Monday, November 2, 2009

When Everyone is On the Same Side of a Trade, the Market is About to Crash


Economist Blake LeBaron has discovered an important cause of stock market crashes:

During the run-up to a crash, population diversity falls. Agents begin using very similar trading strategies as their common good performance is reinforced. This makes the population very brittle...
In other words, when everyone is making the same trade, it will likely lead to a crash.

Tyler Durden summarizes this idea even more succinctly:
When everyone is on the same side of the boat, it always inevitably capsizes.
A related concept is that - if your waitress or cabbie is telling you to buy something - that probably means that the market is overbought, and you might want to consider selling.

14 comments:

  1. Dude, instead of using the words of others, just say it outright. The economy is screwed and it's going to suck real, real bad. What's the point of asking so many questions when you know the answers???

    Depression 2.0 is gonna be bad ass and you;re a sharp fellow, give us YOUR opinion, not that of others.

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  2. Andrew Ian Murphy say's... nevermind.

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  3. Put your head between your legs and kiss your ass goodbye.

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  4. It is simple the market is going to crash the Government is bankrupt it is going to be the Great Depression on steroids as people starve on the streets. Invest in Gold silver can goods seeds firearms ammo and get ready for a 10 year storm. Other than that it is just another great day to be alive.

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  5. I can't help but be amused at the preceding comments.

    Simplistic as they are, they raise the underlying fault of the current situation: There is no market. There need to be two parties to any transaction. This game has been rigged and manipulated for so long that it is now only computers striving to maintain the semblance of activity that we perceive as western capitalism.

    diogenes

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  6. If there are buyers, there are sellers. There is always someone else on the other side of the trading boat. Always. Perhaps the diversity of a selected sub-set of a population will decrease, but not the overall population.

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  7. Depression 2.0 is gonna make depression 1 look like a fire cracker!

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  8. sounds like everyone on the bear trade which means we going higher :0

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  9. This is the same situation as to when my parents used to say "buy a house, it will always go up in value".

    When only a select amount of individuals did this, houses always went up. But when your cabbie and waitress started speculating and buying them up, including everyone else, who is left to buy them from you when the prices run up? no one!

    Thats the whole thing about this housing bubble, as many people made money, thats how many are going to loose money.

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  10. Damocles,

    There are indeed buyers and sellers, but if the "diversity of a selected sub-set of a population" decreases to the point of daytraders looking to make a quick buck and the manipulators who need volume, this does not make a market. A trading club perhaps.

    Once again, it is the complete loss of trust that has stymied any meaningful exchange of value for value.

    diogenes

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  11. The market is going to crash, but it's going to 'fall up.' That is, prices will keep on going up, but once inflation is taken into account it will be seen that purchasing power is plummeting.

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  12. Mjöllnir (Damocles)November 3, 2009 at 8:56 AM

    @diogenes

    However true it may be that trust is lost or how true it may be that there is no meaningful exchange of value, neither are associated with the premise of the post in question, which only addressed population dynamics.

    Damocles

    FYI.. The following is something I made up for my children, sung to the tune of "Oh Tannenbaum"

    Euripides!
    Euripides!
    You are my favorite Greek!

    So much more fun than Diogenes!
    More erudite than Damocles!

    Euripides!
    Euripides!
    You are my favorite Greek!

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  13. Sounds like adolescent schoolkid chatter on the deck of the Titanic after meeting its iceberg.

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  14. Hmm fridos guud, whas on TV? oH YEAH la LAWSES guud get does criminals.....need candy bar...police friends, always tell the truth and rat out your friends when questioned by authority figures...crunch...hmmmm...yes must tell on everyone to help out..do my part yes...hmmm candy and soda pop guud...need to flag this site to CIA they give out stickers for public G-men..need sticker..want sticker...crunch

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