Wednesday, March 19, 2014

Kahneman on why disciplined investing is effective

Daniel Kahneman, the Noble prize winner in economics, has an informative short interview in the Inc.com, Idea lab. He has some quick comments on a number decision traps or behavioral problems with decision-making that make for  strong case for why systematic investing is an effective tool. He discusses a number of decision traps that can be avoided through systematic trading. I provide some of the simple solutions which are all on the same theme. Use the numbers!

Loss aversion - Your irrational fear of loss and how it messes with your decisions.

Solution: A stop loss rule can eliminate this problem

Overconfidence - We place more stock on our abilities than the facts would suggest. "Always trust your numbers, never trust your gut".

Solution: The numbers and history do not lie. It may not repeat but the truth is in the numbers. Use data.

Outliers - One event can skew your outlook.

Solution: The most recent numbers are usually embedded in our brains. Outliers are often vivid reminders which can be an issue. Avoid the "law of small numbers".

Prediction - Personal stories have more impact.

Solution:That is the problem our personal experiences cloud judgement especially if our experience is limited.

Luck -  We confuse luck with skill. "Don't mistake random events for causes".

Solution: Most of the what we experience in the markets are random events. Systematic investing tries to look for relationships that are statistically significant.



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