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Confidence is the Sure Way to Ruin

 October 03, 2012 12:59 PM

(By Michael Harris) If you are confident about your market analysis then this is the sure way to ruin. Unlike other disciplines that demand confidence due to the existence of concrete rules and procedures, trading and investing are on the opposite side. Nothing is concrete and rules and procedure can and will change before you know. Nobody will ask your opinion.

I suppose you never heard of a civil engineer saying that he is not sure if his analysis about this new residential building is correct. Or a pilot saying that he is not sure if the plane will land, on a normal day. Objectives are specific and ways of getting there are well-established in most disciplines. That makes people in those professions confident about the end result. Lack of confidence equates to incompetence. Nothing like that holds in trading and investing. As a result the only confidence one can have is about the uncertainty of the outcome. Thus, in trading, confidence may be a sign of incompetence. Remember LTCM? It was confidence in their ability to model reality that ruined them, for the most part.

If you publish analysis or ideas for investors or traders and you sound confident about it or its results then you either lack fundamental understanding of what you are dealing with and/or you think that confidence is required to attract an audience. You are in the wrong area and those who follow your analysis because they like your confidence are in the wrong path, the path of ruin. There is nothing  certain about trading and investing because there are no fixed rules and procedures that cover every aspect of it. The following is not what trading and investing is about:

P happened, then Q will happen  or If P happens , then Q will happen.

The above logic, used extensively by many analysts, aspiring traders and wannabes is borrowed from other unrelated disciplines and implies a causality that hardly exists in the markets.

What applies in the markets is more or less something like:

P happened, then Q may happen or Z may happen instead and then Q or Q may never happen but instead W may happen…etc.;

or,

If P happens , then Q may  happen or Z may happen instead and then Q or Q may never happen but instead W may happen…etc.

The key here is to have some estimate of the probabilities, P(Q), P(Q/Z), P(W/~Q), etc… and then getting an estimate of the dollar expectations for different scenarios versus the dollar risk.

The need to know the probabilities and the expectations is why hedge funds and investment houses employ  quants and pay them hefty salaries. Now, if you think you can win them with confidence, then go ahead. Confidence often leads to the path of ruin. The only thing you must be confident about is your ability to deal with uncertainty.


Rich
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