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by Kosirich 2084 days ago
Very sound advice.

I would add this quote from Fooled by Randomness:

Unfortunately, the inherent randomness of stock markets means that, just like millions of monkeys hammering on typewriters for long enough can eventually produce Shakespeare, so can unskilled investors produce great track records. In fact, it is very likely that some will.

Consider for example a cohort of 10,000 investors who, for the sake of argument, are relatively incompetent: each year they only have a 45% chance of being profitable. In other words, you would basically be better off investing based on the flip of a coin.

Nevertheless, despite their lack of skills, after 5 years based on probabilities alone we can expect almost 200 of them to have been profitable every year. They would boast flawless track records and enjoy praise for their exceptional skills.

Of course, in the long run, the randomness that sustains these “acute successful randomness fools” will turn against them. Wall Street has seen many traders, who after years of success have one devastating quarter where they lose everything in one huge blow-up.

Often their short-lived success was due to the fact that they simply happened to be at the right place at the right time, i.e. pure luck.

We often mistake luck and randomness for skill and determinism.

5 comments

It’s interesting how that idea has been around for so long - it wasn’t new when A Random Walk Down Wall Street came out in the 1970s - but there’s a never ending supply of people who think they can beat the odds and investors who want to believe.
The crazy thing is, /r/wallstreetbets is fully cognizant of this fact. They just do it anyway for the lulz. They egg each other into increasingly degenerate highly risky options trading, and huge losses are lionized just as much as huge gains.
Matt Levine calls this the "bored market hypothesis": people are investing purely for fun, in significant enough numbers to actually move the market.
Eh. If retail investors are investing in the same direction "just for fun" then the real institutional investors will just short their bet.
Unless the market can remain bored longer than institutional investors can remain solvent...
> Unless the market can remain bored longer than institutional investors can remain solvent...

Don't let nit-picky facts like that institutional investors control substantially more capital than retail investors get in the way of a good narrative.

Gambling is a disease
But it's the only disease where you can win a bunch of money from it
Not if you win all the time.
It's not new, but it also took a while to become the mainstream advice: https://www.jefftk.com/p/survey-of-historical-stock-advice
It was also difficult to implement in a practical way for most people. While mutual funds (SICAV in EU, OEIC in UK) have technically been around since stocks have been around, implementing an index-tracking fund needed (a) indexes to be invented, and (b) computers to be able to do data processing:

* https://en.wikipedia.org/wiki/Mutual_fund

Perhaps the Dow Jones was small enough of an index to keep track of manually, but things like the S&P 500 would have been harder (never mind the Russell 3000 or total market):

* https://en.wikipedia.org/wiki/S%26P_500_Index#History

Then there had to be interest from investors. So it's not entirely surprising that it took until the 1970s with Vanguard to really create something.

No it wasn’t, and everyone should read the Intelligent Investor.

https://www.goodreads.com/book/show/106835.The_Intelligent_I...

>but there’s a never ending supply of people who think they can beat the odds and investors who want to believe.

Based on how the stock market didn't die during the pandemic vs. how many people lost their jobs, I'd say they are right to believe that.

You are talking about a different issue (correlation between the stock market and the economy). The person you are replying to is talking about active versus passive investment (i.e. betting on individual stocks to beat the market rather than investing in total market index funds)
People that compare the two outcomes will decide to become new active investors that fuels what the parent to my comment is talking about
Why would they do that? Passive strategies also did well over the last few months.
If you get lucky gains starting out doing riskier things like WSB does, you might be more inclined to keep that style until you take some losses. And if you're swept up in WSB's fun, you'll probably end up taking more losses. WSB is basically an accelerant for investing psychology.
Did active investors do significantly better, or did they just benefit over the short term from massive government efforts like everyone else? The real test of the market will be if Biden wins and all of the Republican “deficit hawks” wake from the coma they’ve been in for the last 4 years.

I would say it’s far too early to draw conclusions about the pandemic stock market, and certainly to say that an observation which has generally been supported by data for the last century or so is no longer valid.

It is also possible to mistake results based on skill for luck and randomness.

It feels better to believe that the success of others is due to luck and that your failures are due to randomness. Sometimes, other people are more intelligent / skilled / harder working.

It is certainly possible to beat index funds, many do so, some of them are mostly lucky, some of them are mostly skillful.

I think I agree with the point you are trying to make, but I would do a hard distinction between entrepreneurship and allocating funds on the stock market. Strong arguments for what I think you are trying to say by Sometimes, other people are more intelligent / skilled / harder working are made by Peter Thiel in his "Zero to One". The argument he makes is that there are more people who have succeed more than once. (success defined here as a multi billion business)

It is certainly possible to beat index funds, many do so, some of them are mostly lucky, some of them are mostly skillful. - That is the trick ain't it? The hole point is that there is no way to distinguish between the two (a priori) and no way to deduct if it will lead to future success (posteriori).

That's an interesting tidbit from Zero to One that I've forgotten. It's very rare to find someone who has founded more than one billion dollar plus company.

There are some good reasons for this:

- If you created such a company, you may still be running it. Jeff Bezos, Mark Zuckerburg, Larry Ellison. By the time you retire from that you're super wealthy and old, there's little reason to start over.

- Founding a company is HARD. Few people who went through that once are interested in doing it again. Paul Graham wrote about how he feels that way, although he did do it again with YC.

But I think the point is fair that success at that level requires not just skill but a lot of luck of being in the right place at the right time with the right idea and the right combination of skill and connections to pull it off. It's extremely unlikely.

You can certainly say Bill Gates and Mark Zuckerburg are skilled and they work hard. But it's clear they were also very lucky.

This is why elon musk is so incredible imo
Yeah, the world could use more people like him. He's mostly not motivated by the money. After making $1B from the PayPal exit he could have just retired and bought a yacht or an island. He wants to de-carbonize transport and colonize Mars. Both to give humanity a better chance at surviving into the future.

That's three billion dollar companies so far and counting. Is there anybody else who's done that? Not to my knowledge.

He quite likely has some kind of savior complex, he's quite literally trying to save the world.

A fascinating and incredible human being.

Save the world? Oh, please. He just wants to be the first. The first to do it at scale.

The fact that you think he's doing it for humanity is laughable.

Also Jack Dorsey.
He works hard, but his contribution to humanity in the form of Twitter is a tire fire. It's even questionable if humanity is better off for having it.

Square is a fine company, but let's face it, it is not changing the world. It's just another payments company with nothing particularly special to make it stand out.

I don't think you can compare him to Elon Musk, except again, the fact that they both work hard. Plenty of people do.

> It is certainly possible to beat index funds, many do so

Regardless of whether it is a matter of luck or skill, in practice almost nobody has beaten index funds over long periods like 10+ years.

While it's probably stupid to think about it this way, anyone who's done nothing for the last 10 or 20 years and then bought TSLA one year ago can today be described as having beaten index funds over the last 10 or 20 years. :-)
Perhaps, but skill is more rare than luck. More importantly there’s no way to tell the difference.
This phenomenon is also exploited in unregulated areas like forex trading robots.

A scammer will set up a bunch of systems trading some relatively small amount of real money and let them do their thing. After some time, some number of their robots will have actually made a decent amount of money, at which point the scammer will start offering the trading robot for sale on various marketplaces. Hundreds of people buy the robot and quickly find that it doesn't really make money.

I had an Econ professor who explained this in similar way with a joke about the sure fire way to get rich in the market: Start a paid newsletter with stock tips, send half your subscribers one tip, the other half the opposite. Remove the people you sent the bad tips to, repeat.
i find myself reminding people of this excerpt often.