Jun
12
Alpha Optimism, from Kim Zussman
June 12, 2008 |
It's notable that many of the wealthiest investors are optimistic. But not all of them are, and certainly pessimism pays well from time to time.
Assuming there is a payoff to optimism, what if Penn's Dr Seligman (optimism can be learned) is wrong, and optimism/pessimism is - like many personality traits - genetically determined and rather immutable? Inherently optimistic investors get the rewards of their fortuitous place in time, when they are fortunate to be placed in times of fortune.
Dr Goulston's recent post about personality types suggests there must be studies on which personalities are suited to trading financial markets, and which not. There are lots of these tests - you can take one (such as this Myers-Briggs type test) and then ask whether your successes and failures were predetermined.
In any case, haircuts never go out of style, they just change in type (remember the old song by Crosby Stills Nash and Young).
Riz Din adds:
My optimism is partly a function of recent documentaries watched, but it looks to this layman that even if mankind is only equally as clever as they have been in recent years, then the gains to humanity will be breath-taking as the digital revolution becomes all encompassing.
Instead of observing incremental changes in technology lets remind ourselves of the state of the world a just few decades ago. Thinking back, I remember adding a 32k ram extension on to my ZX Spectrum. Today, you can pick up an 8GB portable thumbdrive for under GBP 10. I won't try and calculate the gains that have taken place, but I'm pretty sure that if progress simply continues as is, the world is going to be a very interesting place. As the digital world widens and reaches into other fields such as genetics, and perhaps even energy technologies, these fields will reap the benefits of rapidly increasing processing power and depreciation that ensures wide affordability. I can't wait to see what innovations emerge in coming years.
Esteemed former intern Jan-Petter Janssen (NEPS '06) writes in:
If you define optimism as the tendency to overestimate the probability of favorable outcomes, it is clearly irrational and should be avoided. However, it is a good antidote to another unwanted bias; the propensity to suffer mentally from losses more than you benefit from gains (a la Kahneman-Tversky.) [The latter may not be irrational, but is clearly not a good way to think for a successful-to-be speculator.]
A (too?) much used tool in finance is to compare the utility you gain from a certain outcome versus the expected utility if you choose to take risk. I will apply this to a social setting all guys have to (or had to for the lucky ones) deal with: Should you ask the most beautiful girl out for a date? A Kahneman-Tversky mindset would suggest no action too often because of the fear of rejection. Optimism has the opposite effect of course.
More generally I believe optimists choose action (i.e. risk) over inaction (i.e. status quo) more often than pessimists. And from my own experiences; it's the losses, humiliations and embarrassments that in retrospect have made me fight back and grow … while much success, although good, sometimes lead to hubris and a personal bubble to burst. The bottom line is that action is usually better than inaction. So triumph of the optimists!
Vic observes:
There has been a most unusual clustering of big minima in the S&P recently. Naturally this clustering has been followed and coterminous with all sorts of negative news. Those who are short have not been reluctant to discuss their positions before the close in interviews. The word "ideal" comes to mind.
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Looking at bond yield growth rates outpacing stocks, dollar/yen, and gold, maybe optimism loses the declining interest rate support. Stocks are about 30% overvalued compared to the last decade versus interest rates. (more than that before 1998) 10-year yields going to 5.50%, stocks going down 30%, or a combination would correct this. We’ve lived so long with declining interest rates that it’s hard to remember what it’s like with increasing interest rates.
Main Entry: pes·si·mism
Pronunciation: \ˈpe-sə-ˌmi-zəm also ˈpe-zə-\
Function: noun
Etymology: French pessimisme, from Latin pessimus worst — more at pejorative
Date: 1815
1: an inclination to emphasize adverse aspects, conditions, and possibilities or to expect the worst possible outcome
2 a: the doctrine that reality is essentially evil b: the doctrine that evil overbalances happiness in life
From a personal viewpoint, If I had my life in the hands of a surgeon, I would prefer an optimistic one than a pessimistic one. I want one who says we have an excellent chance of healing you rather than one who says before I succumb to the anesthesia “man this guy is going to die!”. I cannot imagine how anyone could be a success in anything in life whether it is to run a business, play a sport, be a dog catcher, or compete successfully on any level with the expectation that the ultimate results were going to be disastrous. It just clouds the judgment too much and ruins the body. I guarantee you that Tiger Woods NEVER allows a debilitating thought to cross his mind prior to him stroking a putt. by line US Open starts today and I will take my chances with Woods. He probably will not win but he is still the best in the field.
With respect to trading, I feel that those who are the most dispassionate, the most objective and the ones who depersonalize the event are the most successful. They also eliminate the ephemeral and look at the long run.
With regard to haircuts, show me anybody who walks into a barbershop and asks for the Moe Howard or the Larry Fine( of The Three Stooges)
sl.
Optimism pays off in equities, on the average, because, on the average, they go up over time.
Optimism pays off in life on the average, because on the average, humanity goes "up" over time. 800,000 years ago our ancestors fumbled for fire, today we have a probe landed on Mars. If I understand Victor's message correctly the market is proxy for our collective achievement.
Speaking of Myers-Briggs typology, I was just recently contemplating whether the S vs. N trait continuum may be correlated with success in the markets. High S, or sensory, people tend to take things at fact value, basing their decisions on facts and currently known evidence, which is generally a more scientific and practical approach.
High N, or intuitive, people make their decisions based on their intuition, devising theories about the nature of things based on their own theories of the nature of things and events. They tend to argue from first principles with logic. Studies have found a correlation between high N and higher IQ in the general population.
The point as it relates to trading the markets is that about 80% of people fall into the S category and 20% into the N (no significant difference by gender). This implies to this high N writer that making market decisions on “just the facts” when evidence becomes known should be a losing strategy because 80% of all people make their decisions that way and are therefore “the crowd.” The other 20% who read the implications beneath the surface are more likely to win, if they have the knowledge and IQ to anticipate the future better than the 80%.
Of course that begs the question of whether people who trade the markets are 80% S like the general population, but when the general public becomes involved in buying or selling something en mas then you can be sure the S’s are trying to get in the door. Perhaps when you hear a lot of S type people wanting to take a position then that should be the signal to get out.