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by cbozeman 2032 days ago
/r/wallstreetbets exists for a different reason, but it got exacerbated by everything you mentioned above.

WSB members have come to realize that so-called "financial professionals" by and large have no scrying crystal into the market. WSB got there because of the democratization of knowledge that the Internet has caused.

And before you cite some unicorn like Renaissance, that's generating 40% YOY for 20+ years, keep in mind that unicorns, while rare, do exist. Microsoft, Uber, Google, Apple, etc., so forth. How many "investment professionals" would have recommended you dump all your money into these companies when they were but fledging entities? Or even when they went through tough times?

No, I think WSB is doing a service to humanity. They're exposing the smoke and mirrors behind Wall Street.

Good on them.

3 comments

This is based on a common misunderstanding of what “Wall Street” does.

The Hollywood-inspired folk concept of Wall Street is that they trade stocks. That’s what everybody in those big buildings in Manhattan does all day. They yell buy/sell orders into red phones and drink Scotch.

Except they don’t. Wall Street firms like Goldman Sachs make money by providing services such as mergers and acquisitions, IPOs, market making, etc. That is, they make money by selling shovels in a gold rush, not by speculating on where gold will be found. Other firms are in the business of buying and selling illiquid assets such as private companies and commercial real estate (with illiquid assets, there is far lower price efficiency, and thus it is possible to generate excess returns). Still others are in the business of managing people’s money for them—an industry which is mostly about managing volatility, not about generating excess returns (a pension fund usually cannot afford to have its portfolio go down by 50%, even if it’s temporary, so they’re not going to put it all in the S&P 500).

Proprietary trading (where firms use their own money to buy and sell public securities) has been in decline for decades at the big banks, precisely because they don’t have a scrying crystal, and they know it. Public stock trading on Wall Street is mostly the domain of companies in niches like high-frequency trading (such as Jane Street). HFT firms gain an edge through arbitraging different prices faster than anyone else (for example, sell Exxon in New York a few microseconds after oil futures drop in Chicago). In other words, the only people on Wall Street who do what Hollywood-Wall-Street does are the few who do have a scrying crystal.

WSB is not “exposing” anything except the fact that most people (understandably) have no idea what the financial industry does.

There is a cottage industry of financial advisors who do work with people on their personal wealth management. Of course there is a big difference between an investment bank, trading firm, and a person who does wealth management (I'd google it for precise terms, but I'll get hounded by ads for it for weeks). I know because my parents have a "wealth management guy"/broker and some of my friends' parents growing up were also in that business. And there are also of course mutual funds and pensions as you mention.

I am not super plugged into the financial industry so I can't say for certain, but I think while people may not understand the difference between traders shouting on phones, "wall street", and wealth management, people think about wealth management the most in the context of "wall street", because that's what they're personally most familiar with. They think that even though wealth management seems to me to be very decentralized and not really something physically centered around Wall St.

I think wallstreetbets is mostly a pretty unsophisticated subreddit (which somehow declined in quality even more as it grew) but I think the parent was valid in pointing out that they willingly eschew the old-school strategy of diversification + "value investing" done by a third party on your behalf and the new-school (boglehead) strategy of putting literally everything in the S&P 500 or a bond index with the allocation mix dependent on retirement date/age.

There has undoubtedly always been a group of people micromanaging their personal portfolios with less risk-averse strategies like this, and WSB mostly takes things way too far, but at least for me it exposed me to the idea that maybe I could personally do better picking stocks on my own than just blindly throwing everything into VOO (and for people not plugged into the online-personal-finance-geek community, it could be the first time they even realize they don't need to have a third party manage their investments for them).

> /r/wallstreetbets exists for a different reason

If anyone wants to know that other reason, I used to be a mod there (low bar, but keep reading)

WSB existed in a void surrounded by personal finance forums full of the dumbest financially illiterate crowd being spoonfed Robert Kiyosaki and Suzi Orman all obviously sponsored by Vanguard. In fact, it still exists in that void. If you wanted to talk about trading volatility derivatives without being in some 1990s-layout investment banking forum, there was no place to go. WSB was the light, its forum rules specifically saying its the place where trading the VIX is normal.

That is its utility. A place for people with a risk tolerance slightly above an undocumented wage slave. Okay, that was hyperbole, I don't like personal finance forums and Wall Street Bets is the opposite of them. Not everyone is born sucking at basic money topics and not everyone is too risk averse to consider financial products outside of the mold. Actually, let's take it one step further, not everyone was raised around a stigma of money and maybe isn't completely ignorant as a product? Obviously that isn't the prevailing culture, and there aren't many communities that catered to it.

Anyway, outside of WSB the only other communities at the time were in trading guru chatrooms, the ones you subscribe to get into. Now everyone might be joking around but they are worshiping the guru. Its pathetic.

WSB was made for options traders to make jokes and wild trades that had a week to pay off. It then got co-opted by penny stock traders pretending like it was the new Yahoo finance board, and now it got co-opted again by the most denegerate options traders in history and it is marvelous! Its even better than what it originally was and the financial meme niche is new and hysterical.

Hopeless 20 year olds fueling the flame? Sure, that is pretty much what happened. I'm glad they made the venue, it is wildly popular now, and the options market is wildly liquid in ways I could have only dreamed of.

Front running is literally scrying and also the reason Robinhood options trading is "free." (Because traders aren't the customer. Front running quant firms are.)

WSB has been duped.

What you're talking about is not frontrunning, it's purchasing order flow for market making. Frontrunning is an illegal activity with a specific definition. Purchasing order flow is not illegal.

While we're at it, quant firms occupy a family of trading strategies which are a superset of HFT; not all quants are market making, trading intraday or pursuing low latency strategies.

With all due respect, please stop perpetuating popular finance misconceptions of the Flash Boys variety. If this is something you'd like to learn more about, I suggest you read the following:

- https://blog.headlandstech.com/2017/08/03/quantitative-tradi...

- Flash Boys: Not So Fast

So what if one of those non-market making firms buys order flow?
That's not really a thing, but even if it was, it would still not be frontrunning. Order flow is purchased for the specific purpose of making a market with the wider bid-ask spread acceptable to retail investors. They tend to place market orders and don't particularly care if their trade is off by a cent or two.

You can quibble with the academic arguments on whether or not this facilitates liquidity and price discovery (and therefore helps retail investors). Or you can just place a limit order and move on. Either way, nothing illegal or nefarious is happening. Just because they're purchasing order flow and executing your trade doesn't mean the national best bid and offer (NBBO) is being violated.

And capital requirements are done with the specific purpose of maintaining capital strength of banks. Didn’t really stop Lehmann from doing “balance sheet optimization” intra-month.

Just like if market makers say the only thing they do is flow, doesn’t really mean it’s the only thing they do.