Found in 12 comments on Hacker News
chubot · 2022-11-08 · Original thread
There was an entire book about this that became famous during the 2008 financial crisis:

Fooled by Randomness by Nassim Taleb

https://www.amazon.com/Fooled-Randomness-Hidden-Markets-Ince...

It's literally about how options traders and the like can be lucky for 10 or 20 years, but they are actually idiots who destroy the economy.

They think they are skilled, and others think they are skilled, but it's luck. You can also call it "anti-luck" because their short-term actions can cause the long-term crisis.

This book was a #1 best seller, as were most of Taleb's books, but for some reason whenever I mention it to anybody, I get blank stares.

I think it's just really hard for people to understand phenomena that occur at time scales of say more than a decade.

(BTW Another good book about recurring economic cycles is Dalio's 2022 The Changing World Order. All of this stuff has happened before. This is separate from crypto, and relates to the global economic environment.)

brad0 · 2017-11-04 · Original thread
Agreed. IMO there’s people out there trying every permutation of what could be successful. Some of them are going to be lucky and hit gold.

Taleb covers this in one of his books: Fooled by Randomness https://www.amazon.com/Fooled-Randomness-Hidden-Markets-Ince...

wpietri · 2016-09-01 · Original thread
It's nice to see this getting discussed more, especially in a business outlet like Bloomberg. Warren Buffett has long been honest about how lucky he is; see his talk about the Ovarian Lottery.

The just-world fallacy [1] is enormously pernicious. I find myself falling for it all the time, and on both sides of it. My successes are clearly a sign of my genius; my failures are obvious proof of my permanent cretinism. It was Nassim Nicholas Taleb's "Fooled by Randomness" [2] that finally got me to buy fewer tickets for what Kent Beck calls the "genius-shithead rollercoaster". Perhaps one day I can stop riding it altogether.

[1] https://en.wikipedia.org/wiki/Just-world_hypothesis

[2] https://www.amazon.com/Fooled-Randomness-Hidden-Markets-Ince...

__derek__ · 2016-06-29 · Original thread
This seems like a good place to insert a reference to Fooled by Randomness[1], which focuses on the point that you make in your second item.

[1]: https://www.amazon.com/Fooled-Randomness-Hidden-Markets-Ince...

harmegido · 2015-06-05 · Original thread
In a random environment, there will be repeat winners produced merely by chance. See http://www.amazon.com/Fooled-Randomness-Hidden-Markets-Incer...
varunjuice · 2015-03-31 · Original thread
Having helped start a business & taken it from no revenue to mid 7 figures in revenue, I think what's missing from this list is books that convey how

1/ uncertain & dark the days of building a business are 2/ you're at the mercy of randomness (despite having a strong sense of agency)

In that sense, a few books that tell you that darkness is a rite of passage for building great companies would be

1/ Soul of a New Machine - http://www.amazon.com/Soul-New-Machine-Tracy-Kidder-ebook/dp...

2/ Fooled by Randomness - http://www.amazon.com/Fooled-Randomness-Hidden-Markets-Incer...

3/ Coders at Work - http://www.amazon.com/Coders-Work-Reflections-Craft-Programm...

4/ The Innovators - https://www.goodreads.com/book/show/21856367-the-innovators

5/ The Hard thing about hard things - https://www.goodreads.com/book/show/18176747-the-hard-thing-...

6/ Are your lights on? - https://www.goodreads.com/book/show/11221270-are-your-lights...

cliftonk · 2014-09-24 · Original thread
Very helpful post. I'd like to add that "Fooled by Randomness" [1] by Taleb should be required reading for investors and speculators alike.

A couple other good quotes to remember by one of my favorite investors, Ray Dalio. "Just because something hasn't happened recently doesn't mean it's implausible." "Always ensure that the improbable outcome is still acceptable."

[1] http://www.amazon.com/Fooled-Randomness-Hidden-Markets-Incer...

dvogel · 2014-01-16 · Original thread
I couldn't make it through 50 pages of Black Swan. I haven't read his newest book.

Fooled by Randomness[1] was very good. It's more of a set of cautionary tales, mostly pulled from Wall Street, about how to think about chance and making sure you're judging all events against what is expected by chance.

The thing about Taleb is that all of his success hinges on a single, long-ago tail event that few people even remember. It defines his entire outlook and he often assumes that people who interview him or read his articles know this. The article in question not withstanding, if you mentally insert "when discussing tail events" before his claims, many of them make much more sense :)

[1] http://www.amazon.com/Fooled-Randomness-Hidden-Chance-Market...

wpietri · 2013-12-02 · Original thread
Well put.

I used to work for financial traders. I even used to have a brightly colored coat and a trading floor badge, back when that mattered. I've read The Economist for 20 years. Despite understanding the financial markets better than most, I never trade individual stocks. Everything's in low-load funds; I look at the allocations every year or two.

Why? Because I know what I'm up against. I have friends who are still in the industry, deploying vast computational and financial resources to make money. For any given stock, there are people who follow the company and its markets more closely than I ever will. And all of those people regularly fuck up, losing millions. I'm not interested in stepping to that.

And there's another big reason: it's a giant minefield of cognitive biases and emotional weirdness. For example, you can think of the market as a random walk with an upward bias. Year on year, you're generally up. But day by day, you're can be down nearly as often as up. Because of loss aversion [1], you'll feel the losses more strongly than the gains. Looking at your stocks every day will at least add to your stress levels, and maybe your decisions will get thrown off. (This example is taken from the excellent Fooled by Randomness [2], which I recommend to anybody who wants to trade, or even understand the financial markets.)

I focus my energies on areas where I have a an actual advantage, and I encourage others to do the same.

[1] http://en.wikipedia.org/wiki/Loss_aversion

[2] http://www.amazon.com/Fooled-Randomness-Hidden-Chance-Market...

dpmehta02 · 2013-04-14 · Original thread
Entitlement is a problem amongst many people who experience success, regardless of class or nationality.

Daniel Kahneman & Amos Tversky have shown this in numerous studies, but here's an easily relatable example of theirs: Financial advisors.[1]

Predicting markets is an inherently random game. We often point to those who have been successful for a long period of time as an example that it is possible to beat the system, but that analysis fails to account for the other end of the probability distribution: those who have failed for a long period of time (or failed so hard early that they had to get out of the game).

In other words, for every big winner, there is a big loser. The fact that some people win or lose can (mostly) be explained by randomness (or cheating).

But Kahneman & Tversky's stunning finding with Financial Advisors, and humans in general, is that those who are successful attribute their success mostly to skill, hard work, etc, while failing to adequately acknowledge how large a role chance played. For the humble, this is not a problem, but for the arrogant or uninformed, this can easily turn into entitlement.

(BTW I definitely believe that, in most fields, a person needs to meet certain thresholds of hard work, energy, intelligence, etc. to be successful, but the level of success after reaching those thresholds is largely a function of chance.)

We humans are very good at drawing false conclusions from random data. Have you watched a basketball game recently? If a good shooter misses a couple free throws, commentators seem obligated to explain that the reason for this is fatigue, or poor form, or this, or that. How about the fact that it just randomly happens sometimes?

Applying this thinking to Indian elites: they have a lot of money, probably through their families or their own success. They believe their status is well deserved and earned, either because of superior genetics or superior skills (or any other number of reasons), and as a result, the uninformed feel entitled (and act accordingly). The author's anecdotal examples aside, this is no different than how many (but not all!) people behave on Wall Street, in athletics, at the high levels of corporations, etc. This is not an Indian problem, or an elite problem; it's a human problem.

Fooled by Randomness[2]. Again.

[1]http://www.businessinsider.com/daniel-kahneman-on-wealth-man... [2]http://www.amazon.com/Fooled-Randomness-Hidden-Chance-Market...

helwr · 2010-09-12 · Original thread
Well, there are some related topics on Quora: http://www.quora.com/Randomness?q=random and http://www.quora.com/What-are-some-good-books-on-random-proc...

You can actually ask your question there as well in case this question gets unnoticed on HN; Quora people are very smart and pretty responsive

see http://en.wikipedia.org/wiki/Stochastic_process, http://en.wikipedia.org/wiki/Random_walk and do a search for Random Processes or Stochastic Processes on Amazon bookstore

Read about Entropy: http://en.wikipedia.org/wiki/Entropy A good book on Information theory can help you put it in context: http://www.amazon.com/s/ref=nb_sb_ss_c_1_18?url=search-alias...

Check out GMP http://gmplib.org/

If you're philosophically inclined read some existentialists, they deal a lot with irrationality and chaos: http://en.wikipedia.org/wiki/Existentialism

If you're financially inclined read Random Walk Down Wall Street: http://www.amazon.com/Random-Walk-Down-Wall-Street/dp/039331 and the Black Swan: http://www.amazon.com/Black-Swan-Impact-Highly-Improbable/dp... you may want to check out his other book as well, it is rather non-technical: http://www.amazon.com/Fooled-Randomness-Hidden-Chance-Market...

To learn more on how Wall Street deals with the stock market randomness read some books on Time Series analysis and forecasting, e.g the classic http://www.amazon.com/Time-Analysis-Forecasting-Probability-...

If you are a data scientist in heart read this great Q&A thread: http://www.quora.com/How-do-I-become-a-data-scientist

I wish I could help you with a link to a clear non-technical introductory article but this is all I've got. As random as it gets:)

Probably some good introductory book on science will fit the bill, science after all deals primarily with randomness. You may want to check out http://www.amazon.com/G%C3%B6del-Escher-Bach-Eternal-Golden/...

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