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Speaking for myself and likely others with similar motivations, yes we can "figure it out" and publish something to show our work and expand the field of endeavor with our findings - OR - we can figure something profitable out on our own and use our own funds to trade our strategies with our own accounts.

Anyone who has figured out something relatively profitable isn't telling anyone how they did it.




> Anyone who has figured out something relatively profitable isn't telling anyone how they did it.

Corollary: someone who is selling you tools or strategies on how to make tons and tons of money, is probably not making tons and tons of money employing said tools and strategies, but instead making their money by having you buy their advice.


I think I could probably make more money selling a tool or strategy that consistently, reliably makes ~2% more than government bonds than I could make off it myself, with my current capital.


You can't do it because there are lots of fraudulent operators in the space. Think about it: someone comes up to you offering a way to give you risk-free return. All your ponzi flags go up. It's a market for lemons. If you had this, the only way to make it is to raise money some other way then redirect it (illegal but you'll get away with it most likely), or to slowly work your way up the ranks proving yourself till you get to a PM and then have him work your strat for you.

The fact that you can't reveal how means you can't prove you're not Ponzi. If you reveal how, they don't need you.


It's been done again and again by funds. A new fund or fund company convinces someone with some name and reputation to come work for them and they become the name and reputation that gives some credibility and sells the new fund. Clients start by putting in just a little money and more later. Nobody knows the hard details outside of the new firm. Sometimes it goes nowhere and nobody hears of the thing again, sometimes it works out and they let nobody unaware.


> The fact that you can't reveal how means you can't prove you're not Ponzi. If you reveal how, they don't need you.

This is why I am wary of all those +10 minute YT vids telling you how you can't make significant amounts of money quickly or reliably in a short amount of time with very limited capital.


Seems like the money here would be building a shiny, public facing version of the tool behind a robust paywall and build a relationship with a few Broker Dealer firms who can make this product available to the Financial Advisors in their network.

If you were running this yourself with $1M input capital, that'd be $20k/year per 1M of input - so $20K is a nice number to try and beat selling a product that promulgates a strategy.

But you're going to run into the question from people using the product: "Yeah - but HOW DOES IT WORK??!!!" and once you tell them does your ability to get paid disappear? Do they simply re-package your strategy as their own and cease to pay you (and worse start charging for your work)? Is your strategy so complicated that the value of the tool itself doing the heavy lifting makes it sticky?

Getting people to put their money into some Black Box kind of strategy would probably be challenging - but Ive never tried it - it may be easier than giving away free beer for all I know. Sounds like a fun MVP effort really. Give it a try - who knows what might happen.


As fas as I know the more people use the strategy the worse it performs, the market is not static, it adapts. Other people react to the buy/sell of your strategy and try to exploit the new pattern.


This is an interesting observation in combination with the popular pension strategy to continually buy index funds regardless of performance.


The average return from index funds is the benchmark that all those others are trying to beat but all the competitors trying to beat the average have a tendency to push successful strategies towards the average.


It only works until most people do it


If you can prove it works you won't have any difficulty raising capital.


Or just sell it to exactly one buyer with a lot of capital to invest.


That hypothetical person or organization already has an advisor in charge of their money at the smaller end or an entire private RIA on the Family Office side of things. This approach is a fools errand.


Lol try it and get back to us.


Well, see, I don't actually have a method for that. But if I did, I think my capital is low enough that I'd have more success selling it to other people than trying to exploit it myself, since the benefit would be pretty minimal if I did it with just my own savings, but could be pretty dramatic for, say, banks.


Strats tend to have limits. What works for you may fall apart with large amounts of capital. Don't discount compound interest. $10,000 compounding 30% over 20 years is 2 million without any additional capital.


Absolutely correct - and more over - when you do sit someone down (in my case, someone with a "superior education" in finance compared to my CS degree) and explain things to them, they simply don't understand it at all and assume you're crazy because you're not doing what they were taught in Biz School.


Why not then publish the strategies once outmoded, or are they in fact published? Can I go see somewhere what strategies big funds used in the 90s to make bank, which presumably no longer offer a competitive advantage? The way I can go see what computer exploits/hacks used to work when they were still secret?

Maybe it's just what I know, but I can't help but think the "strategies" are a lot like security exploits--some cleverness, some technical facility, but mainly the result of staring at the system for a really long time and stumbling on things.


> Why not then publish the strategies once outmoded

Because then your competition knows which strategies don't work, and also what types of strategies you work on.

Don't leak information.


Why not? Because you won't know what of your strategies is outmoded by something new because that group is not publishing their strategy, which is like yours but on steroids, either.

And then everything regresses to the Dark Forest game theory.


Wouldn't publishing also influence the performance itself because it would also make an impact on the data? And if you'd calculate that in and the method is spreading, wouldn't that in turn have to be calculated in also, which would lead to a spiral?




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