Today's Irrational Stock Market and the Rise of the Propeller Heads

When I broke into the stock market in 1961 thedon't have a market you have a mob that is
stock market was a far more rational market than itpretending to be a market. This results in ever more
is today. The type of news that will send a stock upviolent reactions to the news of the day that can
or down four or five points today would have in thenot possibly be justified when you analyze the
60s and 70s only sent the stock up or down a halfeconomic realities of both stocks and the market.
point. The stock market today resembles to an everThis assumes of course that anyone is still paying
increasing degree a" perpetual overreaction machine".attention to tried and true fundamental analysis. After
It is forever being jerked around like a monkey on aall why waste your time with this boring stuff that
chain.may only pay off in the long term when you can
One constantly hears alleged market authoritiesparticipate in the excitement of the street's latest
proudly proclaiming that the market is always lookingcattle stampede. Even if it is heading off a cliff. After
forward six months. Not any more! Today's market isall we are smarter than the average herd animal
too stupid to anticipate anything. It does notaren't we? There is no doubt that we will spot the
anticipate it reacts in shocked surprise and with withcliff before the rest of these clowns. Did you ever
ever increasing violence. The question is what hassee a more confused herd of sheep and goats? I
brought about this dramatic change in marketdon't think they could find a cliff if they tried to!
behavior?My God how did that cliff get there? Help!!!
The answer is that the market players and theirHistorically the stock market was soundly based on
relative strength has changed. And the mostmasses of independent decision makers. As time
important new factor by far has been the rise of thepassed however, these independent decision makers
"propeller heads" as they are fondly called on thewere gradually replaced by the rise of the institutional
street. Their common name is Quants because theyinvestors who for all of their alleged vaunted
are engaged in quantitative analysis.sophistication showed a much greater tendency than
By the 80s it had became fashionable for Wall Streetthe individual investor to stampede with the herd.
firms to raid college campuses for math PhDs. ThenThe transfer of market making power from the
stick these certified geniuses into a room with aindividual investor to the institutions resulted in a vast
high-powered computer and tell them to come upreduction in the number of independent decision
with a sophisticated black-box algorithm that wouldmakers. The growing tendency of the institutions to
enable them to beat the market. And in many casesconcentrate on short term profits and to participate
they succeed. And thus computer-generated programin every cattle stampede went on steroids when the
trading was born.propeller heads arrived on the scene. Their magic
The other key players in this drama were theblack boxes based on their secret algorithms
day-trader and the momentum player. Both of thesepromised and more often than not delivered superior
players had long existed but until the 80s they wereshort-term returns. Long term investment went out
small potatoes.the window. The future was now.
In the 60s when I started out the stock market wasAs this bias took over the market the day traders
dominated by the individual investor. The individualand the momentum players exploded in importance.
investor in those days was overwhelmingly aAs time progressed many of the black box programs
"conviction investor". He researched stocks as bestseeped down the food chain and became more
as he was able to and based on this research and hisreadily available to them. It was found to be
convictions (he liked the product). He bought theimpossible to keep the most successful programs
stock. By long-term I mean at least five to ten years.secret for long. As a result everyone began to march
Today long-term means I might own the stock sixto the same drummers.
months as long as it doesn't go down 5%. If it goesDuring this period the ranks of the old time conviction
down 5% I am out of there.investor with his independent viewpoint and long-term
It is important to understand the distinction betweenholding pattern shrank to insignificance. And thus was
a market and mob-action. A market requires theborn today's whiplash market. Strangely enough for
prudent, informed, carefully calculated and above allan old school investor like myself this new world
else "independent-opinion" of the entire mass of theorder is a gold mine. The only thing I have to do is
decision-makers who make up this market. In thehide in the weeds and pick off the game as they
absence of these independent decision makers youthunder pass me in one of their mindless stampedes.