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Old 09-12-2009, 09:32 PM   #1 (permalink)
Willravel
... a sort of licensed troubleshooter.
 
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Mandelbrot and the Four Letter Word

It seems fairly evident to this layman that traditional economics is basically incapable of accurately representing the complexity of modern financial markets. I've been waiting for some brilliant economist to invent a new model, a new "school" of the science in order to perhaps compensate or even possibly explain. Maybe some millionaire investor, upon retirement, will bestow his ingenious theories upon the world. It turns out Benoît Mandelbrot, the father of fractal mathematics, seems to have had an interesting solution for quite some time: financial markets follow their own internal logic not necessarily related to actual economic factors.

Imagine my surprise reading this. Despite not having any formal training beyond a simple BA, I fancy myself a lover of science and I've always felt that science is the best tool to explain everything in the world around us. Economics is a science, kinda, so I guess I assumed that there will eventually be some wonderful algorithm or fractal which can, within a certain margin, predict the markets. It would seem this was an unwise assumption, and one I seem to share with everyone from beginning investors to Novel Prize winning economists.

Benoît Mandelbrot seems to have developed an extremely well supported conclusion that instead of "mild randomness" in the market, there is in fact "wild randomness", randomness so wild, in fact, that it's doubtful that a mathematical model can be developed which can accurately predict results. So, to sum up and simplify, the key to conquering the financial markets and pulling in huge sums of money is rooted a four letter word: luck.

Wild Randomness by Guy Sorman, City Journal Summer 2009
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