Monday, September 13, 2010

Market Commentary for the week of September 13, 2010

Perception.

At a time when the financial services industry is reeling from uncertainty following valuation collapses unseen in recent history, we should be aware that peaks and valleys, twists and turns, are part of the investment process.  For those who might have been lured into believing that home values, portfolio values, and altruism provided external support for their needs, welcome to the reality of risk management.

Does is really make sense believing that “nothing goes down?”

Indeed, the disruption caused during the last two years has changed the landscape and mindset of investing for decades to come.

Reality.

What becomes fascinating about the current chain of events is the global synchronicity with which all measures fell.  Typically there are leaders and laggards in the market.  But when the credit crisis hit in late 2008 it seemed as if the floor fell out on all measurable statistics.  Now, we are left to make sense of the carnage and to figure out a “new” way to reevaluate financial data transparently and accurately.

For some, the burden of solving economic stagnation lies with government.  For others, that burden falls upon the private sector.  For both, issues like taxation, stimulation, regulation, and moral authority are paramount.

The risk, however, is believing that exogenous “stronger hands” play a greater role in narrating the result than does the inevitable push/pull of time in a parabolic, cyclical world.  Sometimes it just takes time for cycles to evolve and for problems to go away.

Execution.

Am I advocating a hands-off approach to market strategy?  Absolutely not.  As a quantitative scientist it is my duty only to measure the events before me, not to ameliorate them.  However, as a social scientist I can look back over statistics and glean that this is not the first market collapse, nor is it inherently different from those which preceded it.

The timing and magnitude and congruence of this decline do look a little suspicious, though.  I suspect that this recent bear market is much more a function of us putting all our eggs in one basket without adhering to commonly-held tenets about diversification.  It’s more a generational thing, a belief that “it can’t happen to me in this internet, always-plugged-in world.”  Perhaps the “new paradigm” our dot.com forebears envisioned was really a pre-pubescent narcissism about infallibility and invulnerability.  Buy a house?  It’s always a “win.”  Stocks?  Never go down.  Merrill Lynch, Prudential, Goldman?  Steady as rocks.

Where were the adults while all this was going on?

Today, the market looks to be rallying from recent lows.  Some might think the danger has passed.  I see these mini-rallies, however, as reflex adjustments from within a continuing bear trend. 

Our financial issues are complex with no single answer.  Not one political party, not one financial institution, not one piece of data, alone, can resolve a cyclic, systemic progression from occurring.

The next wave, and the ones after that, will slowly reveal the timeline.

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