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Looking at the discussions here I find it interesting that even in something as number driven as the stock market everybody argues about the meaning and the validity of the numbers. There really is no clear picture.

But somehow the regular guy is supposed to navigate his way through this jungle of conflicting, confusing or meaningless numbers. And considering the long time frames most people don't have much opportunity for leaning from mistakes and doing better. Once you realize that your strategy doesn't work you have already wasted many, many years and lots of money.




1. If you're right 51% of the time when you invest you're going to get rich. Unfortunately the odds of you being right 51% of the time are incredibly low. 2. Heed Rule #1, and put most (if not all) of your money in broad market ETFs. 3. If you DO decide to actively invest, think about your strengths both in terms of character and industry knowledge and play to those. I don't know jack about healthcare and have had my head handed to me in Biotech because I am willing to hold through a lot of pain. What I AM good at is seeing strong secular trends in tech stocks and value discrepancies there. So most of my cash is in broad market ETFs, and I do a small amount of active investing in tech and telecom. And I work in Equity Research..

It astounds me that so many people think they can be great investors. It would be like me trying to build an ark with no experience in carpentry or ship-building. Really it just strikes me as a legal and socially acceptable way to gamble. Please recognize that this is a zero-sum game, and the other person taking your trade is likely a professional who spends their entire work week doing deep analysis.


> If you're right 51% of the time when you invest you're going to get rich.

Sorry, but this is completely incorrect.

The approximate formula for success in investing or trading is "percentage right" * "average win profit" - "percentage wrong" * "average loss" = overall profit.

Many traders are correct only 20% of the time (I'm looking at you, stock options traders) but make fortunes because they understand this formula.

You can also lose a lot of money even if you are right 90% of the time because you fail to manage a big loss properly.


Can confirm. Been trading options for 3 years, lose money on 90% of my trades, but still up 30% for the year.

It's basic expected value, magnify your wins and minimize your loss to what you know you can lose.


So your counterparty makes money on 90% of his trades and is down 30% for the year? He must feel like a schmuck.


That is not at all how the market works.


Why would there only be one, perfectly symmetrical, counterparty?


And take in mind, most returns are relative to your initial investment, if you reinvest your profits so you have a static % 'at risk' the bad results will hit you harder than the good ones. Lose 50% and you need to make 100% RoI to get back to the start. Win 100% and you only need to lose 50% to get knocked back.

And there are also catastrophic losses, if you play it too risky, where you won't have enough to continue investing after a particular hard hit.


A simplification to explain the main point, which is that it is very hard to beat the market. Even for professionals.


Yes, and you can also be be right most of the time, and have below market returns because of transaction costs or management fees.


This is the big point.

Investment houses don't start from the same place as an index fund. Their returns are penalized from the start due to the fee structure. So not only do they have to beat the market, they have to do it by a sizeable margin before the end user sees a profit advantage.

For a retail investor it is hard to justify not choosing an index fund.


+1 for using industry knowledge. Most of my money is invested in ETFs, however, I've been able to beat the market by significant amounts when I invested in tech stocks because I understood what drives the price. There are plenty of small cap tech stocks that have doubled / tripled the last few years.

Understand the market, understand the product and technology well, and you can do significantly better than any wall street analyst. Don't rush into it, but do your research. Look at the numbers and the growth potential.


> Understand the market, understand the product and technology well, and you can do significantly better than any wall street analyst. Don't rush into it, but do your research. Look at the numbers and the growth potential.

This is very dangerous advice because it just ain't true. Under efficient markets, you can do equally well as "any wall street analyst"


1. Markets aren't efficient. They're full of emotion and greed. They can be irrational. Just look at Brexit - even stocks that had zero exposure to the UK (directly or indirectly) sold off significantly.

2. Why would you assume you can't do better than an analyst, in your area of expertise? Someone who understands tech well will be able to make better tech investments, than, let's say, investments in mining. That seems pretty obvious to me. That doesn't means you'll always get it right, but it does increase chances significantly.


1. Did they actually have zero exposure to the UK? There are knock-on effects. If many airlines had exposure to the UK and this oil company only sold to american airline companies, they still effectively have exposure to the UK. If this spring manufacturer had the majority of their deals with that oil company, then they're going to suffer with them. I'm not saying you're wrong. I used the same hypothesis to buy on Brexit panic, but I don't know if it was correct.

2. Honestly, the analysts got it wrong in their own area of expertise often enough that I don't think it makes sense to pretend they're oracles in comparison to anyone else.


You don't just have to beat the analysts. You have to beat all the other people in tech who think they can beat the analysts.


Markets are efficient because you cannot effectively predict how long emotion, greed, and irrationality will drive the bus before rationality once again prevails.


That makes no sense at all to me. How does that make them efficient?


Efficient essentially means random.


The efficient markets hypothesis alone isn't falsifiable. You need a model of information and how it interacts with prices: this gives you a so-called joint hypothesis. The joint hypothesis is merely extremely difficult to falsify.

I'm not saying it's not very hard to make money by trading. But be aware that you can't just assume efficient markets and have done with it.


But how do you understand the market?

Is looking at the company numbers enough, or do you have to look at companies in detail?

Is domain knowledge enough, or do you need to look at corporate culture, people and business plans?

How fast do you need to be, in term of reacting to events?


To answer your first question: be a part of it, either as a consumer or a producer.

My professional life now revolves around mining. I'm confident to know who to invest in and who not to.

My personal life centers around various hobbies - I'm confident I could choose a few companies in those spaces to invest in. Unfortunately, most of those are well performing private companies.


Just curious - are you worried about getting too coupled to the industry you work in? I try not to invest in tech since I work in tech. So a big downturn in tech would not only be bad for my job but also investments. Or would you possibly bet against mining?


I wouldn't put my whole portfolio in it but I'm not really worried about being too tied to the industry I work in. That might also be because it's mining. Mining is a large portion of the world's GDP (estimated to be in the range of 45-60% either directly or as a supplier to others). If mining as an industry suffers, we're all probably in a bit of trouble.


Tech is disrupting many existing industries, meaning ultimately more money will flow from those sectors into tech. I'm extremely bullish on tech for the next 5-10 years.


Supply and demand... if you know a stock is heavily shorted and Martin Shkreli owns 70% of all the stock and tells his broker to turn off the borrowability, then there's A) a lot less stock to short B) current shorts have to deliver C) less shares to buy when they cover

what happen?


"If you're right 51% of the time when you invest you're going to get rich."

I completely disagree with this statement and I've seen it (or a variation of it) many times over the years. You can have a win rate of 99%, but still lose money if the 1% losing trades/investments wipe out all your wins. The win rate isn't what people should be looking, but the profit expectancy. Other than that, I agree with what your are saying, particularly #2. I don't think the majority of people should be actively trading/investing, they don't have the time to build the expertise and will probably not invest the time in learning about their bias.


Yes it was a simplification to explain the main point, which is that it's very very hard to beat the market.


Ignorant question: Why ETFs rather than the equivalent mutual funds (which I think are usually available)? I have some sense of the differences, but I've never taken the time to figure out the pros and cons. (I've been investing mostly in index funds for the past 15 years or so; ETFs weren't really on my radar when I started.)


ETFs are generally cheaper to own in terms of their expense ratios, something like <=1% vs 1% – 3% for mutual finds. It‘s easier to get into and out of ETFs; They trade all day just as a stock does. Mutual funds you enter into at the market‘s close at a price set at that time. Also, ETFs are bit more transparent as to their capital gains taxes costs. Less surprises when you liquidate.


Yikes! Are there really index funds with 1% expense ratios? I think my Vanguard funds are all under 0.2%, some way under. (I've got the impression that Vanguard's ETF expense ratios are similar or identical to the corresponding fund expense ratios.)

Thanks for the overview. I'd heard about the constant trading difference before (I've tended not to think about it, since I'm a buy-and-hold-for-years type). Do you have a sense of how much cost winds up being associated with broker commissions and/or the buy-ask spread? I hadn't been aware of the simpler capital gains situation (thus far, I've just blindly copied down whatever's summarized on the year-end tax statement they provide onto my IRS forms).


Vanguards ETF expense ratios seem to be slightly lower than/on par with the admiral type funds from my experience.


Vanguard ETF expense ratios are almost always^* exactly equal to the corresponding admiral type funds. The reason is because Vanguard holds a patent on the dual-share class[1] idea, where the ETF and admiral share mutual fund are precisely the same fund.

*: The exceptions tend to be new-ish funds which are less liquid and have purchase costs on the mutual fund side. I haven't seen more than one or two of these recently.

[1]: http://www.ft.com/cms/s/0/3e0cc962-ec0c-11e4-b428-00144feab7...


Even 1% is a very high total expense ratio.


For most practical purposes, there's not much difference between ETFs and Mutual Funds.

Some point out some greater risk in ETFs because they can lend their securities : http://www.etf.com/etf-education-center/21031-understanding-...


As other person pointed out, mutual funds are much more expensive.


It depends on the mutual fund and the ETF. For Vanguard 500, the VOO ETF and the VFIAX index fund are effectively the same, they even have the same expense ratio. The latter you need $10k upfront though. (VFINX, if you only have between $3k and $10k, has a higher expense ratio.)


VFIAX is not a mutual fund, it's just the "Admiral" class of the VOO ETF. Admirals shares offer lower expense ratios in many instances, but I guess the VOO expense was already at its floor.


VFIAX is a mutual fund. Vanguard holds a patent which allows a dual share class, where the ETFs and mutual funds share the same pool of securities. This allows share conversions from mutual fund->ETF, interestingly.

http://www.ft.com/cms/s/0/3e0cc962-ec0c-11e4-b428-00144feab7...


Not exactly a good argument for mutual funds being the same cost as ETFs though. It's only technically a mutual fund from what I can tell. I see your point though.


Vanguard's Admiral share mutual funds almost never differ in cost from their ETFs.

As for it only "technically" being a mutual fund: consider that VFIAX predates VOO by 10 years. How does that square with VFIAX only "technically" being a mutual fund, when presumably it was a real, honest mutual fund in the years 2000-2010 (before VOO was introduced)


"this is a zero-sum game"

Minor quibble. That is not accurate.

You see teenagers buying hotdogs with a credit card. Visa and Mastercard go public, you buy shares, it goes up, up, up.

There's no zero sum here and people can spot special values without deep analysis.


If you bought the shares after IPO, then someone sold them to you, and they missed out on all of those gains. Even in the IPO, it's very common that you're buying shares from insiders and private investors rather than from the company itself.

(But even if trading is zero-sum in a strict monetary sense, different risk preferences, desire to liquidate positions in order to buy something you value more, etc. mean that it's not zero-sum in a utility sense.)


You had to buy from someone. Even Visa loses out when going public because they could have offered at a higher price. So in that sense it is a zero sum game. You profit instead of Visa (or whomever the seller is).

There are, however, externalities that make it less costly for Visa to sell lower than the theoretical max. Happy investors are easier to manage, market momentum is strong, etc.


But those things will almost certainly be priced into the market already, so you will capture that value with purchases of VOO.

(Brexit nonwithstanding)

...actually that is a hole in my argument.

Okay: if you can find a cultural trend that you earnestly believe thatFinance people are out of touch with, then it makes sense to do arbitrage there.


+1 on ETFs. And I guess, think about at what point in the cycle you want to invest in equities. They are quite highly priced at the moment.


Market timing is a fool's game. Find out the right asset allocation for your personal risk tolerance and retirement goals, stick your money in, rebalance annually (contribute monthly if fees are low), and then sit and wait.


As a general rule yes. But if you are thinking of sticking a large amount of cash in the stock market right now and plan to stay in long term, I would at least give it a shot in terms of trying to time it right in the cycle.

Right now we are quite high in the cycle - 9 years from the last crisis, end of QE, slowing growth - so at least in my view, it's an asymmetric bet to wait and see. But what do I know.


> As a general rule yes. But if you are thinking of sticking a large amount of cash in the stock market right now and plan to stay in long term, I would at least give it a shot in terms of trying to time it right in the cycle.

Vanguard says you're wrong.

https://pressroom.vanguard.com/nonindexed/7.23.2012_Dollar-c...


Average


Most people have a financial adviser, but for the industrious I recommend: http://jlcollinsnh.com/stock-series/

And for the lazy, this is a good resource: https://www.bogleheads.org/wiki/Lazy_portfolios


What? Most* people (at least in the USA) don't even own a single stock, let alone have a financial adviser.

*(Actually, looks like it depends on your source: 48%[1] or 52%[2], so let's say "about half of people")

1: http://money.cnn.com/2015/04/10/investing/investing-52-perce...

2: http://www.gallup.com/poll/190883/half-americans-own-stocks-...


I doubt most people have a financial adviser. What percent of people even have savings more than a single paycheck?


If you're just as likely to be right as wrong, then is the only risk that your money is taken by fees (if you don't count your time as wasted)?


Nope. Because if you are wrong once and lose 50% you need to be right by 100% to get back to even. So after a number of losses you will run out of money ever if your subsequent picks will be right. Unless you have a rich dad who gives you another chance...


That is basically the argument for managed pensions, fiduciary managed retirement accounts, etc




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