Setembro 2024

Setembro 2024

“It has yet to be proven that intelligence has any survival value.” - Arthur C. Clarke
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Finanças Comportamentais

Estudo dos autores Victor Haghani e James White comparando o desempenho em trading de estudantes de finanças e “operadores macro” experientes. No experimento, ambos os grupos recebem a mesma informação privilegiada — a capa do Wall Street Journal do dia seguinte — e tem a opção de construir uma posição direcional em juros longos e/ou no S&P500.

A implicação mais interessante do paper é que o desempenho significativamente superior dos operadores profissionais se deve menos à previsão correta da direção dos preços e mais ao sizing adequado das posições. Ao fim e ao cabo, a informação antecipada confere bem menos valor preditivo que se imaginaria, e a capacidade de ponderar incertezas e aplicar isto no tamanho das posições é o que separa profissionais e amadores. O jogo pode ser acessado através desse link no site do family office dos autores.

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Sociologia Geracional

Uma troca de e-mails entre Peter Thiel e Mark Zuckerberg abordando as implicações amplas da iminente, e atrasada (segundo padrões históricos), transição de poder e riqueza dos Baby Boomers para as novas gerações.

Mark Zuckerberg: (…) Peter and I have had a number of conversations about what we expect the world to look like in 2030 so we can plan and position our future work accordingly. One theme we've discussed is that many important institutions in our society (eg education, healthcare, housing, efforts to combat climate change) are still run primarily by boomers in ways that transfer a lot of value from younger generations to boomers themselves. Our macro prediction for the next decade is that we expect this dynamic to shift very rapidly as more millennials + gen Zers can now vote and as the boomer generation starts to shrink. By the end of this decade, we expect more of these institutions to be run by and for the benefit of millennials and younger generations. I would bet we'll even see a millennial president within the next few cycles by 2032. This outlook for the future puts our current tone and positioning in stark contrast and has convinced me that we should shift the center of gravity in our messaging to be more focused on millennials.

(…)

Peter Thiel: What I would add to Mark's summary is that, in a healthier society, the handover from the Boomers to the younger generations should have started some time ago (maybe as early as the 1990s for Gen X), and that for a whole variety of reasons, this generational transition has been delayed as the Boomers have maintained an iron grip on many US institutions. When the handover finally happens in the 2020s, it will therefore happen more suddenly and perhaps more dramatically than people expect or than such generational transitions have happened in the past. And that's why it's especially important for us to think about these issues and try and get ahead of them.”

Adicionando ao debate acima, um artigo baseado na pesquisa do professor Pierre Azoulay, do MIT, sobre a dinâmica do progresso científico em determinados campos antes e depois da morte dos seus mais proeminentes cientistas. Esse sistema “bifásico” — que alterna entre inovações disruptivas e exploração incremental — demonstra como novas ideias e pesquisadores ganham espaço quando figuras eminentes deixam o campo, promovendo um maior espaço para a renovação intelectual.

“Philosopher Thomas Kuhn upended this tidy view and showed that the most important theories have been more like road-to-Damascus moments. For instance, Newton’s theory of gravity and Darwin’s theory of evolution were breakthrough ideas that turned prevailing beliefs upside down.

Between these revolutions, though, science looks more like a steady march to fill in the details of those big ideas. As philosopher of science Ian Hacking put it, ‘Normal science does not aim at novelty but at clearing up the status quo. It tends to discover what it expects to discover.’

(…)

Azoulay was quick to say that more work needs to be done to understand why science flourishes after the death of a luminary. But he and his co-authors don’t think that prominent scientists intentionally turn away newcomers. Instead, researchers with different ideas appear to stay away — without necessarily being told to stay away — because the community of scientists in fields with superstars are more likely to have settled on which questions to tackle and the right way to study them.”

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História Econômica

Artigo do economista Brad DeLong sobre a improvável origem do papel de "emprestador de última instância" dos bancos centrais. Durante o pânico de 1825, a intervenção decisiva do BoE quebrou precedentes ao confiar na palavra do jovem banqueiro Henry Thornton, então com 25 anos. Começava a prática (que se tornaria corriqueira) de resgatar sistemas solventes com problemas de liquidez, evitando o colapso causado por corridas bancárias sucedidas pelo estouro de bolhas especulativas.

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Psicologia

Artigo sobre a palestra "Sobre a Estupidez", de 1937, do autor austríaco Robert Musil, distinguindo a estupidez da burrice.

Enquanto a burrice seria mais inócua e óbvia, as falhas de cognição derivadas da estupidez ocorrem por vias indiretas e costumam aparecer recorrentemente em pessoas inteligentes. Dois bons exemplos citados no texto são o uso de conceitos obsoletos para compreender fenômenos novos e a elaboração de racionalizações para defender crenças equivocadas.

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Antitruste

Erik Hovenkamp, especialista em direito da concorrência da Universidade de Cornell, discorre sobre o recente veredito no caso United States v. Google. Em meio à poluição midiática, uma contribuição clara e concisa das questões microeconômicas abordadas no caso, além dos possíveis remédios e implicações para outras empresas de tecnologia com predominantes efeitos de rede.

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Miscelânea

Artigo curto do escritor Venkatesh Rao do blog Ribbonfarm descrevendo o rigor como uma característica limitante na exploração de novas ideias e conceitos.

“The reason this stuff almost never sees the light of day is that left-brained reasoning is simply underpowered for whatever I’m trying to figure out. And not merely because of my own decided inadequacies in that department. The actual questions are a bit beyond these techniques even in the best of hands. You don’t realize it because obsessively rigorous people simply abandon quests where rigor can’t take them all the way.

But the rigorous abandoned false start is necessary to get there. It’s the training to actually attack the question with a fool’s rush. And the rush has just enough of a partial skeleton of rigor to get unreasonably lucky in its effects (including encountering a satisfying aha along the way).”

Artigo do presidente do Instituto Santa Fé, David Krakauer, propondo a computação como complemento à física e química no que tange à origem e evolução da vida. Para uma maior exploração do tópico e suas adjacências, vale assistir essa palestra recente (ministrada pelo próprio Krakauer) no Instituto.

“In the abiotic universe, physical laws, such as the law of gravitation, are like ‘calculations’ that can be performed everywhere in space and time through the same basic input-output operations. For living organisms, however, the rules of life can be modified or ‘programmed’ to solve unique biological problems – these organisms can adapt themselves and their environments. That’s why, if the abiotic universe is a Difference Engine, life is an Analytical Engine. This shift from one to the other marks the moment when matter became defined by computation and problem-solving. Certainly, specialised chemistry was required for this transition, but the fundamental revolution was not in matter but in logic.”