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Melvin Capital Lost 53% in January, Hurt by GameStop and Other Bets (wsj.com)
34 points by thefounder on Jan 31, 2021 | hide | past | favorite | 16 comments



Do I get this right and this is just interest that they have paid? Shorts are not covered yet? ny guess how long can Point72 pay interest/bail them out on these shorts?

"I keep hearing that 'most of the GME shorts have covered' — totally untrue," said Ihor Dusaniwsky, S3 managing director of predictive analytics. "In actuality the data shows that total net shares shorted hasn't moved all that much."

"While the 'value shorts' that were in GME earlier have been squeezed, most of the borrowed shares that were returned on the back of the buy to covers were shorted by new momentum shorts in the name,"

https://www.google.co.uk/amp/s/www.cnbc.com/amp/2021/01/29/g...


Even if S3’s data is correct, I don’t believe it tells you anything about exactly what those positions are.

The volume has been so high that AFAIK, many of the original shorts could have closed out and re-sold short into the $300+ insanity (or other funds opened new short positions). That is, new short positions could even be in the money right now (at least some likely are).

Of course, another insane rush and buying spree could squeeze a short position at any price. It’s a giant game of chicken. To me, having a bearish position at $300 seems well-founded, but it certainly seems risky going against an army of people that hate you and are willing to lose a lot of money just to spite you.

It will be very interesting to see how this all unwinds.


> but it certainly seems risky going against an army of people that hate you and are willing to lose a lot of money just to spite you.

That's the part I don't understand. Other institutional investors will make money off this vindictiveness, right? It's not like they're punishing Wall Street as a collective; just the ones who have short positions.


Unquestionably. People are buying GME because they think it’s hurting hedge fund bros; that doesn’t mean that it is.

I would be deeply surprised if retail investors were not left holding a larger proverbial bag than Wall Street as a whole.

Still, I think it’s a risky game when you have so many people willing to be irrational involved.


GME is short around 140% of it's float. Retail investors are buyers usually. So whether the shorts are hedgies or banks, they're not retail as a group.

Everyone knows that GME will eventually crash, but the question is when. If retail is smart and coordinated about it, they can definitely cash in massively when shorts cover. They would need to keep buying which looks increasingly made difficult and monitor % short of float.

Will they succeed, idk.


>To me, having a bearish position at $300 seems well-founded

I agree, if that bearish position carries finite loss potential. Buying puts is a bearish bet that could pay off or lose you what you spent on the puts. Shorting the stock is a bearish bet that leaves your downside uncapped.


How many retail investors make up the army? I’m gonna spitball less than 7m worldwide (the total number of r/wsb subscribers)

Then, I’m going to guess most of them can afford 1 share of GME at $300 and not much more.

Doesn’t sound like a very powerful army when you break it down into reality-based numbers.


No spitballing needed, you can go to reddit and see how much money people are putting down on the stock.


How could they lose $7B?

Melvin Capital Recent 13F : https://sec.report/Document/0000905718-20-001111/

It shows they had about $757mm worth puts. Assuming all of that puts are worth zero, their max loss will be $757mm. GME loss would be $55mm.

Hedgefunds don't have to disclose everything? Just trying to understand how did they lose that much.


Payoffs for a short position is stock price right now minus stock price at maturity. You can make a synthetic short by longing a put and writing a call at the same strike price and the problem you see here with the short squeeze is really writing the call.


Thank you. But those short calls are not in 13F, so they can selectively disclose?


1 put = 100 shares of the stock. Without knowing the put details it's hard to know the extent of their loss. But your total could be close to what they lost just on GME.


I understand basic options. They listed only long puts in 13F, the max they could lose is the premium they paid. So there must be some other securities that they didn't disclose (mostly short calls as @tchanglington mentioned) which resulted in the loss. I was asking if hedgefunds can disclose selectively? If so that can be exploited in so many ways.


When you buy a put, you are only risking the cost of the put. Unlike a short call or short put.

Yes 1 put contract is technically the right to sell 100 shares at the strike price of the put.


The "new shorts" are the options traders who have placed millions of calls since Friday . . . no margins, but increased leverage


https://shortvolume.com/ if you put in GME there, it shows short volume is being matched by regular volume too...




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