A Speculative Alternative To Investing Part 1: Goals

If you’re a long term reader of this blog, you may be aware that I’m anti-investment.  It’s not so much that I’m opposed to the concept, but I do not believe any of the typical investments in the first world (roughly: stocks, investment grade bonds and real estate) are likely to fare well over the next decade or three.  If you haven’t read the linked article above, I suggest you do so – the rest of what I’m going to say here won’t make much sense if you haven’t.  Similarly, you need to understand how I use the terms “investing” and “speculating”, since there is some diversity in how they’re used and we need to be on the same page.

Now, I’m well aware that the majority of people reading this blog do not share my negative opinion on investment or have never really considered the subject.  That’s OK.  I’m not necessarily trying to convince you.  I just want to expose you to a different way of thinking about your long term financial security – one that is not dependent on the end-game performance of any financial instrument or macroeconomic factor. Continue reading

Naive Markets, Hostile Markets, and Random (Efficient) Markets

“I am not superstitious, but I avoid situations in which I continually lose.” -Barry Greenstein, Ace on the River

I want to get a few terms defined that I’m going to use in subsequent posts.  Specifically, I want to talk about the way predictive methods and markets interact.  My experience is that there are three basic classes of interactions:
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Embrace Big Data and Simple Analysis

I’ve been seeing the buzzword “big data” cropping up a lot lately.  As best I can tell, in business-droid speak it refers to any very large collection of non-uniform or hard to work with data.  For example, all the videos on YouTube.  The large part should be obvious.  The hard to work with part stems with the fact that you can’t really extract any value from the videos without doing something difficult (or at least time consuming) – watching them.  There’s lots of big data out there – census data, social media, credit card data, military intelligence, etc.

While I’m always loath to jump on trendy business bandwagons, I think this one is bringing to the public an idea long overdue, and which I strongly believe in:

Given a choice between having better analysis or more data, 99% of the time you’d be way better off having more data.

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The College Formula

Every once in a while I get the urge to write about economic issues that have nothing to do with trading.  There’s been a lot of online discussion recently about the value and cost of college.  My personal take on this is that college is very valuable if you choose an institution and major which teaches something you want/need to know and then put in a reasonable level of work.  Without at least my undergraduate computer science degree, I’d be much worse off in terms of both my engineering career and my trading.  That said, I feel the cost of college has spiraled out of control at many institutions.  There are lots of reasons for this, but I believe reason #1 is that would-be students and their parents are horrible shoppers.  They have no idea what various college services ought to cost, so they have no idea what they ought to be paying.  All they know is vaguely what they want to buy.  This is analogous showing up at the car dealership knowing you “want something nice” but having no idea what any of the cars ought to cost, and being determined to buy something no matter what.  It’s not hard to see how such an auto shopper would get totally screwed.

I figured I’d do my little part to rectify this problem. Continue reading