wager that a full half of the subscribers haven't even opened reddit in the last week.


Well considering it's currently at 7.8 million subscribers, and a week ago it was 2.1 million subscribers [1] I'd love to know how 4 million redditors subscribed without opening reddit

[1] https://web.archive.org/web/20210125060034/https://www.reddi...


Ok that's fair. New subs does mess with my estimate.

I'll still insist that only a small minority actually purchased GME.


Don't know about that. I have never in my life bothered with stocks, and now I bought a share with all the spare money I could afford to lose. Me, a complete outsider. I can say at least 1M of the members hold stocks. And probably many more. I only got in the sub to watch how things unfold, intent on buying from the beginning. I don't think anyone would bother following WSB just for the giggles. Most of the posts are for the sole purpose of reaffirming our collective choice of holding GME.


Thats assuming all of wsb bought in on it. There are plenty of casual followers there that did not. Alternatively, there are plenty of non-wsb-ers that followed the hype.


Best number should be Robin Hood consumer. I read somewhere that 56% of RH subscribers were owning GME. I dont do stock trade, not sure whether this means every one has atleast one or the company let you group the $$ amounts too.


> WSB has 7.6 million users

I keep seeing this metric everywhere, it's irrelevant, $GME became a meme stock, people are joining the sub to check out the fun, not to invest. Max 1% of them are really investing anything of value.


Cannot confirm, I joined to watch things to eventually buy, and I bought. I never bothered with stocks before. I also know many like me, in my real life circle, who did the same. A good chunk of WSB holds GME, is my estimate.


It’s the retail volume that is breaking things, but yeah other are riding momentum.


Exactly as I said... this is not just retail. Not 20B in a single trading day.


Retail has 10x leverqge with out of money call options, don't forget that. Of course hedge funds need to sell and hedge those options that create the huge volume


That’s 4 million people averaging $5000. It could be?


Not really, few percentage points of that sub are actually investing. Loud minority.


I do not agree that Occum's razor is much help here.

AFAIK this is completely unprecedented. A crowd of whomever and bankers with clients money at stake, disagreeing so absolutely about fundamental values. A mass action making the third corner of a very strange triangle.

The explanation you offer (it's sensible, except it is not one hedge fund) is no more or less complex than a conspiracy. What ever is going on there are a lot of moving parts.

I am not making predictions!


I wouldn't call it a conspiracy theory or call this out as an example of Occam's razor.

> Collectively they can, and did, cause this.. no need to invent other actors to explain it.

The thing is, people imagine this requires a lot of capital to pull off. How did WSB get so many people to invest so much into GME as to hit a hedge fund so hard? Do so many people really have that much money just to throw away? There is a need to explain this, and inventing other big actors does explain this much better for people.


As I noted in a similar thread a couple days ago..

When all of this started last fall, the price was bouncing between $5-10. Therefore, with as little as $500 (aka less than a stimulus check), you get 50-100 shares. Even as recently as ~3 weeks ago, it was $20-25/share. It cost more to buy in but still within reach for all but the smallest investors.

And that's not considering the options side.

As of the 19th (aka 12 days ago), you could still buy $35 calls for $12 with a Feb 19th expiration. That $1200 is worth upwards of $12-15k now.

Now multiply any of those by a couple hundred thousand investors, some with much more to put in.. and we still haven't touched the medium, let alone the BIG players.


number of shares shouldn't matter much though. especially now that all these brokerages offer fractional shares. I guess it does matter a little more for options since those lots are bigger and fixed.


A lot of us have a few thousand to yolo. I made money on it too. I'd say most of us were in it for the lulz. who cares if we lose.


This. A lot of my immediate co-workers have YOLO-ed on this because it's entertaining and we like the stock.


I mean the WSB user count has grown from 2.2m on Monday to now 7.5m. If 5 million of those users all bought $100 worth of GME that's half a billion, if they bought $1000, that's 5 billion.


> the WSB user count has grown from 2.2m on Monday to now 7.5m. If 5 million of those users all...

Is 5/7.5M users of any forum did anything it would be some kind of record level conversion, let alone speculating $100.


On average I don't think $100 is that crazy. Most haven't YOLO-ed anything. While many YOLO-ed for 1-2 shares, there are many who have YOLO-ed for thousands to tens of thousands of dollars.


I'll also add that tons of people I know who have never traded in the markets woke up Tuesday and Wednesday and decided to buy a single share for the lulz. I'm fairly convinced 70% of the volume may have been due to retail.


Over 700 million shares were traded last week, so even if every WSB user bought 10 shares, that wouldn't account for close to a majority of the activity.


Indeed, figures from citadel shows retail volumes at around 30%.

https://www.bloomberg.com/opinion/articles/2021-01-29/reddit...


Volume is meaningless, as the same share might be traded back and forth several times, e.g HFT or order flow buyers flipping stocks within microseconds.


Would HFT traders flip a stock 10 times among each other just to fulfill a single Redditor's buy order? (Honest question, I don't know enough about standard HFT practices to confidently guess.)


Reddit users would be an amount of the capital in the GME situation, but far from the majority.

There's a huge amount of other hedge funds who actually control the vast majority of the capital screwing over Melvin at the moment. This whole scenario is hedge funds making money off of other hedge funds and a bunch of retail investors making a small amount but risking huge amounts when GME inevitably collapses.


COVID created a bored populous with stimulus checks to blow.

Recent retail investing has moved more tickers than just GME.


This has been my question as well. Especially when you overlay the charts for gme and amc and bb, they move almost identically. I really struggle to believe it's all gressroots. This entire thing was astroturfed if you ask me.


word on the wall street bets street is that there are a couple of big whales that are long on gme,amc and they are trying to generate a squeeze. at this point in time it’s basically a battle of the trading bots with the whole world watching.


My experience of reddit is you can get a "wildly successful" meme or post, yet rarely that translates into more than a few thousand dollars of cash being spent on anything.

All the "wildly successful" kickstarters and stuff seem to have commercial backers lined up to make the social media buzz effect appear bigger than it is.

I suspect the same happened here.


'spending' on random kickstarter products and investing your savings is obviously quite different. So you can't use one to judge the other


> All the "wildly successful" kickstarters and stuff seem to have commercial backers lined up to make the social media buzz effect appear bigger than it is.

This is interesting (and not at all surprising). Do you have a link to more information or is this just something you've noticed?


Well, what's the evidence of that then? I think the reddit behaviour explains what happened much better, and then everyone jumped on the train because of the groundwork they set.


The thing that moved the share price up was simple supply and demand.

From what I've read the short sellers had taken a short interest that exceeded 100% of the available GameStop shares.

But remember these are short sellers are selling something they don't yet own.

They are selling a promise to sell shares at some time in the future for given price.

When that future date turns up the they are forced into the market to buy shares at what ever price just so they can full fill their original promise to sell shares.

They have no choice in this as it was the contract they signed.

Now because shareholders weren't prepared to sell, that created massive buying pressure which then drove up the price.

I suspect where reddit played it's part is they spread the word that the shore sellers had taken up such a massive short position, adding to the buy pressure and effectively killing off any sell pressure, which then makes that short sell position even worse..


> From what I've read the short sellers had taken a short interest that exceeded 100% of the available GameStop shares.

When someone shorts a stock, it creates a new long position as well. The term is "short sell" because the borrowed shares are sold to someone else. The new buyer is also long.

Long interest is always greater than short interest for this reason. This is why short interest can be greater than 100%.

The facts didn't really matter in this pump, though. The running joke on Reddit was that no one was reading the "DD" anyway, just hopping on the bandwagon.


That 'borrowed' position has to unwind sometime in the future and to unwind it requires a share purchase.

Now if no one is selling where do the shares required to fulfill these burrowed position come from?

If it was not that buy pressure created by the excessive short selling, what did drive up the share price?


I don't know if you're right. But that definitely sounds like a good game plan for state to pretend to be on the side of the little guy, and do what they like to do...

Create a bigger, more sinister enemy...and you can have the crowds on your side.


The enormous trading volume suggests that it wasn't a small rarified group.



Lots of pros can spot a short squeeze, I'm sure there is a bunch of smart money too.


Of course there are other big players that drive it.

Retail investors are in no way able to move price.


Half of all robinhood accounts held GME.

Nevermind this is incorrect.


I believe this is false. The Vice story that started that rumor (https://www.vice.com/en/article/m7ak7y/robinhood-stops-users...) has retracted the claim.


Yeah, Matt Levine pointed this out in an article last week... the total buy and sell numbers for ‘retail investors' was actually pretty well matched (meaning retails investors bought and sold roughly the same number of shares)

This is not a just simple “Redditors keep buying shares” story


Could you elaborate a bit on what you mean by this? I have seen similar comments elsewhere but don't really understand what is being suggested.


The media portrays it as "Redditors take on hedge funds". In reality, the volume indicates there's hedge funds, as well as a broad group of retail investors from outside Reddit, who have all jumped on the train. Hedge funds are on both sides of this.


yes, there are large whales that are long on gme. yes, a lot of retail investors have jumped on it. reddit is the propaganda machine that ignited the fire


A strat that quant funds use are algorithms that look for movement in the market. When they noticed an uptick in gamestop they bought in. When they buy in the price goes up which signals to other algorithms to also buy in. Thus raising the price and causing a tsunami.


I don't think the big players attack each other like this. Its too traceable and if word gets out, it can come back and bite them.


> On Wednesday Melvin said it had exited its bet against GameStop and repositioned its portfolio. The firm moved to reduce risk in its investments following a turbulent start to January when it lost 30 percent in the first three weeks. Melvin’s leverage ratio is at the lowest it has been since the firm’s founding in 2014, said a source familiar with the firm. The news of Melvin’s January performance was first reported by The Wall Street Journal.

Which begs the questions: who are the remaining short-sellers and what do their positions look like? Are they other hedge funds with soon-to-expire positions or are they retail investors betting that GME will be back down to $100 or less by next month?


The general assumption on WSB is that Melvin Capital is lying and that they haven't closed their positions.

I haven't seen any evidence to suggest they've closed it, and have seen circumstantial evidence suggesting they have not. You don't spend money on ads saying "we no longer have a financial stake in this stock" unless you, you know, have a financial stake in this stock.

Considering this is a hedge fund, I just assume they're lying because, you know, it's a fucking hedge fund.

EDIT: People are claiming CNBC bought ads, not Melvin Capital. https://i.redd.it/8vxraurkcce61.png


The way that WSB has latched onto Melvin as their enemy is to their detriment. It was never about killing Melvin capital, or at least, it shouldn't have been. It ought to have been about the ridiculous short interest on the stock, regardless of who was funding it. Whether or not Melvin specifically has covered their shorts is irrelevant to how the short interest as a percentage of float has changed in the past week.

https://twitter.com/ihors3 is the source to pay attention to, and he's saying (within the past hour) that collectively, the shorts have been largely covered. It's going to be bloody tomorrow.

... Either that, or magical meme energy is going to defy reason once again. Who knows.


They latched onto Citron first. They're focusing on punishing the "enemy" instead of an abstract trade idea. Motivates holding longer instead of jumping ship to cash out.

At this point though, many original buyers have probably sold some/all and most current holders are in it to make a quick buck, not to stick it to the suits. They'll be happy to jump off with a 2x or 3x return if they think the house of cards is about to collapse. Hedge funds sell first and retail traders left holding the bags, complaining the system's all rigged when they should never have entered in the first place. We don't know the exact timing, but we know it will be bloody at some point.


> They're focusing on punishing the "enemy" instead of an abstract trade idea.

Afaik that's only a somewhat recent change in narrative.

One doesn't get that many people, and that much money, on-board solely on the idea of "Burn your money to punish an enemy that has much more money than you", you get them on-board by promising massive gains and how getting in on this will yield such great returns that people can buy houses and pay off debt.

Which was the original narrative that started all of this and is still the most peddled one.

There are a handful of people who are quite open about the fact that they are willing to burn money to hurt the hedge-funds, but those get mostly drowned out by the flood of comments along the lines of "Look at all the money we made!" pushing people to further buy in even when GME is at $200+ because "We go to the moon!" or some other memefied slogan.


I think you’re wrong. Having an enemy always helps rally people to a cause. In the case of this GME saga, WSB’s juvenile hatred towards funds they perceive as their opponents actually ended up being their biggest rhetorical win. The media picked up the story of “Reddit vs hedge funds” and ran with it because it’s much more interesting than “amateur investors want to get rich quick”. That generated the huge public interest, and was helped by a large array of pundits and politicians(like AOC) who wanted to get their nose in the publicity trough when they saw the media feeding frenzy. If the message had only been about some Reddit get rich quick scheme, nobody would have cared, and it would not have gone far.


If the stock continues going up this week, it's that the "magical meme" energy is actually the momentum traders and various celebrities who want to keep the story going by putting more money into it. Of course, they are then likely to flip their positions for a profit before they tell their followers they've sold, leaving the fans holding the bag. Just at a more extended timeframe than you'd predict.


The driving force behind the movement is a David and Goliath story. Take away Goliath, or turn the enemy into some abstract concept, and you weaken the story. I'm not sure it would have worked as well.

Organized pump and dumps aren't anything new, but this is the first I've seen that used a story with mass appeal to energize its base.


>defy reason once again.

Nothing I've read about this hints that reason was ever defied. If anything reason was used cunningly.


How could they have covered their shorts on Friday with such low volume?


Huge volumes trade off exchange in “upstairs” markets (blocks and dark pools). In a super volatile and absurdly illiquid at times market like GME recently, this is where the institutionals would do most of their trading.

If I needed to buy 1m shares of GME I wouldn’t do it in the open market. I would call my favorite sell side shop, let’s say Goldman and have them call Fidelity or similar to arrange a block trade.


I think that post is representative of how only the market and time will actually flesh out this story. The GME holding party entrenches further because the graph is bad (Y Axis distortion) and the GME short party says the pressure has been alleviated.


> You don't spend money on ads saying "we no longer have a financial stake in this stock"

I don't think they did. The source of this meme seems to be a Twitter ad from CNBC that was teasing an interview with a quote to that effect. That's a CNBC ad selling their show, they don't take paid ads from their guests.


This is not what happened, I don't know why people keep perpetuating it. The entire source of the "Melvin Capital has closed their positions" thing is an anchor on Squawk Box on Wednesday morning saying that he just got a call from Melvin's fund manager who said that Melvin closed. There hasn't been any other comment besides that one, which is why people think it may have been less than honest.

https://www.cnbc.com/2021/01/27/hedge-fund-targeted-by-reddi...


The more compelling reason to believe they didn't lie about it is because we haven't heard they went bankrupt yet. We probably would have heard that it happened by now, and they certainly would have been bankrupt if they didn't get out of GME in the $100s.


If you are already out you don't have to tell anyone. You simply have exited the market and stopped caring.


Also, it seems like "close my position" could mean anything. Does that phrase have any specific legal meaning? For example, if I own 1 share of GME, then that is my "position". If I buy another share of GME, then I have a new position: 2 shares of GME. I "closed" my first position, and opened a new one.


> they don't take paid ads from their guests.

How do you know this?


They sell journalism under the NBC brand. Is this a serious question? If CNBC was issuing paid advertisement like that it would be a much, much bigger story than a spike in a small cap retail stock.


NBC has double the primetime product placement of it's next nearest competitor, fox.

https://ufdc.ufl.edu/UF00101603/00001


That's about fictional TV shows, not news.


Only a small segment during the 247 news station day is actually designated as news. Everything else is news entertainment which has different regulations.


I still don't see what this has to do with the point above, which is that a promoted tweet from CNBC for one of their segments is clearly not a paid advertisement by the guest in the segment.


You don't think it is relevant in a discussion about deceptive paid primetime television marketing, that the company in question has the highest documented rate of deceptive paid primetime marketing?


OK, you're just misunderstanding. "Primetime Television" is a marketing term that refers to the traditional TV network programming scheduled between 8-10pm. This is where they put the sitcoms and dramas and reality shows. And "Product Placement" refers not to advertising per se, but paid placement of retail products (e.g. cars, sodas, whatever) into the scenes in the fiction, or to appear as prizes, etc...

It doesn't refer to news programming or other journalism, you just got confused. And I'll say it again: if NBC News, or any other major news media organization, ever got caught teasing a segment because of third party payment, it would be a much, much (seriously: much) bigger story than this minor nonsense about GameStop. They simply do not do what you are alleging, period.


You say i'm alleging the opposite of your argument, while I'm merely commentating about the observable ethics of the company in question.

I'm not straw


Does a free ticket to the exclusive event count as payment? You know like an apple event where new products are presented and then published in every paper around the world.


> Considering this is a hedge fund, I just assume they're lying because, you know, it's a fucking hedge fund.

If this is your prior for approaching evidence, you're always going to catch big finance lying. But not because you're actually calibrated on evidence. And you won't be able to distinguish between actual fraud and baseless conspiracy.


Well this has been going around on the reddits today. See for yourself: https://www.youtube.com/watch?v=gMShFx5rThI

> Says Cramer: What's important when you're in that hedgefund mode, is to not do anything remotely truthful, because the truth is so against your view, so its important to CREATE A NEW TRUTH to develop a fiction...the great thing about the market is it has absolutely nothing to do with the actual stocks


quite a bit has changed since 2006, specifically in the financial reform bill of 2010 and the jobs act of 2012

not a lot, but a bit

circulating a clip from 2006 as your only insight into the hedge fund world just proves all the talking heads right about retail traders being a joke.


> quite a bit has changed since 2006, specifically in the financial reform bill of 2010 and the jobs act of 2012

> not a lot, but a bit

I don't know who you could persuade with such lack of conviction...


it was mainly to satisfy pedantic financial professionals passing by but I can see how that is not reconcilable for pedantic software engineers at the same time


You should consider at least editing this post given that it has a massive inaccuracy in it, i.e. that Melvin Capital bought ads to communicate not having a position in GME. That was CNBC.


I'll double down for you and it will really melt you brain- they paid Ars in this article to say they have covered their shorts.

To think hedge funds wouldnt do such a thing when so much is riding on this, is extremely naive.


With respect, you haven't thought this through. Given there is "so much riding on this", why do you think a hedge fund would concoct a nefarious, extremely uncertain scheme to get people to think they closed instead of actually closing?

You agree they're motivated by money, right? They would have lost literally all their money, even with the additional investment, if they were still in when GME soared to $400. They would also be aware of that fact.


Because closing their position is not what any sane shorter wants to do. The bottom line of GameStop sucks baddly. Anyone who can add to their shorts stands to make a fortune in a few months after this all calms down.

Though they might have seen what was happening and exited at 50 to reenter at 300. That would be incredible foresight.


Why do you think short squeezes happen? It’s not because shorts are being insane and covering. They are literally forced to. You have buying for reasons that aren’t commercial and that’s why short squeezes are so bloody.


They are forced to because the lender of the stocks is afraid that they don't have enough money to buy back if things go even higher. If you can prove you have enough money at current prices then you are not forced to sell. GME is not a big company, even at current prices there are several funds that could afford to have a significant short interest from the bottom without getting a call.

edit: originially I said they could carry 200% short, but that is not true. The biggest funds I can find could alone have shorted 30% of a GME at $3 and be okay at $300, but going much above that price or percentage of GME shorted would be a problem.


These are naked shorts, more shares are shorted in GME than exist in the company.


That is not what naked means. Naked short sales are short sales without an executed or agreed upon borrow between the borrower and broker. You are referring to short interest higher than 100% of the float (total shares in circulation), which is mundane because it happens organically when a lot of people want to short the same thing and start borrowing shares which were already sold short.

It seems entirely unsurprising to me that a brick and mortar retailer selling digital goods in the middle of a pandemic would be a hot short target for many different funds, thereby organically pushing short interest over 100%.


As the other commenter notes, you do not understand what a naked short is.


>why do you think a hedge fund would concoct a nefarious, extremely uncertain scheme to get people to think they closed instead of actually closing?

Because they haven't closed their positions, and that information would tip shareholders into thinking they might release some profit before the price levels out.

>They would have lost literally all their money, even with the additional investment, if they were still in when GME soared to $400

No. Not if their positions haven't closed.

If you really think this through, why would they actually announce they have covered the shorts instead of simply reclaiming a short position?


> If you really think this through, why would they actually announce they have covered the shorts instead of simply reclaiming a short position?

This is paper thin logic. If they hadn’t said anything publicly, you and others would be commenting, “See! Melvin Capital hasn’t said anything, so they’re still shorting GME.” It is incredibly common for investors involved in public battles over a stock to announce they’ve closed a position, see Bill Ackman and Herbalife (https://www.investopedia.com/news/billionaire-bill-ackman-du...)


I mean, the obvious play is to short the stock now. Advertising that they're out helps cool the temperature of the storm so they're hoping to capture some value on the way down is my guess.


> The general assumption on WSB is that Melvin Capital is lying

If a company issues a commercial press release that turns out to be a deliberate lie, doesn't that usually result in prison time for someone?

Were there ambiguities in the statement?


Fines... Which won't matter if the company's bankrupt


Can you link to this press release?


If you've watched the big short, you'll understand that the challenge with a short is the timing. You have to get the timing right.

For Melvin Capital, they were right, until they were not - when WSB showed up. They have eaten a loss on this.

But that doesn't mean to say that someone else was not willing to buy their shorts, for a hefty discount, with a significantly longer term time frame strategy (because they don't have to borrow on margin), believing that once it becomes clear that Melvin are out, that Redditors will want out of GME, and GME will likely crash back to something close to its prior levels.


Given they lost 53 percent that does indicate the direction they closed a lot of it.


I am more interested to know if they closed a lot the day many brokers blocked buying shares? ... so all the buys could have gone to Melvin at a price under 200 rather than over 300.


You would be sure they would try to close as much as they need during that big dip


Short interest numbers are published on the 15th and 31st of the month. We'll get a look to day on how the shorts have changed over the last 2 weeks.


The stock is currently around $300, up by a factor of five from last week and much more than that over its historical base. The question should be who isn't shorting GME, not leading questions about a conspiracy theory as to whether or not Melvin actually closed its shorts or not.

I mean, I haven't shorted GME personally. But I've absolutely joked with friends that it's an obvious play. Maybe I should.


I'm not an expert, but my understanding is that this isn't like a tug-of-war where if there are more people betting short than long then the shorts win. It's asymmetrical. There are a finite number of shares and if enough people are willing to hold them at a certain price, then that will be its price. Someone with infinite money can't force the price to drop. (At least not through normal "market" means that don't involve fraud, theft, coercion, changing the rules, or violence.)

Imagine there's an auction for a one-of-a-kind Stradivarius violin, and it's bid up to a million dollars. Maybe you're a violin expert and know that it's only worth a hundred thousand dollars. But if at least two people are willing to bid it up to a million dollars, then there isn't a bidding strategy to cause the violin to sell for less than a million dollars.

Theoretically you could maybe claim to own an identical violin and be willing to sell it for two hundred thousand dollars, but if you don't actually have one it's a lie, and if people take you up on the offer but the price doesn't go down, you're on the hook for it. Which means you'll have to buy the violin at whatever price the person who wins the auction thinks it's worth, or default on your commitment.


That's actually not how it works. "Holding" a share doesn't, by definition, do anything to its price. The price is determined by trades. That's what a trade is. You can be sitting on 99% of a company, but as long as that 1% of shares is active in a market it will determine what gets reported as the share price.

And yes, someone with infinite resources can absolutely push a share price down. Borrow every share you can and sell it at $1, for example. Obviously no one does this because it's a terrible investment decision, but it's certainly possible.


I suppose that's true, but kind of beside the point. The "official" price isn't really the price if any random person can't actually buy shares at that price. (Kind of like the Raspberry pi zero that can buy for $10 or so but you can't actually buy in volume at that price.) And supposing that you're sitting on 101% of the stock and people are still buying and selling, then what in the world is going on?

(I don't know if that's really what's happening with Gamestop.)

Anyways, even if the price is artificially low because of some artificial trades driving it down, that doesn't really matter in the sense of the shorts being able to unwind their positions. If the people who hold most of the stock aren't willing to sell for less than a certain amount, then that's what the shorts will have to pay if there aren't any other available shares. That requires the people with the stock to hold out for a good price (even if some infinitely wealthy person is borrowing real or imaginary shares and selling them for $1), but if they do they "win". At least, that's my (possibly inaccurate) understanding of the situation.

One aspect of this whole thing I don't understand is what happens in a "failure to deliver" situation? If the shorts just can't or don't want to pay the market price for a share, what's the penalty? Do they get sued? Declare bankruptcy? Is the exchange or brokerage liable for their debts?


> If the people who hold most of the stock aren't willing to sell for less than a certain amount, then that's what the shorts will have to pay

But that presupposes not that WSB was big enough to trigger a short squeeze (something that everyone accepts), but that they are big enough to hold the bulk of the capitalization of (at this moment) a $18B company. Needless to say they aren't remotely that big. This isn't happening.


Sure, there's more going on than just some WSB people holding stock. Probably a lot of other people have gotten onto the bandwagon, and maybe even some hedge funds or bored billionaires. And some of the high prices lately may have more to do with short sellers covering their positions than retail investors buying at those prices.

At the same time, it's worth noting that a lot of the WSB people got in early, and were able to buy a lot more shares at a lower price. That WSB could scrape together 1.8 billion when the stock was worth one tenth what it is now is still a bit far-fetched, but closer to the realm of possibility than 18 billion.


If you can find shares to borrow, are willing to pay the 30% fee, and can handle the swings of a spike higher, go for it.

What will last longer, your solvency or the market’s irrationality?


>[...] are willing to pay the 30% fee [...]

that's per year. If it goes down 30% half a year from now you'll still be ahead.


You can avoid the borrowing fee and margin call risk by purchasing PUT options. The $320 PUT expiring in 1 year costs $240. I purchased 2 contracts on Wednesday bc I don't see a scenario where the price doesn't crash back down below $60 within a year. Expected ROI of 10-20%. Not a large return, but also a pretty safe bet imo considering their ATH prior to this squeeze was $60, and that was back in 2007.


The put options im seeing for 1 year out at $320 currently cost $24,000. (1 contract at 100 shares) what are you looking at that I am not? Am I looking at the wrong thing?

Edit: (sorry I’m not an expert in options)


Sounds like you're looking at the right contract. Option contracts are written to give the buyer the right to buy/sell 100 shares. So, the minimum investment for the $320 PUT is ~$24K. Contracts with lower exercise prices will be less expensive, but carry more downside risk.


Options prices are usually quoted per share even though you buy them in increments of 100 shares. So GP paid $25,000 per contract.


Won't IV collapse from the ludicrous 800% killing any gains? Better to sell cash secured put to gain the premium then sell the underlying maybe?


No idea how time value will trend, but I’m comfortable holding these contracts til expiration at which point I think the price will be sub 60. Could definitely be wrong - I just don’t see how! Investing isn’t my profession.


It seems less risky to buy puts, not short directly. I wouldn’t want to be short if this goes up another 10x, even briefly. It will go back down but you might get wiped out first.


The problem with puts is they can expire before this calms down. If you can get a short in and not get a margin call this is the opportunity of a lifetime. Only the biggest players dare risk it though.


This is true, but you can also go broke if you mess up your entry point. What if it happens to triple before it falls back down? Will you have the ability to sustain those losses, psychologically and financially?

I knew a guy that wound up going short on a stock that was going to the moon. He was down almost a years salary at one point. I'd rather go with a longer-term put option to keep the risk under control. It just lets me sleep at night. Everyone is different.


As I said, only the biggest players dare risk a short at this point. I'm not sure even the likes of Bill Gates are big enough, but there are many institutions that are bigger than him.


There are long-dated puts that expire 1-3 years from now. In what world would this not calm down before then?


Not exactly a 1-3 year timescale, but Elon Musk tweeted something about Signal earlier this month, causing SIGL (completely unrelated to the messaging service to which he was referring) to spike from ~$0.50 to $40 per share. Three weeks later, and SIGL seems to have settled down at around $5 per share - 10x the original price. In other words, the price after the shock is not correlated with the price prior to the shock.


https://en.wikipedia.org/wiki/Tulip_mania speculators enter in 1634, the bust wasn't until 1637, and the bubble had been growing well before then.

I have no idea where we are in this bubble. The timeline will only be known a few years after it pops. There may be false pops on the way up.


TSLA


Shorts aren't free. Even if you know a stock will eventually drop, benefiting from that is not quite so simple.


even in an obviously stupid situation like GME, timing the market is still timing the market.


>I mean, I haven't shorted GME personally. But I've absolutely joked with friends that it's an obvious play. Maybe I should.

That's extremely foolish because it will only make the long position safer and safer.


A better question is: If Melvin made a huge short position and is now finally out of it, why would they bother telling everyone? ;-)


Maybe so investors can evaluate the current status of their hedge fund without thinking there is some massive looming instability about to hit them?


Or, maybe they're lying to discourage more calls? In any case, their best strategy is to claim they're out of the short position so really them saying so is useless information.


What's not useless information is that they simply didn't have the AUM to survive GME going from $100 to $300. They either got out when they said they did, or they're gone.


> Or, maybe they're lying to discourage more calls?

Is this something they are legally allowed to lie about?

If it is not, is this the sort of thing they can lie about anyway because unless an insider blabs no one would know, or is it one of those things that someone would be able to figure out from required SEC filing or other public records?


Shorts are not required to be disclosed on their 13-F filings (which they must file quarterly to report long positions).


I know it's not illegal, but how is being that big and lying, not market manipulation?


What is market manipulation? Apparently, anything not covered by the VAR models of the big banks.


So investors in Melvin won’t abandon them. They want to reassure their own investors that the damage is done and they’re out.


In that case they could most definitely inform their investors directly and there's absolutely no need to make a public statement about it.


They could, but it's common (and not suspicious) for an investor involved in a public fracas to publicly reveal they've exited their position. Bill Ackman did something similar with Herbalife: https://www.investopedia.com/news/billionaire-bill-ackman-du...


My theory is that Melvin sold their short positions to other hedge funds that have enough liquidity to weather the memestorm. Melvin itself is likely just trying to keep their other assets, so they can't afford the shorts. Now that the stock is obviously overvalued, the borrowing fee for GME is insanely high. Buying the shorts from Melvin would be an arbitrage opportunity.


As many have noticed, from a game theory point of view, Melvin announcing they closed their position is a strictly dominant strategy.


Likely just new shorts from a variety of places. I've seen plenty of people opening shorts with the expectations that WSB's play will blow in their face eventually.


Yeah - I mean, why wouldn't it attract a bunch more shorts that open their positions at the current highs?

Wouldn't surprise me if Melvin hasn't really closed their position - but it wouldn't be irrational to think that /r/wallstreetbets will at SOME point in the future move on from gamestop to something else.


> why wouldn't it attract a bunch more shorts that open their positions at the current highs?

The cost to borrow shares for GME is currently astronomical, last I saw was like 50%


...APY, which isn't that bad if you think this meme will blow over in a few weeks.


The problem is that hedgefunds call retail traders stupid and if they are really that stupid then they will hold the bags, which is exactly what the shorts don't want.


Have you looked at open interest for puts? How do you think that's hedged?


How up-to-date is that short interest data?


%53, so far. The problem with the short interest being %140 is that the notional value of shares to cover that extra %40 is in fact, infinite. It's literally everything those funds can sell, borrow, and get bailed out to cover their position.

My prediction last week was this has system wide implications, and I'm thinking 1. the Fed will intervene, leverage Robinhood's EULA, and buy out everyone's shares at a price that will be profitable but still piss everyone off. 2. the new U.S. administration will use this as leverage for some backburner, discredited radical regulations for things like a financial transaction tax or a tax on assets in custody, but only for retail investors and not their donors, 3. the admin will direct the IRS to prioritize making public examples of new traders who screw up their filings. And that's the optimistic view.

The alternative is contagion that takes down Citadel, and causes a lot of institutions to sell otherwise valuable stocks to cover knock-on effect positions, risking things like indexes and pension solvency.

Imo, this is a macro level liquidity crisis, and there are some other players who might use the moment as well. E.g. China could dump some of its massive U.S. treasury holdings, ostensibly to hedge dollar devaluation risk, but really it's seizing its moment to cause enough chaos to tip the U.S. into actual domestic chaos while it consolidates its position in Taiwan and Hong Kong.

Viewed this way, the Treasury and the administration doesn't really have a choice, assuming they can a) use Robinhood's EULA to sell everyone's shares to the Fed, and b) convince the Fed to provide that liquidity vehicle to unwind this execrably stupid trade.

Fanfic? Maybe, but I think the system level risk means the stakes are about opportunities to make moves that upset the global balance of power, and not just a domestic populist issue.


This isn’t that big a deal. LTCM was levered up 100 to 1 when it got bailed out on its 3 billion notional. Bear and Lehman were levered up 30 to 1 on their billions of assets. I don’t see that kind of leverage or counterparts risk here. A hedge fund or two blows up. Maybe they take a small investment bank with them. The system can survive that shock.


I agree; its important to keep in mind that GME's total market cap, even after all of this, is only ~$22B. A 140% short position is bad (even if that's the real number, which I doubt), but in the scope of all things, not world-ending. Some hedge funds will die from this, and we'll probably have a few weeks of overall market downturn similar to last year, but we're not talking about "the entire US real estate market" here.

The US government could buy the entirety of GameStop at 3x its current price and it would barely quality for a line on the annual budget report.


Let's also absorb the fact that one firm can "lose" 22B in value and no one involved feels directly hurt.


22 billion is small compared to the sea of market moves. It’s why a small group of retail investors could push the market. If they levered up 30 to 1 that’s a different story.


Indeed, I'm saying it's not the cost of if they do a bailout, it's the cost if they don't. Maybe I've overestimated the impact of a ~13bn fund evaporating and breaking a clearing house and the liquidity crunch from all their leverage and the linked derivatives. Not sure what hedge fund leverage is these days. Surely it can't be at 2008 levels. We know about Melvin, not sure about others in there.

As I interpret it, it's not clear what institutions have exposure to these at-risk funds and their leverage who are still short GME, and this is what causes liquidity problems. Not 2008 level, but could be Fed intervention level.

The admin can bail out those funds for a trivial line item by taking on the RH user shares. If they don't intervene, I'm suggesting this is the domino for a crunch.


The Fed won’t step in if it’s 15 billion of one way bets. They care when the bets are leveraged and there’s a trillion dollar counterparty problem.


The Fed coordinated the LTCM buyout, but it was not public money, IIRC. A federal bailing out of a completely non FDIC insured private capital firm would be uncharted territory, I think.


It was also a much bigger problem. Trillions, not billions, due to all the leverage they used.


you believe markets are rational. they are not. if the hedge funds that messed up unload shares of other companies they own to eventually cover, this could easily escalate via a positive feedback loop collapsing the whole market (the fact that we’re in a market that ignores fundamentals is also not helping).

so the fed just just force the hedge funds to cover in a controller way (ie you’re no longer allowed to short, you have 3 months to cover or you’re gone)


Not arguing rationality. Just arguing that it’s too small for the Fed to care. 14 billion on one stock doesn’t tank the market. Tesla or Apple can move the market that much on one earnings announcement.


it’s not this one stock. it’s the volatility and the unintended consequences these can trigger


I’m far from an expert in this, but this seems wrong. My understanding is that even though shorts can in theory have “infinite downside”, in practice the short-sellers have to bail if they can’t post enough collateral to buy back the stock. And the 140% isn’t some “impossible fraction” thing, it just means that if there were 10 million shares before, well then now there are technically 24 million, and the short-sellers will need to buy back the “extra” 14 million in order to exit all their positions (not 100% sure if I got that right).

I get that the Redditors are doing something funky and unusual here, but whenever I see people talking about this being some sort of “buffer overflow! Game over, Man!” scenario, I get pretty skeptical. If markets survived April’s negative oil prices and the weirdness that entailed, I’m pretty sure they can survive a brief increase in the price of a small mall retailer’s stock.


It may be worth reading up on when this happened before: https://moxreports.com/vw-infinity-squeeze/



Aren't 140% of 10 million shares 14 million?


So, my layman’s understanding is that if there are 10 million shares, and you borrow 1 million of them (a 10% short position) from their owners, then sell them to new owners, both the old owners and new owners count as owning stock, and so 11 million shares “are owned”. My understanding is that then when the end of the quarter comes around, the owners of all 11 million shares are owed dividends. 10 million of those receive a dividend from the company, and the short seller has to pay a dividend to the people they borrowed from. So in a very real sense, it is as if 11 million shares are owned.

To expand: if there were 10 million shares, you borrowed all of them, and sold all of them, you would have a 100% short position and 20 million shares would be “owned” by various people. If you then went to the owners of 4 million of the freshly sold shares and borrowed from them and re-sold the shares... now you have a 140% short position and 24 million shares “exist”. 10 million of them are “real shares” and 14 million are “obligations” that you’ll have to fulfill at the end of each quarter.

My understanding (again, almost entirely from reading Matt Levine columns) is that this is a thing you can do if you’re really cheeky, you’d just need a mountain of collateral and balls of steel.


> So, my layman’s understanding is that if there are 10 million shares, and you borrow 1 million of them (a 10% short position) from their owners, then sell them to new owners, both the old owners and new owners count as owning stock, and so 11 million shares “are owned”

The old owners don't strictly own stock, they own a future claim due on a certain date against you for the borrowed quantity of stock plus a claim against you for the equivalent cash value of any dividends issued against the number of shares of stock borrowed in the interim.

It's mostly equivalent to owning stock, but not exactly the same.


Ah OK. So in the context of my 10million-14million-24million example, which of those numbers would be called “shares outstanding”? I keep hearing that word a lot, but don’t want to use it until I’m sure of what it means.


10 million minus any treasury shares held by the corporation itself.


"True" short interest is much lower - 55% - if you take into account that shorting creates new virtual shares. It's like fractional reserve banking.

https://twitter.com/ihors3/status/1355969693841051650?s=19


> The problem with the short interest being %140 is that the notional value of shares to cover that extra %40 is in fact, infinite

There’s a significant amount of disinformation regarding the 140% figure and what it means in practical terms.

I’m curious, do you see a difference between a stock with 99% short interest vs. 101% short interest? If so, what is the difference?

(In my mind, there’s no difference - curious if you see it differently)


In the former you can just buy your shares on the open market. In the latter case you need an agreement with the lenders of the shares to remove the doubly lent shares.


> The problem with the short interest being %140 is that the notional value of shares to cover that extra %40 is in fact, infinite.

No, this is misinformation.

When someone shorts a stock, they create a synthetic long.

113% short interest translates to about 53% short when you include the synthetic longs.

S3 Partners includes this info: https://twitter.com/ihors3/status/1355249817048522755

WSB is all about pumping stock, so they've been perpetuating this myth that anything over 100% short interest results in an impossible position to cover, which isn't true at all. The number of Redditors buying into this trade with the belief that the stock must go to infinity if they all have "diamond hands" is terrifying at this point.


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Please don't take HN on offtopic flamewar tangents and certainly please don't perpetuate them, as you did below. That's not cool.

https://news.ycombinator.com/newsguidelines.html


I'm sorry. The tangent was a sincere belief in this crazy GME situation. Perpetuating the tangent was just stupid.


In some languages you put the percentage sign at the front - like, in Turkish for instance[0].

I mean, it's not that weird. It's how currency symbols move to either front or behind of a number. Why is it $300 but 300zł?

[0] https://forum.wordreference.com/threads/percent-sign-positio...


It’s generally said that the dollar sign is in front to stop people adding extra numbers to written cheques. Since the end of the number is finished with .00 and the start is $ there is no room to add anything extra.


All the checks I've seen have a box for the number and the $ printed outside the box. There wouldn't be room even if there was no $.

Also that's why the amount is written in words below it, a double-entry to prevent one of the two locations from being modified.


Does Turkish say “out of ten, four” rather than “four out of ten”?


If you must know, I now use them interchangeably because on my android keyboard the % symbol is two meta options deep, so i am now in the habit of using it first because I don't want to risk typing additional characters triggering the auto-correct.


[flagged]


If only there were!


Wow.


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Please don't do this here.


No, wow that you called someone out on writing something slight different from the convention despite it not hindering your ability to understand the sentence, and suggested they were doing it as some kind of secret signal. Makes me wonder about your mental state.


Please don't cross into personal attack, or post unsubstantive comments, regardless of how annoying another comment is or you feel it is. That just makes the thread even worse.

https://news.ycombinator.com/newsguidelines.html


Just for context Melvin has returned better than 30% returns yearly since 2014. There is a very good chance if you are in their fund you’ll look at the total return and be quite happy with the outcome, especially if their risk is decorelated with the other parts of your portfolio.


>Just for context Melvin has returned better than 30% returns yearly since 2014

That's funny because in another thread someone mentioned that's usually how a lot of "good" investment strategies go. They return above-average returns when the times are good, but they get wiped out every few years/decades by the tail risk.


Yep. Extremely common pattern. So long as the tail risk is diversified compared to other options that is a perfectly good outcome for many asset managers.


In one of Robert Shiller's intro to finance courses he discusses funds that have gamed their sharpe ratios by selling off the tails of their distribution returns.

https://bookdown.org/Albert/finance-shiller/efficient-market...


A rough calculation assuming 35% for 5 years is they made 1.35^5, about ~4.5x. Now it's ~2.2x since they lost 53%.

The good news is you didn't get wiped out, but it's about what a "boring" S&P 500 index would have earned since 2014, and would be worse than the index if you had invested after 2014.


People that invest in hedge funds are looking for risk differences as much as total returns.

A fund that returns the same as the S&P but has a completely different risk profile is a very strong win.


Warren Buffet and Charlie Munger on shorting:

https://youtu.be/GVtaKKn43M8

“It’s ruined a lot of people “

“It’s the sort of thing you can go broke doing”


Instead of learning about short selling from famous long-only investors who don't specialise in short selling and have no particular skills in the area, another idea is to learn about short selling from people who have done it successfully & have built a long career around it.

E.g. consider Jim Chanos & Kynikos Associates. Chanos founded Kynikos in 1985. Kynikos has a short-only fund, a long-short fund and a 190% long/90% short fund (i.e. a +100% net long fund).

This FT alphaville interview with Chanos: https://www.ft.com/content/da70b2f9-3a0b-4258-9996-86dfd6802... contains a few interesting morsels of information -- including some touching on risk management & the risks that short sellers are exposed to in periods of market instability where there is a risk that counterparties might go bankrupt, e.g. during the GFC.

* "I've seen far more stocks go to zero than to infinity"

* "short selling is a portfolio [...] no one position will ever be more than 3 or 4% of the portfolio"

* "if you go into one of our partnerships, as a limited partner, you can only lose what you put in"

* "the short side has a lot of asymmetries: [...] if a position goes for you, it becomes smaller, unlike on the long side"

* "if you gave me $100 and I just had a one stock portfolio on the short side, you wouldn't have to give me any more money and if I shorted Enron $100 and continued to short it on the way down, I could make more than 100%. I'll let you think that through"


Ok, then stop shorting beyond 100%. There are people on HN that are foolish enough to short a stock that is about to be squeezed. Yeah it will go down one day but on that same day the interest payments will have shot up high enough to force you to cover and that's what has driven the price down. Your own bankruptcy.


Yeah, I already know about Chanos. He’s got a great story. I love to listen to his insight.

Andrew Left is good too.

Chanos was shorting Tesla for several years. Not sure if closed that position.

Potentially Unlimited losses.

What happens to a 100 million short at $200 that goes to $2000


I wonder if all of this would have still happened had retail investors not gotten involved. I just don't understand enough, and feel very vulnerable to misinformation, half-truths, and outright lies...


It's really strange. Why would they openly announce that they have closed shorts and that they are sustaining damage so publicly?

My theory is that they are not only doubling down but quadrupling down everytime the stock shoots up. Gamestop has no fundamentals going for it, take a look at its other competitors in the industry, they are all gone. Neither do cases for AMC (who themselves acknowledged and WARNED investors that their operations are simply no long viable due to the pandemic).

This is probably a once in a lifetime short, they've seen the order flows from Robinhood, they have probably infiltrated r/wallstreetbets and are egging people to buy in to the "David vs Goliath" narrative which is couldn't be further removed from the truth.

Many people who are jumping in now (from all the posts asking what is a margin, or when do I sell, or even how to use a broker app) and I fear that people are walking into a clever trap setup by the hedge funds that are short.

There is also a lot of institutional money on the long side and they also have interest in continuing the political narrative because they need somebody to hold the bags.

Remember that exuberance of the irrational variety of the 2000s craze, the departure from fundamentals and the mania of the public jumping in while the smart money were happily selling to the eager investing amateur.

We have no way of knowing if people posting gains on wsb are doing it on paper accounts or not.


> My theory is that they are not only doubling down but quadrupling down everytime the stock shoots up.

They would not have survived Monday, Tuesday or Wednesday if they doubled down once instead of closing out, let alone if they did it on every significant increase. Even if you cite the investment from Point72 and Citadel: that's a fraction of what they'd have needed to survive the stock going from $100 to $300+.


They could have. If they shorted again on tuesday at >300 they could have made a lot of money by covering the next day when the price dropped due to the buy restrictions. At one point in the aftermarket the stock even hit 500$ and the next day went back down to 190$. That is potwntially a lot of money for the right short positions.


This is dead wrong.

Melvin got a margin call from their prime broker, which is why they needed to get bailed out abruptly by Griffin and Cohen. The mid-month injection shows how dire it was and how margin calls work. Hedge funds like Melvin typically use monthly accounting, so typically you can only add/withdraw capital for the first of the month. But margin calls are fire drills, all the sudden you get a phone call saying, "We need another $3 billion in equity or we liquidate your account" and you either sell stocks like mad (though even in this case I don't think it was an option) or pray you have a white knight sugar daddy like Griffin/Cohen to write a check literally overnight. Melvin had no choice but to cover, they couldn't start doubling down it doesn't work that way, they'd be done, and actually some of these stocks like GME were so volatile that it might even eat into the prime (but really the clearing broker).


How much does Melvin have? Margin calls are about total value vs short value. If gme was only a small percentage of their shorts at the start they could be well under the 50% capital requirements to not get a margin call. Hedge funds often don't diversify, but they still know the value in it.

Though I tend to agree with those who conclude that they wouldn't risk lieing in their public statements.


They have potentially unlimited source of funds at disposal from their parent hedge fund. They often don't shut down especially when they have better information than the public.

They can eat the cost of getting the timing wrong if it means they stand to make a killing which they are poised to do as average retail traders are simply transferring wealth to the pockets of executives and hedge fund managers while thinking they are actually socking it to the big man.

Eventually the stream comes to a stop, a large dip or people cashing out signals an end and a group of retailers who didn't know that they were being pumped are caught holding the bags.

I am now reading on r/wallstreetbets that $30,000/share makes perfect sense and it had like 24k upvotes. This is the type of insanity gripping the subreddit. Now even people who don't even use reddit are asking me how they can buy GME. This is textbook peak bubble even as we are consistently seeing red days across the board.


Melvin does not presently have a parent hedge fund, and it never has. It received investments from two other hedge funds, but those were for non-controlling revenue share.


https://en.wikipedia.org/wiki/Melvin_Capital

does seem like a relationship to me and if so they likely have Cohen's liquidity close by. Rarely are these groups independent, they all eat from the same bowl, a very large one at that.

I just do not believe they have thrown in the towel. Wouldn't you be drunk with lust when you realize a very rare opportunity? Timing isn't the concern here its the inevitability of the obvious in the long run. Anytime GME shoots up due to retail exuberance, the probability of bearish plays go up. There's simply no fundamentals that justifies its price.

Benjamin Graham said something about voting machines and weighing scale...


Yes they have a relationship, it's known that Point72 has been an investor. That doesn't imply ownership or even majority stake. It's very common for funds to invest in other funds, just like it's common for large tech companies to have business development and VC arms.


This is extremely unlikely. I'm saying they wouldn't have survived to see $300. You think they managed to live long enough to short at the top tick without being margin called and having their prime broker pull the plug on them?

The doubt around this situation is uncritical. This is a firm motivated by money. If you're seriously interested in making money, you don't lie to the public about closing your positions (boom, securities fraud) and stay in it when the volatility of the thing has destroyed your thesis (boom, breaking fiduciary duty). You get out to trade another day.


I guess what I mean is that they are slowly increasing their short positions like when (allegedly) short positions increased on the day when trading disallowed on several broker accounts.

More recently are weird stuff going on on r/wallstreetbets where award spamming on relatively unknown stocks with suspicious upvote activities were being called out which suggests that the hedge funds have realized the huge potential of influencing what makes it on the first page.

I really think its irresponsible people continuing to paint this as us vs them, when in reality the people that will be victimized are the ones that will have bought into the narrative to realize nobody wants to buy GME or AMC at the ridiculous prices.

We are seeing a weird FOMO based on politics not dissimilar to the "evil fiat feds vs crypto" narrative.


"My theory is that they are not only doubling down but quadrupling down everytime the stock shoots up. "

You can do the same at a casino - double your bets every time you loose. The technique works, 100%. The trouble is, it requires exponential amounts of money.

"We have no way of knowing if people posting gains on wsb are doing it on paper accounts or not."

That's starting to sound a lot like "moon landing was faked"


That technique doesn't work at the casino. Even if you had a huge amount of capital the house still has a slight edge so if you keep playing long enough you'll eventually lose everything.


The technique works very well at the casino under the right conditions. So much so that casino workers know to look for it, and to boot you. If you play it as an infinite game as you imply, you WILL lose. If you make it a finite game, you can win.

Here's what it takes to work

1.You have to remain liquid long enough to hit a win. It doesn't take many doublings to break yourself.

2. You have to end the game at the right time. The side that chooses when to end the game is, almost certainly, the one that will win. This is why casinos will give you the boot when they realize that you are doing it BEFORE you have a chance to go up.


It does, but as he said, only under ideal conditions. I.e.: No limits to bets and infinite base money.

Both of which clearly don't exist.


Was AMC in trouble before the pandemic?


Yeah, it was like $6 a share at the start of 2020 down from $20 a year before that.


> On Wednesday Melvin said it had exited its bet against GameStop and repositioned its portfolio.

Is this true? Louis Rossmann pointed out they would have a huge incentive to lie about this (to prompt people to sell and drive prices down).


The arguments that Melvin lied about closing their position are as follows:

1. Short interest on GME is still high, even after they claimed to have closed their short position.

2. They have a "huge incentive" to lie about this, because people believe it would encourage a selloff.

That is the entirety of the evidence. It is uncritical despite the fact that it gets frenetically repeated on reddit. Here is the evidence which suggests they didn't lie:

1. That first argument doesn't prove what people believe it does. First, short interest is only officially reported twice monthly, and most cited data is out of date or estimated. More importantly, short interest is an aggregate measure which does not track specific positions. It only tracks all positions together. Other firms which haven't been burned by the price increase have opened new positions, hoping to short from the top tick (or thereabouts).

2. The second argument is reddit cargo culting "game theory", and it violates both logic and Occam's Razor. If you're a fund manager who lies to the public about closing a highly volatile position that could bankrupt you, you are facing securities fraud and violation of fiduciary duty, respectively. Either of those will pierce the veil of your firm and leave your personal assets liable for reclamation by the SEC and/or angry investors. You will be sued. You will lose.

Moreover, the "incentive" of this move is that you might prompt a selloff and get to keep your short position. It strains credulity to think someone would make such an uncertain bet with a huge psychological component when their firm is literally on the line. If you're wrong, your firm is dead and all of your personal assets are up for seizure in the ensuing fallout for the aforementioned reasons.

The alternative is that you just close the position, don't lie about it, and your firm survives and you just have a bad year. You are personally unscathed as the fund manager. And since you've had historically excellent returns and this was a 3 or 4 sigma event, long term you'll probably be fine. You'll have a new signal to incorporate into your portfolio risk management and you'll move on.


>If you're a fund manager who lies to the public about closing a highly volatile position that could bankrupt you, you are facing securities fraud and violation of fiduciary duty, respectively.

The claim that Melvin closed their position is something of a game of "telephone" in that it was a CNBC anchor that claimed that "from what I understand" Melvin Capital is out of the stock, after he talked to the CEO (off camera).

Importantly, there was no recording of the conversation, just a journalist claiming a source said something. The fact he used "from what I understand" instead of a direct quote is telling.

Melvin themselves have not (as far as I can see) issued any kind of statement, written or otherwise, that clearly states they have zero position on GME any more.

All of the other stories about the claim simply state "according to CNBC".

My point is that as far as I can see, there is no evidence that Melvin are actually out of their position, other than easily-deniable comments that a single journalist claims "from what I understand" on.

Link here to the video from CNBC: https://www.cnbc.com/video/2021/01/27/melvin-capital-sells-o...


You are purposefully misquoting Andrew Ross Sorkin. The "from what I understand" refers to the time Melvin Capital closed their position, not the overall fact that their short interest is closed.

The full quote from Sorkin's segment, ~40 seconds into the video: "Melvin Capital is now out of the stock. They got out of the stock, from what I understand, yesterday afternoon." (https://twitter.com/cnbc/status/1354406938319216640). It could not be more clear -- "from what I understand" refers to the precise timing and not the overall fact.

> The claim that Melvin closed their position is something of a game of "telephone" in that it was a CNBC anchor that claimed that "from what I understand" Melvin Capital is out of the stock, after he talked to the CEO (off camera).

That's not a game of telephone, that's quoting a direct source. Sorkin talked to the CEO of Melvin Capital right before he went on air and then immediately reported it.

> just a journalist claiming a source said something

And it's not "some CNBC anchor," it's a well known journalist (Andrew Ross Sorkin) with a reputation at stake.

> All of the other stories about the claim simply state "according to CNBC".

Because CNBC got the scoop. It's journalistic etiquette!

> no recording of the conversation, just a journalist claiming a source said something

Every single article published in any newspaper ever is a journalist claiming a source said something.

> Melvin themselves have not (as far as I can see) issued any kind of statement, written or otherwise, that clearly states they have zero position on GME any more.

The CEO of Melvin Capital calling a prominent CNBC journalist counts as a statement, if you're willing to put aside your rabid paranoia for a few minutes and think critically instead of conspiratorially.


>That's not a game of telephone, that's quoting a direct source

No, it's not. Not at all.

A quote is where the actual words someone said are put forth verbatim. What we got was a summary of what was said and that's exactly my issue with the statement - summaries leave wiggle room for people to come back later and say "well, that's not exactly what I said".

>Every single article published in any newspaper ever is a journalist claiming a source said something.

Yes, and there are conventions to make it clear when the journalist is directly quoting a source (the use of quotation marks) and when the journalist is giving their own summary of what the source said.


Thank you 1000x for writing this. I thought I was going insane reading all the comments like “Melvin publicly said they closed their short position, which is suspicious because they said it publicly (if they said nothing, you all would still find it suspicious!), so they are probably lying about closing their short position”


Can you provide a source that states Melvin publicly said this? All I can find are references to CNBC where a journalist claims "from what I understand" Melvin is out of the stock.

The problem with this is that it's easy for the CEO to later say "the journalist misunderstood" or "I said we covered some of our position (1% is 'some' right?)" or many other things.

Is there a definitive statement from Melvin themselves anywhere?


>2. The second argument is reddit cargo culting "game theory", and it violates both logic and Occam's Razor. If you're a fund manager who lies to the public about closing a highly volatile position that could bankrupt you, you are facing securities fraud and violation of fiduciary duty, respectively. Either of those will pierce the veil of your firm and leave your personal assets liable for reclamation by the SEC and/or angry investors. You will be sued. You will lose.

Yeah but your shorts will be in the money and you probably double your investments instead of losing 53%. There is more to gain than lose.


I am not a financial advisor and this is not financial advice.

I understand your response. There is one assumption that I think marks the difference between what side of the line one falls on.

My understanding of your belief is that you think Melvin would not lie due to there being a large risk associated with lying.

One might also assume that Melvin would not be dumb enough to short over 100% of GME stock.

In exercise, I believe this to be the crux of the speculative argument that Melvin is dumb enough to use psychological warfare (which may have legal ramifications if they get caught) to try to get GME stock back down.


> I am not a financial advisor and this is not financial advice.

Okay as soon as I read this I knew I shouldn't be expecting much, but...

> My understanding of your belief is that you think Melvin would not lie due to there being a large risk associated with lying.

This really isn't just lying a little bit, and isn't just a large risk. If you're running a fund like this, purposely making materially false statements like this would be akin to jumping out of a plane without a parachute and somehow hoping for the best, while 5M angry redditors are purposely trying to make sure you crash into the hardest thing possible. This position of "well maybe he's lying, you can't definitively prove he's not!" position is so bonkers that it's closer to a conspiracy theory than an actual opinion.

> One might also assume that Melvin would not be dumb enough to short over 100% of GME stock.

This has been discussed in depth elsewhere. You're understanding of this concept is fundamentally flawed. Frankly, even if it wasn't, you're suggesting that a single firm shorted more than 100%? Or that both Melvin Capital and Citron both shorted more than 100%, and that somehow added up (with your misunderstanding) to 140%?


> Okay as soon as I read this I knew I shouldn't be expecting much, but...

There is no need for you to get feisty over an comment that I (who seems like someone you disagree with) posted on the internet. Perhaps this is a point where you can self-reflect on how you articulate yourself.

Please understand that I don't care anymore. I don't care if you think I'm out of line. Yes, I read and understand your comment. I just don't engage with people that have bad communication skills.

I am only writing this in an attempt to make you a better person.


Question: what do you think of this comment? https://news.ycombinator.com/item?id=25984635


That is quite literally a different argument.

The argument being made is that the original funds never exited their original ~$10 shorts. So every $100 increase in stock price is a 10x increase in losses.

If someone re-entered at ~$300, a $100 increase would be a 30% increase in loses.

The scale of these is massively different.

I have absolutely no doubt that other firms have entered short positions.

Claiming that "Melvin may have re-entered afterwards" is obviously a possibility, but is not the same as having lied about exiting in the first place.


I get that legally it's different, but when ordinary people (like me) read "Melvin exited these position", they take it to mean "Melvin accepted the loss and gave up", which is in turn seen as implying "they no longer hold said positions". If Melvin bought and re-shorted all their shares at a similar price, then to many, many people, that's a legal distinction without a material difference. It's not "lying" technically, but it's pedantically misleading enough to be pretty darn close to lying for those of us asking the question. So when people question the veracity of the first statement, they're really wondering about the others too.

Basically, my point is: if your rebuttal to the question of "did they lie?" is "no, that's preposterous, it would be a death sentence for the firm", then your answer might be correct technically as to the literal meaning of the question, but you've missed the spirit of what was being asked.


There is also no evidence they singlehandedly shorted over 100% of GME stock. All of these claims and rumors unravel when you demand evidence. They might make sense if you assume their circular dependencies, but it's a house of cards.


Makes sense, but don’t let this spoil the party back at wsb


You'd just get banned if you write this there.


No, it's not. According to S3 data they've not. They're running a massive smear compaign to convince the public otherwise.


Incorrect. S3 only shows aggregate short interest. That data does not in anyway indicate Melvin's specific position. Almost certainly what happened is that while Melvin was unwinding other hedge funds were opening up new short positions at the current extremely dislocated prices.

And this is exactly why WSB's short squeeze theory is doomed to failure. It's not like once you beat Melvin that all of Wall Street just declares "okay, Gamestop is officially a $30 billion company and we will never bet against it again." The more WSB drives up the price, the more lucrative a short position becomes in the long run. And the more it attracts even more hedge funds into shorting. It's like a video game that has no ending, just the levels get harder and harder.

The difference with any traditional short squeeze is that there's always a catalyst that prevents the shorts from keeping their positions open. In the classic case it's a third party buying up a bunch of shares, then recalling them from the stock borrow market. In the Volkswagen squeeze it was the expiration of derivatives tied to Porsche's attempted acquisition of the company. WSB's original theory was that the gamma squeeze from options expiration would be the catalyst. But as of last Monday, those options were all deep in the money with crazy high implied vols. There's no gamma left to squeeze. WSB no longer even has a thesis, just memes.

With $3 trillion of AUM in the hedge fund industry, the only feasible end game is if WSB makes Gamestop the most valuable company in the world and criples the global financial system. Is it possible? Sure, lots of things are possible... I wouldn't bet on them.

I can virtually guarantee you that there won't be any meaningful short squeeze at current levels. The share price will be well below $100, before the short interest falls below 100%.


> only feasible end game is if WSB makes Gamestop the most valuable company in the world and criples the global financial system. Is it possible? Sure, lots of things are possible... I wouldn't bet on them

Another good reason to assume this wouldn't happen: the existing system will not let it.

You may argue that that is "changing the rules" or "cheating" or "being on the institutions side!", and you're right, but I would assume that the government forces all GME positions to be liquidated and halts all trading, no matter no many retail and/or institutional traders get upset by it, before allowing the collapse of the global financial system (again).

No matter what game you're playing, there are always "superior" rules, that are not written down. No matter what game you're playing, one of the over-arching rules is "no crippling the global financial system".


Exposing those superior rules is the reason why people join the short squeeze. Every new special rule only justifies their existing anger.


I disagree that these "superior" rules are really hidden at all, and need exposing. These are basic assumptions that anyone can make if they spec 5 seconds using common sense.

Why do you think that the SEC, Fed, and all aspects of the US Government would sit back and knowingly let a new financial crisis happen? It doesn't really matter who it's not fair to, it wouldn't happen. You can argue who will get the short end of the stick in the end, and why it's not fair, but that's secondary to my point.

Another good example of this is claims (which yes, have fizzled out over the last couple of days) that Melvin Capital has lost $100B dollars already, and only has $13B in assets (which, if you account for a firesale, is likely much less than that). That amount of money is pretty much the practical maximum that you could get out of Melvin Capital, even if they have done the shady and illegal things that have been alledged. At a point you can't get blood from a stone, no matter how much you feel that you are in the right.


This is just circular reasoning. More shorting -> fuels retail traders buying -> leads to more shorting -> leads to more buying.

This can go on until GME becomes part of S&P 500. At this point WSB doesn't even need to do anything because pension funds, and other institutional investors etc. will end up buying GME.


>According to S3 data they've not.

And I suppose that's because short interest isn't going down? Aside from the fact that other short-interest sources (all unofficial, by the way) shows that short interest cooled down last week. it also ignores the fact that it's possible to close short positions by transferring to another fund. I'd imagine there's plenty of funds willing to short GME at $300.


>> I'd imagine there's plenty of funds willing to short GME at $300

Plenty? What type of mathematical model would support a move like that? Are hedge funds predicting a government bailout? Or are they certain retailers will close on Monday?


>Plenty? What type of mathematical model would support a move like that?

Do you really need a mathematical proof of this? If a stock is $30 and you think the FMV is actually $20. Then you'd expect to make $10 from shorting it. If it's at $300 you'd expect to make $280. So the higher the price, the more money you expect to make from it, and the more tempting it is.

>Are hedge funds predicting a government bailout? Or are they certain retailers will close on Monday?

No not really, a sibling comment explains it better than I can: https://news.ycombinator.com/item?id=25984493


Short interest down massively from Friday. Equities don’t settle instantly. Tomorrow will be bloody.


I kept seeing people saying Friday would be the reckoning and offering various contradictory reasons that orbited around “the margin call expires and they have to buy”. Nobody could say what time the margin call would “expire” or provide a source explaining how that worked, and when none of those things happened and the stock rose back to 300-ish and closed, everyone just updated their takes to Monday instead.

How do we know this won’t just sputter for another week or two and then end in the most anticlimactic way possible?


> “the margin call expires and they have to buy”

Not sure what you mean by this, but I presume you're referring to options expiration. Some people, with a tenuous/non existent grasp of this stuff were running around screaming "naked shorts" and thinking that Citadel and other market makers were going to need to buy massive amounts of underlying to deliver against their short calls. But the entire reason a gamma squeeze works is because the MMs are buying in their delta as it moves against them. So that was never a very good theory. Opex also means that a lot of gamma expired, which would offset whatever opex buying actually needed to be done.

> everyone just updated their takes to Monday instead

The average Robinhooder/Twitter jockey perhaps. What actually happened is that S3 Partners, who do predictive analytics on short interest (which are officially released fairly sporadically) have suggested that their early take on Thu/Fri trading is that shorts covered a fairly large amount. Given that this whole squeeze is a momentum game requiring coordination and confidence amongst the longs, taking out a huge chunk of the fuel would likely impact the confidence of a long, which in turn ruins the coordination.

> How do we know this won’t just sputter for another week or two and then end in the most anticlimactic way possible?

We don't, it could sputter on. It could go up, down, or sideways. GME could be permanently a $300 company for all we know. Trades don't deal in absolutes, but rather probabilities.


> According to S3 data they've not.

If you have a link you'd be able to share that'd be awesome.


https://isthesqueezesquoze.com/

See the links near bottom of the page, some are subscriptions though


where does S3 get its data from? equities short interest from other sources is only updated twice a month.


I think the smell test is when the media stops slandering the people causing the GME inflation. The tone of outrage comes from the hedge funds losing money


It would be illegal for them to lie about it.


The fine would be cheaper than their continued losses.


Fine and lawsuits and reputation damage. Probably put them under.


Exited its bet doesn't preclude it from re-entering into a similar one a day later


I can’t imagine that a bunch of millennials buying and holding 5 shares of stock on GME is causing this. They’re just getting the blame for it.

Instead, I think other hedge funds are in the water. The sharks are circling and they’re battling each other. One side is shorting. And the other side is going long.

The volatility on this stock is great. And you can play both sides. And the market makers makes money on both sides too!


Were all the shorts actually covered? There seemed to have been a lot of contradictory information over the weekend.


The shorts, from Melvin and others, have mostly been covered, leaving a lot of people holding bags.

https://twitter.com/ihors3/status/1356018482471718916

https://s3partners.com/Exclusive.html?utm_source=twitter&utm...

This is not some hedgefund guy trying to spread FUD, he's been pretty consistent in his reporting on this over the past week.

ie: this post on Thursday https://www.zerohedge.com/markets/we-have-some-bad-news-game...


In one of the comments Ihor said the algorithm will be running overnight to get a better idea of the actual number...

Is it actually plausible that an algorithm running on presumably one stock needs to run for over a day?

I believe S3, they've been reliable so far. But with this much money at stake, it wouldn't surprise me if they've been bought out to spread misinformation.


I can't personally evaluate his credibility, but his claim seems to be that "the algorithm" will be running overnight because new data from Friday's trades is still coming in.


Most stunning thing in this article to me:

"The GameStop saga marks a fall from grace for Melvin, which gained 52 percent last year, ranking it among the best performing hedge funds."

This is kind of surprising. I personally know a few retail investors who crushed that number. Not with fancy day trading, just owning a few good companies.

I know it's a lot harder for institutions to get outsized returns, I just didn't expect the best hedge funds didn't do better in what turned out to be a softball market for investors.


This is why we have the term, "capacity constraints." Melvin accomplished those returns in a year where they would have started off with $10B or close to it. The retail investors you know did it on what, $100k? $1M?

The liquidity available to retail investors is completely different from the liquidity available to firms with an 11 digit book. Assuming those retail investors actually have a working strategy, they can basically invest in anything.

If they find alpha in trading some overlooked company worth $100M total, they can deploy all their capital and make an outsized return. If a multibillion dollar hedge fund finds alpha in a $100M company, they can make a great return of 50% on let's say...0.1% of their capital, assuming they can buy 10% of that company without meaningfully moving the price against them.

So you have an 11 digit book, and you have to get an outsized return. You either find tons and tons of these little tiny companies you can buy single digit percentages of, or you win on big bets from a blue chips that can absorb your liquidity. Or some mix in between. Or you expand to foreign assets, or another class of asset that can handle the weight you're moving around. But you are fundamentally limited, and whatever you do has a different profile of risk attached to it. You are also bound by the risk thesis of your firm and what your investors' goals are.

That's not to say all hedge funds outperform retail. A lot of them plainly suck and fail to accomplish their mandate. But this is too uncharitable a take; the liquidity and risk characteristics are completely different. It's incomparable.


Sure, but I'm not talking about complex strategies here. If you can't beat a retail investor with a straightforward portfolio of middle of the road stocks like "AMZN, AAPL, BRK, DIS", what is the point of a hedge at all? Particularly when their tactics put them in such a high risk category.

All of what I'm talking about would have scaled perfectly fine with a $10b portfolio, these are giant corporations with a combined market cap around $4 trillion.


I think you might be underestimating the complexity involved in doing anything with equities at $10B.

I also wouldn't classify this as high risk. This risk is arguably novel. Short squeezes have happened before, sure, but not with the same sort of trigger. This is probably a new risk signal for the 30 or so funds which were blown out that haven't been as well publicized.


I think you're sort of mis-understanding one of the main purposes of a hedge fund (at least historically); they are often meant to obtain returns that are un-correlated with the overall market.

Just dumping all of the funds into the market explicitly does not do that.


The smaller the amount of capital you manage, the “easier” it is to get large returns on a % basis. There’s a video where Warren Buffett talks about this behavior (a bird hunting club that ended up finding oil, hopefully someone can find the video for me).


Bull market gains are easy to brag about. It’s high year to year gains over varying market conditions that is the goal.

Though you could argue the hedge funds failed to see the influence of the retail investors entering the market and missed out on the gains.


One year is a pretty small window to compare the performance of two investors or portfolios. If they are performing better than them for over 5 years, maybe that’s something to write home about.


hedge funds are completely broken, there might to make money out of money and a bit of dirty tricks should be common knowledge since the Homm case. https://en.wikipedia.org/wiki/Florian_Homm


53% loss but they got the $2b infusion from Point72 and Citadel.


Why does this share an FT link in android chrome?


I have to learn how to spell schadenfreude.


Another example of Zero-Sum


The best part about this whole situation is news companies having to translate crude reddit humour and logic in to something old people can understand.

Seeing them trying to explain why billions of dollars move because of people who refer to themselves as retards who want to earn money to buy chicken tenders.


My favorite part is imagining the editorial debate that occurs at more traditional news media as to whether or not to cite a quote from someone with the user name /u/pm-me-videos-of-u-farting or /u/lickmydogsbutt


WSJ with their exclusive interviews cites Keith Gill as DeepF---ingValue instead of the whole username


It’s sad that as a society we still haven’t moved to the point where you can say “fuck” without a bunch of people getting mad. It’s not racist, not bigoted, not sexist etc.

Is there any logical argument to be had for why these words can’t be said? Kids hear these words from peers at school by like the 3rd grade.


Does the Reddit part matter? It seems to be meta humour around completely risky but reasonable behaviour. You can explain pretty much everything about it in standard market terms. Mentioning the memes and crude humour is just getting into drama. (And completely optional)


It is somewhat important to describe how these people are not acting rationally or individually and how these internet groups can group together to have very powerful and unusual effects.


>not acting rationally

Lots of participants understand what they are doing and are achieving their stated goals (causing chaos). There’s nothing internally inconsistent or irrational about the behaviour to the individuals.

Maybe it’s irrational if you transpose your own form of rationality to others.


I'm sure there's some people who are just successfully aiming to cause chaos. But 3 of my closest friends are in on Gamestop now, and each of them expects they're going to exit at $1000+ and make bank. So in the absence of hard data (which I have no idea how we'd collect) I kinda have to assume that making money is a big motivating factor for people.


"Rational", in the strict sense, is really only a useful concept if you are wealthy.

If I have a spare $50, then deciding how to optimally invest it to end up with $51 is not worth the thought or effort put into that.

I'm gonna spend my $50 on entertainment or chicken tenders - here, I have a chance of getting both. It's rational.


"groups can group together to have very powerful and unusual effects."

Yes, like you know start political parties, fight for independance, or whatever. I fail to see why it continues to facinate people that WSB is just as valid an organisation as Greenpeace or IBM.


And you did just that without referencing either Reddit or memes.


Not mentioning reddit hides information. News companies should aim to tell us as much as possible what is actually going on. And the reality is the current situation is heavily tied to a specific group on reddit.

People are also directly visiting the subreddit and they will struggle to understand what is going on which is why the news tries to provide translations and explanations.


> News companies should aim to tell us as much as possible what is actually going on.

Key phrase: "what is actually going on". The humor and manner of speech of that subreddit has nothing to do with what is actually going on. It's just superfluous details intended to discredit them without having to explain what is actually going on.


For a day, wsb had replaced their header image with a giant penis cartoon. No wonder they couldn't show screenshots that day


Not just crude humor but bespoke financial vocabulary. Listen to the interview with Lily Francus on Real Vision podcast on Friday. The industry analysts are having to learn some new terminology. "When we listen to her conversation about this,the words that she uses, between the three of us we have 50+ years of experience watching markets. And she uses phrases that we don't generally use: 'the storybook', 'the epicenter of the god meme', 'the blast radius'. This is a shift in the way the narrative is getting spun"


I laughed when CNN had to explain $Becky symbol and meaning of the term "wife's boyfriend".

https://www.cnn.com/2021/01/29/investing/wallstreetbets-redd...


Us old people understand--and laugh at--reddit humor just fine.


DeepF***Value lol


> On Wednesday Melvin said it had exited its bet against GameStop and repositioned its portfolio

If they really had exited, why would they bother telling anyone?

> A Melvin spokesperson declined to comment on the firm’s January performance

Hmmmm. They won't talk about performance, but they're very keen to convince everyone they've exited their short position. This reads like yet another press release that all the major outlets have run.


> If they really had exited, why would they bother telling anyone?

They have their own customers and reputation to maintain. They’re trying to let their customers know that the damage is done and they’re out.

They’re trying to stop their customers from abandoning them.


...or they lied. You're picking one answer and I'm picking a different one, either are just as likely.


One of them involves them deciding they'd rather be prosecuted by the SEC for lying than use the bailout for what they said they used it for, and the other involves some people on Reddit being wrong. I don't think "either are just as likely"


> One of them involves them deciding they'd rather be prosecuted by the SEC for lying than use the bailout for what they said they used it for

Where does the fine for that cap, though?


> One of them involves them deciding they'd rather be prosecuted by the SEC for lying

Also, anyone who claims that their investment decisions were made based on an adversely impacted by that lie, which could be the bigger danger, because the SEC might let you go with a also in the wrist (maybe not, to, politics and policy considerations here can be hard to anticipate), but investors who recognize that you've made yourself a money piñata won't.


> ...or they lied.

That would be hardcore felony level securities fraud. I highly doubt it.


If they didn't say anything, you'd think they were still shorting GME.


We just really like that stock.


And the hedge funds making billions off that sentiment do as well of course, Citadel must be blushing at the runaway success of RH right now


Citadel is just a marketmaker that rh uses, they could switch all their flow to a different mm (who are doign the other 40% of flow already) easily.

They don't own it.


Who said anything about ownership besides you?

You think they can't profit off their access to RH's order flow during a high volatility event like this? This is exactly what they pay for, to make maddening amounts of money off dumb money pouring in.


Edit: This is probably wrong.

The funny thing is that the money Citadel makes off of Robinhood is basically front running RH trades. If those trades are for GME, Citadel has to choose between:

- getting their front running revenue while increasing the price and making things worse for shorts (which I'm sure Melvin still has, despite their PR)

- foregoing their RH revenue to not exacerbate the situation for shorts

Pick your poison.


Citadel is not front running trades. This isn't how PFOF works. People say this over and over again, but it just shows that they have little to no understanding of how a market maker operates.

Which is fine, everyone is uninformed about some things. Except if you know nothing about something, you shouldn't post naive statements that you claim as factual, when they are in fact not.


You’re right that a lot of people say this. And not just random people, but people with large audiences, and people who presumably have some expertise.

What is Robinhood’s relationship with Citadel then?


Not sure what the founder of barstool sports actual experience is in this area. Or whoever else. Also, it's very easy to describe order flow in a disingenuous way (citadel sees the order before the market) that's technically true and will make people think it's front running.

Did the experts say front running? Or did they say paid for orders and somebody else said front running?


Here's AOC discussing it

https://www.msn.com/en-us/money/other/aoc-returns-to-twitch-...

And here's a Vice article about it. They don't mention front running, but the outcome sounds the same, in that the customers are not paying the best price for the stock, since the middle man pockets some.

https://www.vice.com/en/article/qjpnz5/robinhoods-customers-...

Also, thread. Can't speak for the expertise of the author, but at least he links to several articles in the comments. https://twitter.com/toxic/status/1353890772135813121

This guy describes it as front running. https://mobile.twitter.com/anyaparampil/status/1355984104525...


No, the middle man doesn’t pocket some.

The interesting thing about retail order flow is that market makers can offer it tighter spreads (I.e. better prices) because they know on average there is no edge in there (i.e. some huge fund with non-public knowledge).

That’s why they will literally pay to get order flow they know to be vetted as a bunch of retail investors.

It’s like a casino paying for a stream of blackjack customers that excludes card counters. It’s worth money to them and it’s even worth it for the customers because the casino can offer more payout (e.g. 3:2 instead of 6:5) because there is a smaller chance of getting steamrolled.


...and here's a financial columnist (ie. an expert) writing about it:

https://www.bloomberg.com/opinion/articles/2021-01-29/reddit...

>Market makers stand ready to buy or sell stock from or to customers; they try to buy for a bit less than they sell at, and pocket the spread. If you go out into the market and say “hey I’ll buy anyone’s stock for $10,” and a really smart hedge fund comes to you and sells you stock for $10, that’s probably bad. You’ve probably made a mistake. The hedge fund is selling you the stock for $10 because it knows it’s worth $8. This is called “adverse selection.”

>More subtly, if a really big mutual fund comes to you and sells you stock for $10, that also may be bad. The mutual fund is probably selling lots of stock, because it’s so big; it sells you a little, then sells a little more, then a little more, until it pushes the price down to $8. The mutual fund isn’t necessarily smart, but by virtue of being big and doing big trades, it moves the price; if you are on the other side of its trades, you get run over. This is also a kind of adverse selection: You buy at $10 and are stuck selling at $8. Part of the spread that market makers earn in public markets—the difference between their buying and selling prices—compensates them for adverse selection, the risk of being run over by a counterparty who knows something they don’t.

>Market makers, the textbook theory goes, would much rather trade with retail orders. Retail investors generally don’t know much, so if you buy stock from them you’re probably not making a mistake. And retail orders are generally small and uncorrelated: One investor buys a little, another comes along a moment later and sells a little, it’s all pretty random, and you’re not facing an avalanche of steady sell orders that push the price down. Trading with retail is so nice that market makers—wholesalers—will both give retail orders a tighter spread (pay more to buy their stock, charge less to sell stock to them) and pay their broker for the privilege of doing it.


That's fine if market makers stick to the rules.

What do you make of some of what Citadel has done before?

https://www.bloomberg.com/news/articles/2020-07-21/citadel-s...

https://www.sec.gov/news/pressrelease/2017-11.html


There were no allegations that they provided a worse price than the NBBO (ie. the price you'd get if there wasn't PFOF), just that out of all the firms offering PFOF, robinhood didn't choose the best one for their customers.


Did you read the SEC release?

“But the SEC’s order finds that two algorithms used by Citadel Securities did not internalize retail orders at the best price observed nor sought to obtain the best price in the marketplace”


Presumably

> [...] the best price observed [...]

> [...] the best price in the marketplace [...]

refers to the prices that they can get through all sources (ie. including PFOF firms aka market makers), not just NBBO.


Doesn’t this still mean Citadel Securities are not offering retail the best price, and are netting more as a result?


When did the goalposts get moved? Your original argument was citadel/robinhood was "front running trades". That's a more serious accusation than robinhood/citadel not getting the best price.


I think if you had started with "sometimes they don't offer as much price improvement as they promised" that'd have been more accurate.


The upshot of this is that Citadel is selling retail GME at slightly elevated prices for profit. This will certainly contribute to higher GME prices. If Melvin is still short, Citadel is in a predicament. If they want the price as low as possible for Melvin’s sake, they need to actually provide the best price. I thought that was funny.


I guarantee that Citadel Securities isn't taking into considering what Citadel capital is doing. It's just not how firms like that operate.

Every desk is trying to maximize pnl, end of story.


I explained my understanding of Citadel and market-making here: https://news.ycombinator.com/item?id=25942593


Sounds like RH is required to ensure the Best Price for customers, but they were fined last month by the SEC for not doing that.

https://www.sec.gov/news/press-release/2020-321


Interesting, I didn't realize that. I was explaining my understanding of what's legal, but in light of this your claims seem to have merit!


Citadel Securities is not the same company as Citadel. And I don’t see why either of them should care about someone else’s shorts.


I hate to be pedantic, but they're both part of Citadel LLC. So yeah, they're the same company. They just happen to be two different businesses within the same company.


If only we can weaponize this collective power for shorting shitty companies that have caused irreparable damage to society and the world (O&G, Koch Industries).

Right now the power of shorting companies is held by "institutional" investors simply because of how much funds are controlled by a select group of people and thus can buy and manipulate the market.

I would die happy if I saw Exxon or BP go to zero.


You’re fundamentally misunderstanding the model for shorting. You don’t short companies that aren’t already failing or other investors will happily buy your shares and you’ll be the one squeezed out.

> I would die happy if I saw Exxon or BP go to zero.

The underlying company would actually need to go bankrupt for this to work. A bunch of shorts can’t sell a bunch of stock an expect it to wipe a company out. Otherwise the company will just continue on and the shorts will bleed out payments or even worse, just buy back all of its stock an go private, really screwing the shorts.


It is impossible to drive the Exxon share price to zero through shorting regardless of how much capital you have. And even if that somehow worked, Exxon the corporation would still exist.


You want to short companies for moral reasons that have objectively strong fundamentals? That sounds extremely dangerous, financially speaking.




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