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Fooled by Randomness, by Nassim Nicholas Taleb

FooledI was fascinated when I stumbled across Fooled by Randomness recently and decided to give it a shot.  After all, the cover says it was named by Fortune as "one of the smartest books of all time", so how can you go wrong?

I found this to be a somewhat interesting but challenging read.  The author is a former Wall Street quant who has forgotten more about statistics and probabilities than I'll ever know.  As a result, even though the book is written for anyone with a decent knowledge of math it gets rather heavy at times.

The author is a big fan of Karl Popper and much of what he offers in this book is based on there being only two types of theories:

  1. Those that are known to be wrong, and
  2. Those that simply haven't been proven to be wrong yet.

In other words, much of the wisdom and supposed business intelligence that is credited for great investment results can often be attributed to nothing more than dumb luck.  In fact, there's no reason to limit this logic to investing.  The author suggests that the same is true for many other business and personal life results.

One of his other equally interesting points is in this excerpt:

The higher up the corporate ladder, the higher the compensation to the individual.  This might be justified, as it makes plenty of sense to pay individuals according to their contributions.  However, and in general (provided we exclude risk-bearing entrepreneurs), the higher up the corporate ladder, the lower the evidence of such contribution.

Given my title (Vice President and Executive Publisher), reading that paragraph was like getting a punch in the gut.  As I read the rest of that section though, I found myself agreeing with Taleb's argument.  If you're not sure whether the book is a worthwhile investment, take a few minutes and read this part (pages 254-257) and see if you're not convinced as well; it might also cause you to want to buy the book to read more of the author's interesting perspective.

If anything, this book makes me feel both a bit more confident and unsure of myself as an investor.  The confidence comes from knowing that many "professional" investors are really just benefiting from nothing more than lucky choices, the same luck I might enjoy just by playing the game.  The reasons for uncertainty are the same as they always have been...although I'm pleased to report that my recent experiment has me up about 3-4% in only a few short months.

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