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SEC Complaint Against 'Supertrader' Karen Looks Like Mini-Madoff
Good point. The most classic one is when a CTA smoothens his equity curve with short vol that has nothing to do with the strategy that he/she is marketing. I think of it as sesame oil, a bit of it tastes good, just a little more and it ruins the dish - and when you aren't sure if you have a deadly allergy, you really need to know if it's in your dish.
