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How hedge fund manager Steve Cohen averaged 30% returns for 18 years

10 points| eplanit | 16 years ago |washingtonpost.com | reply

12 comments

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[+] gte910h|16 years ago|reply
Luck seems to have no mention. The existence of people who've happened to bet on the correct side of the 9 or 10 huge events in the last 20 years surely exist, and that is sure to make them at least moderate successes if they don't do completely stupid things.

Given enough series of die rolls by enough different rollers, there is inevitably going to be some with long strings of success.

It only takes looking at 1024 cases before you find someone who bet correctly on 10 binary decisions.

There are assuredly more than 1024 funds.

He might have some special sauce, or may have done some smart things, but it is just as possible he's just #1024

[+] watty|16 years ago|reply
"100 portfolio managers buy and sell 100 million shares a day"

Luck should have been mentioned but the sheer volume of trades and absurd average over 18 years makes it seem like they DO have some special sauce... and a lot of it.

[+] qq66|16 years ago|reply
SAC Capital is not #1024. They literally have strong control over the markets. Their process, systems, and relationships allow them to, for example, buy all of the offered stock from multiple investment banks at once, constraining the supply.

It's really a failure of regulation.

[+] vinhboy|16 years ago|reply
I used to read these stories and salivate at the thought of these superhuman investors. Now I read just see them as gamblers making big bets with someone else's money.
[+] lotharbot|16 years ago|reply
Lots of fluff in the article.

The only real explanatory investment comments I saw were about him timing his exit of both the tech bubble and the housing/credit bubble right near the peak, riding both to the top and then betting against both to the bottom. If you know an investor who successfully did both of those things without making any huge mistakes along the way, you know an investor who's averaged gaudy returns.

What it doesn't tell us is how he "knew" those bubbles were about to burst. How much of a role did luck have?

[+] bryanh|16 years ago|reply
A bit of a fluffy piece but interesting to think that 30% for 18 years yields $112 after an initial investment of $1 (1.3^18). Or $5,000 18 years ago is worth a half a million today.