Sunday, June 24, 2012

Weird’s Deep Thoughts (Sunday Noon Edition): You’ve Been Brainwashed Into Believing In Relative Return





According to Leigh Drogen:

Rule #1: Don’t lose money.
Rule #2: See rule #1.
Those were the first two things I was taught by David Geller on my first day as a trader at Geller Capital.  For some of you that may seem obvious. Don’t lose money, of course, who the hell would think otherwise.  For those mentioned above, you most likely already know that when we actually look at the universe of market participants, you’re in the minority, the very very small minority.

Fact is, most market participants engage in relative return strategies where losing money is part of the game. Why? Because somewhere along the way, in order to make huge assets under management fees, large asset managers realized that it was easier to make people believe that their job was to beat an arbitrary benchmark than actually make money for their clients. By doing this, they were able to trade around the margins, and collect their fees whether they did well or not.

How did this happen? Well, it came about via the efficient market theory, which we now know to be complete garbage. Yes, it won a Nobel Prize, so did Obama (that’s not a political jab, you get the point). The asset managers took this defunct theory and used to to make people believe that your goal should be to outperform some average of assets in the same universe (stocks in an index). Their marketing machines went into overdrive when Americans got a bit wealthy and wanted a piece. And it worked for a while, because it’s easy to push this way of thinking when the economy and or the market are surging year after year.

Until it doesn’t. I agree with all the literature that says the average guy should not be investing in long only mutual funds that attempt to beat their benchmarks. The evidence is pretty irrefutable, after fees it’s almost always a bad deal.  What I definitely do not agree with, is the idea that instead, the average guy should be investing in an index....

Wait…wait…there’s more at http://www.leighdrogen.com/youve-been-brainwashed-into-believing-in-relative-return/

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