Skill vs Luck in Investing

Greg Mankiw seems

to think quite highly of a speech

that investor Mark Sellers gave to MBA students at Harvard. But although

I’m a writer and Sellers says very nice things about writers,most of what he

has to say rings false to me. On the other hand, his speech does I think reveal

the prejudices of professional investors.

Sellers’s speech is about the qualities needed for someone to be a very successful

professional investor. He has a pretty clear criterion in mind, too: he uses

the phrase "able to compound money at 20% for your entire career"

three times in three paragraphs. Now in general there are two views about people

who fit that bill. The more common view is Sellers’s: that such people are truly

exceptional, that they almost come into the world that way ("by the time

you’re a teenager, if you don’t already have it, you can’t get it," he

writes), and that they share certain traits (Sellers enumerates seven).

The other view, by no means uncommon, is that if you had as many monkeys throwing

darts at stock tables as you have investors trying to beat the market, then

some small number of those monkeys would end up compounding money at 20% for

their entire career.

My view is that someone who has compounded money at 20% for say 15 years straight

is more likely to compound money by 20% this year than, say, the average monkey

with a dartboard. I also think that there probably is some rare skillset which

makes some people particularly good at investing money. But I think it’s incredibly

easy to overstate both effects, and I think that when it comes to trading (as

opposed to investing) strategies, it’s pretty much impossible for any individual

to consistently outperform.

Where I disagree strongly with Sellers is here:

A lot of you will turn out to be good, above average investors because you

are a skewed sample, the Harvard MBAs. A person can learn to be an above-average

investor. You can learn to do well enough, if youíre smart and hard

working and educated, to keep a good, high-paying job in the investment business

for your entire career. You can make millions without being a great investor.

You can learn to outperform the averages by a couple points a year through

hard work and an above-average IQ and a lot of study.

I simply don’t buy it. I don’t see that a Harvard MBA or a high IQ is either

necessary or sufficient to "outperform the averages by a couple points

a year". In fact, all you need in order to outperform the averages by a

couple of points a year is to buy the index and also sell a bunch of out-of-the-money

puts on it. That strategy will work perfectly for many years, until it doesn’t.

(The really gutsy players, of course, wait until the market is in panic mode,

and then start

selling puts.) At the same time, there are many more very bright people

who have lost millions in the stock market than there are very stupid people

who have lost millions in the stock market. Intelligence can be a double-edged

sword.

As for the idea that great investors are also very good writers, I don’t buy

it. (Do you know anybody who’s actually read an entire book by George Soros,

cover to cover?) And then there’s this, which I think is almost self-evidently

false:

A swing up or down over a relatively short time period is not a loss and

therefore not risk, unless you are prone to panicking at the bottom and locking

in the loss.

If Sellers were running Citi or Merrill, I guess, there wouldn’t have been

any write-downs at all: if you’re not selling at a loss, then there

can’t be any losses!

Now Sellers does make some good points along with the weak ones. An MBA won’t

make you a good investor. There’s a big difference between being a contrarian

in theory and being a contrarian in practice. People find it hard to learn from

their mistakes. But he doesn’t make the biggest and most important point of

all: to make money on the buy side, the most important qualification you can

have is to be lucky. The reason he doesn’t say this is because he’s an investor

himself. And I’m sure he’d rather think of himself as particularly skilled than

particularly lucky.

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