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by yeezyszn 2082 days ago
As an individual you have one advantage over professional traders: complete control of your capital.

This is a huge advantage, and one that should deliver you alpha independent of having an edge, having a super computer, having a huge network, etc...

What most folks outside Wall St don't realize is that the job of a trader isn't just to maximize alpha. Most of the job boils down to getting senior management comfortable with risk so they don't walk over one day and give you the infamous "tap on the shoulder." Management's job is to get their bosses (investors in the fund.. often pensions, endowments, UHNW family offices, etc..) comfortable with the risk.

Until one day... when end investors pull their money from the fund, and management walks over to the traders with one word: "sell." Often times both management and the traders know this is the wrong trade, but they have no choice.

It's important to understand if sell-offs are caused by fundamentals or liquidity... the first part of march was the former, the second part of march was the latter.

Complete control of your capital means you don't need to be any smarter than the pros, you just need to know when the sell-off is liquidity related and not fundamentals related.

Good luck out there :)

1 comments

But they are playing games with OTHER people's money (aside from the payoff for them)

You are playing with YOUR money.

Yes. And?

The alpha dynamics of a liquidity related sell-off are heavily tilted towards folks with locked up capital. Why do you think every manager and their mother has raised a distressed fund?[1]

You can have access to that return profile simply by having some capital ready to deploy as an individual, for the reasons I described above. This can add massive alpha.

[1] https://www.bloomberg.com/news/articles/2020-06-17/record-nu...

The problem is that working class individuals are often in much more vulnerable positions than the capital class. What if I invested a portion of my emergency fund in late march, then got fired in June? Not a great place to be in.
Yes agreed, this dynamic exacerbates inequality. No arguments from me there.