Wall Street Trading
Two stories from my days working for hedge funds:
(1) When I traded bonds for D.E. Shaw, I was responsible for trading bonds and swaps in and out of a massive interest rate convergence trade. Part of the reason interest rates would get out of line on the Japanese yield curve is that teacher pensioners predictably bought bonds on the same part of the curve. Every so often a massive amount of money would come into the market all at once to invest for teacher retirement and the bids and offers would adjust to account for shortened supply of particular bonds (the bonds that represented the investment horizon for teachers who might retire in year X). I would then short those bonds, buy others, and hedge both directions with fixed-versus-floating interest rate swaps. The result was a “box trade” in which my firm would theoretically not suffer if the whole fixed income market went up or down (relative moves on the yield curve made our day or hurt us).
The game could be likened to waiting for the rich dumb poker player to sit down at the table.
(2) When I went to work for equity option trading leader Susquehanna, we were explicitly taught to view trading as poker. In fact, many of the traders there played in high level poker games and they taught “class” at the tables in the back of the office after market close. I believe a couple of them won bracelets at the WSOP, and somebody in my office (Ace Kaplan) found himself at the second-to-last table of the main event during his first entry in 1999. There were also a couple of world champion backgammon players on staff at various times.
Much of every trading day was waiting for motivated buyers/sellers/players to come into the market and take on positions that we could then play against using a sophisticated set of software tools and working understanding of first and second derivatives of stock prices (with respect to time). We were also well drilled in recognizing fundamental relationships between options that required no math beyond decimal/fraction arithmetic, but that’s another story.
We played poker. That was the game. We played against other players.
You might think that this game is more sophisticated than a regular poker game. Maybe it is, a little, but the decision-making processes are nearly identical. It’s about making consistently good decisions to take advantage of people who provide you with the opportunity to profit (the so-called “fish” in poker). Though it’s fair to point out that Wall is not a zero sum game the way that poker is. You can profit from somebody’s hedge, which lowers their own portfolio volatility leading to robust investments — and thus the world goes ’round.
Wall Street Bailout
Arnold Kling likens then $700 billion bailout to putting a mountain of chips in the hands of a loser, and watching the sharks move in for the kill.
I think that’s a pretty good analogy.
The damage is done in terms of the overall health of our economy. Putting that much money within reach of people who spend several score hours a week learning how to game every penny is not a solution. It’s a waste. There are better investments in financial recovery. Yes, an enormous amount of liquidity is gone — but is that the liquidity we need? The liquidity of low credit buyers?
I’m not sure what the answer is to all this, but isn’t bankruptcy a better option? That’s where the people bailing out the company get equity in return for the good assets, while the people who took excessive risk lose the keys to the car.
I tend not to get political much in this journal, but I feel strongly that a mathematical modeling perspective of this crisis is positively influential.