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At Blackrock, machines are rising over managers to pick stocks

198 点作者 Futurebot大约 8 年前

13 条评论

terravion大约 8 年前
It is interesting, but not all that surprising that ineffective management strategies are slowly being flushed out of the market. That human stock picking is pretty bad, is widely known, sorry for the pickers, but I&#x27;m sure there are other things that they can do to actually create instead of destroy value--reallocating their labor is a huge benefit for society.<p>The real questions for me with this transition though are:<p>-With all these people passively investing, are we going to see reduced competition within industries because you don&#x27;t have active, non-diversified, significant, institutional shareholders to drive aggressive competition against other industry participants? In fact, we may get the opposite where institutional shareholders don&#x27;t want to see aggressive competitive moves because it is profit destroying for them on both sides (aggressor spends money to return less than the defender loses in profit--lose, lose for investor in both companies win, win for the consumers of this industry).<p>-How good is price setting if there are less and less actively managed funds? Are there new inefficiencies that are created by all this passive investing?<p>-Where aren&#x27;t the machines taking over? Obviously, something like replicating an index is a great exercise for automation and programming. But truly maximizing return? Who is successfully, consistently beating the benchmarks with active strategies automated or not?
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tim333大约 8 年前
It&#x27;s not so much machines getting better. It&#x27;s investors switching to low cost passive funds rather than giving 2% a year to pay for the managers next vacation home.
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one-more-minute大约 8 年前
Interesting to note that BlackRock&#x27;s Aladdin software platform, powering much of this stuff, is being largely written &#x2F; re-written in Julia.<p><a href="https:&#x2F;&#x2F;juliacomputing.com&#x2F;case-studies&#x2F;blackrock.html" rel="nofollow">https:&#x2F;&#x2F;juliacomputing.com&#x2F;case-studies&#x2F;blackrock.html</a>
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jwilliams大约 8 年前
This is for mutual funds, which are ultimately intended to operate under given parameters -- balancing a cocktail of risk, reward, timeframe etc. Seems natural that you&#x27;d eventually move to algorithms for this, particularly as information asymmetry drops or is negated by other factors.<p>This is really now becoming a form arbitrage between the mega-funds on a sizable, but discrete, chunk of the trading market. Probably the same chunk that&#x27;s already reserved for market-makers who can (usually) succeed through volume and brute force alone.<p>I think this is a good thing - arbitrage is a terrific leveller for the rest of us. It opens up the real market for us small fry.
jgalt212大约 8 年前
Not to be skeptical, but Blackrock was never known as a stock picker&#x27;s shop, it&#x27;s a fixed income shop. The equities side has largely been a function of their indexed ETF biz.<p>If Fidelity or TR Price were going all in machine based stock picking, then this would be news.
retox大约 8 年前
Reminds me of this art project by Michael Marcovici where they &#x27;taught&#x27; rats to trade. Sadly no longer online. <a href="https:&#x2F;&#x2F;web-beta.archive.org&#x2F;web&#x2F;20140220072141&#x2F;http:&#x2F;&#x2F;www.rattraders.com:80&#x2F;methodology" rel="nofollow">https:&#x2F;&#x2F;web-beta.archive.org&#x2F;web&#x2F;20140220072141&#x2F;http:&#x2F;&#x2F;www.r...</a>
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StClaire大约 8 年前
Hopefully, we can eventually cut down on fees with those mutual funds too.<p>You don&#x27;t have to worry so much about algorithm engaging in insider trading or some other securities fraud. The auditors just have to look at the algorithm&#x27;s data sources to verify the fund stays compliant with securities regulations.<p>Fewer costs (hopefully) mean fewer fees
blueyes大约 8 年前
BlackRock isn&#x27;t a whole lot more advanced than many other asset managers. So sure, Wall St. uses algorithms to trade, but that&#x27;s not really news...<p>Separately, BlackRock bought FutureAdvisor so that it could use machines to do the opposite of picking stocks; i.e. rebalance assets using index funds. A very different proposition.
bertlequant大约 8 年前
It will be interesting to see what happens when machines and algorithms really start coming for jobs on that level. I wonder if far down the line, will there be one sole human at the top of all of this automation, protected from its outcomes?
TheRealPomax大约 8 年前
So... wait, this is what investment banks have been doing for literally over a decade, is this news? For legal accountability someone has to sign off on the orders but that&#x27;s about it. The computers have been picking stocks for years.
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ww520大约 8 年前
Does the machine just run a random generator to pick the stock?
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mrich大约 8 年前
I wonder how much of this trend is helped by the stock market going mostly up and sideways in the past years. In that case passive investing is very good, you need to minimize fees. Timing the exit before the bubble bursts again and re-entering at the right time will be a big part of the long-term performance and I expect many humans to outdo the robotic overlords who will just stay invested.
nickpsecurity大约 8 年前
Hasn&#x27;t the Aladdin system been doing this for a long, long time? Or was it actually semi-automated?
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