Tuesday, February 4, 2014

Wall Street: Rise of the Machines

The Future Has Arrived - On Wall Street!


Can professional money managers still beat the market? It has always been a difficult task for investors to consistently beat their index benchmarks. Lately, it has been nearly impossible. The reason: the rise of sophisticated computer-trading programs.

There were 51 advisers out of more than 200 on the Hulbert Financial Digest's list who beat the market in the decade-long period ended April 30, 2012, as measured by the Wilshire 5000 Total Market index, including reinvested dividends.

Of that group, just 11 - or 22% - have outperformed the overall market since then. Over the past year, on average, the group has lagged the Wilshire index by 6.2 percentage points.

Chasing Performance
In other words, going with a recent market beater doesn't increase your odds of future success. Before the era of computer-dominated trading, it was a bit easier to identify wining advisers. You could more easily understand and evaluate what they were doing.

Rise of the Machines
One major reason why machines are winning is our inability to process lots of financial data, which is getting more complex and voluminous every year. Also, there used to be another human being on the other side of the trade when a stock was bought or sold . Now it's a supercomputer that is competing with traders. Even if you are a Grandmaster, you are bound to lose competing with "Deep Blue".

Man consistently loses out to machine in a wide variety of pursuits, ranging from medicine to economics, business, psychology and even things like predicting the winners of football games and judging the quality of Bordeaux wine. In each of these domains, the accuracy of experts was matched or exceeded by a simple algorithm.

Betting on the Pros
Some traders hold out the hope that they can beat the market by following the lead of an investment adviser. But it is close to impossible to identify these advisers in advance. The average reader of financial publications simply cannot identify these market-beating advisers. Repeated studies have shown that even the best institutional investors have been unable to identify them in advance.

There's another reason why it is so hard for top-performing advisers to beat the index over the long term. Once the adviser turns in impressive performance, lots of new money flocks to his fund, diluting the ability to continue performing well.

This appears to be what contributed to the downfall of legendary fund manager Bill Miller of Legg Mason Value Trust. At the end of 2005, Mr. Miller had one of the hottest hands in U.S. mutual-fund history, beating the Standard & Poor's 500-stock index for each of the previous 15 years. His fund attracted lots of new money, and he found it impossible to continue his remarkable record.

From 2006 to 2011, he lagged the market in all but one year, and in 2012 he resigned as manager of that fund.

The Trading Trap
So, what's an individual investor to do? Where do you turn? For one thing, don't trade. Short-term trading has become so dominated by Wall Street's computers that individuals - and professional managers - almost certainly will lose out to them over time. The alternative: to buy and hold diversified index funds with very low expenses.

Age Matters
An important note: When you are young and in the accumulation stage, you can afford to be aggressive while building up your assets. You have time to ride out the market's ups and downs. But as you near retirement, it is time to go into protective mode. Time is no longer on your side to make up steep losses. Your serious money, money that you absolutely cannot afford to lose, should not be tied up in risk assets. In poll-after-poll of pre- and post-retirees, the most common retirement goals include guarantee of principal, potential for portfolio growth and a steady income stream.$

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