Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets (Incerto)

Category: Mathematics
Author: Nassim Taleb
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by brad0   2017-12-06
Agreed. IMO there’s people out there trying every permutation of what could be successful. Some of them are going to be lucky and hit gold.

Taleb covers this in one of his books: Fooled by Randomness https://www.amazon.com/Fooled-Randomness-Hidden-Markets-Ince...

by wpietri   2017-08-19
Well put.

I used to work for financial traders. I even used to have a brightly colored coat and a trading floor badge, back when that mattered. I've read The Economist for 20 years. Despite understanding the financial markets better than most, I never trade individual stocks. Everything's in low-load funds; I look at the allocations every year or two.

Why? Because I know what I'm up against. I have friends who are still in the industry, deploying vast computational and financial resources to make money. For any given stock, there are people who follow the company and its markets more closely than I ever will. And all of those people regularly fuck up, losing millions. I'm not interested in stepping to that.

And there's another big reason: it's a giant minefield of cognitive biases and emotional weirdness. For example, you can think of the market as a random walk with an upward bias. Year on year, you're generally up. But day by day, you're can be down nearly as often as up. Because of loss aversion [1], you'll feel the losses more strongly than the gains. Looking at your stocks every day will at least add to your stress levels, and maybe your decisions will get thrown off. (This example is taken from the excellent Fooled by Randomness [2], which I recommend to anybody who wants to trade, or even understand the financial markets.)

I focus my energies on areas where I have a an actual advantage, and I encourage others to do the same.

[1] http://en.wikipedia.org/wiki/Loss_aversion

[2] http://www.amazon.com/Fooled-Randomness-Hidden-Chance-Market...

by __derek__   2017-08-19
This seems like a good place to insert a reference to Fooled by Randomness[1], which focuses on the point that you make in your second item.

[1]: https://www.amazon.com/Fooled-Randomness-Hidden-Markets-Ince...

by wpietri   2017-08-19
It's nice to see this getting discussed more, especially in a business outlet like Bloomberg. Warren Buffett has long been honest about how lucky he is; see his talk about the Ovarian Lottery.

The just-world fallacy [1] is enormously pernicious. I find myself falling for it all the time, and on both sides of it. My successes are clearly a sign of my genius; my failures are obvious proof of my permanent cretinism. It was Nassim Nicholas Taleb's "Fooled by Randomness" [2] that finally got me to buy fewer tickets for what Kent Beck calls the "genius-shithead rollercoaster". Perhaps one day I can stop riding it altogether.

[1] https://www.amazon.com/Fooled-Randomness-Hidden-Markets-Ince...