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by SideQuark 2161 days ago
>But secondary trading is still a zero-sum game.

No, since stocks can uniformly rise. Thus I can trade a lower performing stock (which can still increase) for a higher performing one, so that was not zero sum for me. The buyer could have turned cash into those stocks, so he could have gained too.

So we both gained from the transaction didn't we? Doesn't seem zero sum while stocks grow, and there's no mathematical requirement them to return to those previous prices.

This also doesn't cover value for price signalling, the empirical fact these patterns have returned significant money to investors through lower spreads, or the fact that primary markets don't function without functioning secondary markets.

Calling it zero sum is a bit shortsighted I think.

> you have to wonder why so many firms like these continue to print money year after year

They haven't. A few have - most don't do so well. Buffet's hedge fund bet ended pretty spectacularly. As a group hedge funds have underperformed index funds for some time (if not always, net of costs), so they're not extracting money, except from investors.

Net gains from the top 20 or so funds are around $20B annually, while managing a few trillion in assets. This seems like an incredibly small amount of gain for the assets managed.

1 comments

Higher frequency transactions between high frequency traders trends towards zero-sum, or at-least very-near-zero-sum. It's a bit of an edge-case, but relevant for what GP is talking about.
D.E. Shaw is not a high frequency shop. I would be very surprised if their daily transactions was more than 5% or so of their total book.

More broadly, quant shops are not out to place bets on what they think will happen in the next few seconds. They're much more like traditional hedge funds than HFT firms in terms of their betting horizons. It's just that the trades they choose to make on those horizons are generated algorithmically.

So they’re both zero sum and extracting wealth from others? That’s a neat trick.

The firm under discussion isn’t HFT. But both HFT and the firm under discussion trade with everyone; they’re not in some walled off market. As such they provide liquidity, and participate in the same trades as the entire financial system. It’s hard to claim this is zero sum by any means.