The Little Book of Market Wizards

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by Jack D. Schwager




  Contents

  Foreword

  Preface

  Chapter One: Failure Is Not Predictive

  The Story of Bob Gibson

  If at First You Fail

  “One-Lot” Persists

  Two Key Lessons

  Chapter Two: What Is Not Important

  Jim Rogers

  Marty Schwartz

  Reconciling the Divergent Views

  Chapter Three: Trading Your Own Personality

  Paul Tudor Jones

  Gil Blake

  Comparing Jones and Blake

  Personality and Trading Systems

  Chapter Four: The Need for an Edge

  Money Management Is Not Enough

  An Edge Is Not Enough

  Chapter Five: The Importance of Hard Work

  David Shaw

  John Bender

  The Paradox

  Chapter Six: Good Trading Should Be Effortless

  Zen and the Art of Trading

  Chapter Seven: The Worst of Times, the Best of Times

  When Everything Is Going Wrong

  When Everything Is Great

  Chapter Eight: Risk Management

  Uncle Point and Kovner’s Dictum

  How Not to Place Your Stops

  An Option to Stops

  Risk Management at the Portfolio Level

  Quick Exits When Wrong

  The Trader’s Dilemma

  Underappreciated Reason for Avoiding Large Losses

  It’s Not Rocket Science

  Chapter Nine: Discipline

  McKay’s Lapse of Discipline

  Chapter Ten: Independence

  A Personal Story

  Chapter Eleven: Confidence

  Chapter Twelve: Losing Is Part of the Game

  The Link between Confidence and Taking Losses

  The Rationalization of a Losing Trader

  The Four Types of Trades

  Willing to Lose

  Chapter Thirteen: Patience

  Century-Old Wisdom

  A Master of Patience

  The Power of Doing Nothing

  The Wisdom of Sitting

  Chapter Fourteen: No Loyalty

  “The Market Was Telling Me I Was Wrong”

  Jones Reverses Course

  Caught by a Surprise

  Surviving the Worst Trading Blunder Ever

  A Bad Idea Transformed

  Don’t Publicize Your Market Calls

  Chapter Fifteen: Size Matters

  The Power of Bet Size

  The Danger of Size

  Stepping on the Accelerator

  Volatility and Trading Size

  Correlation and Trading Size

  Chapter Sixteen: Doing the Uncomfortable Thing

  The Outperforming Monkey

  The Inadvertent Experiment

  Behavioral Economics and Trading

  Why Emotions Affect Even Computerized Trading

  Conclusion

  Chapter Seventeen: Emotions and Trading

  Expensive Excitement

  You Can’t Win If You Have to Win

  Impulsive Trades

  Don’t Confuse Intuition with Impulse

  Chapter Eighteen: Dynamic versus Static Trading

  The Need to Adapt

  Scaling versus Single-Price Entry and Exit

  Trading around Positions

  Chapter Nineteen: Market Response

  Gold and the First Iraq War

  McKay Gets Interested in Stocks

  Dalio Is Surprised

  A Most Bullish Report

  Druckenmiller Is on the Wrong Side of the Market

  The Invincible Position

  The Submerged Volleyball

  Buy the Strongest, Sell the Weakest

  Correlation as a Clue

  Chapter Twenty: The Value of Mistakes

  Analyzing Your Trades

  The Trader’s Log

  Chapter Twenty-One: Implementation versus Idea

  A Post-Bubble Trade

  A Better Option

  Chapter Twenty-Two: Off the Hook

  A Unique Observation

  On the Hook

  Schwartz Saves Me Money

  Chapter Twenty-Three: Love of the Endeavor

  Appendix

  About the Author

  Little Book Big Profits Series

  In the Little Book Big Profits series, the brightest icons in the financial world write on topics that range from tried-and-true investment strategies to tomorrow’s new trends. Each book offers a unique perspective on investing, allowing the reader to pick and choose from the very best in investment advice today.

  Books in the Little Book Big Profits series include:

  The Little Book That Still Beats the Market by Joel Greenblatt

  The Little Book of Value Investing by Christopher Browne

  The Little Book of Common Sense Investing by John C. Bogle

  The Little Book That Makes You Rich by Louis Navellier

  The Little Book That Builds Wealth by Pat Dorsey

  The Little Book That Saves Your Assets by David M. Darst

  The Little Book of Bull Moves by Peter D. Schiff

  The Little Book of Main Street Money by Jonathan Clements

  The Little Book of Safe Money by Jason Zweig

  The Little Book of Behavioral Investing by James Montier

  The Little Book of Big Dividends by Charles B. Carlson

  The Little Book of Bulletproof Investing by Ben Stein and Phil DeMuth

  The Little Book of Commodity Investing by John R. Stephenson

  The Little Book of Economics by Greg Ip

  The Little Book of Sideways Markets by Vitaliy N. Katsenelson

  The Little Book of Currency Trading by Kathy Lien

  The Little Book of Stock Market Profits by Mitch Zacks

  The Little Book of Big Profits from Small Stocks by Hilary Kramer

  The Little Book of Trading by Michael W. Covel

  The Little Book of Alternative Investments by Ben Stein and Phil DeMuth

  The Little Book of Valuation by Aswath Damodaran

  The Little Book of Bull’s Eye Investing by John Mauldin

  The Little Book of Emerging Markets by Mark Mobius

  The Little Book of Hedge Funds by Anthony Scaramucci

  The Little Book of the Shrinking Dollar by Addison Wiggin

  The Little Book of Market Myths by Ken Fisher and Lara Hoffmans

  The Little Book of Venture Capital Investing by Louis C. Gerken

  The Little Book of Market Wizards by Jack D. Schwager

  Cover design: Paul McCarthy

  Copyright © 2014 by Jack D. Schwager. All rights reserved.

  Published by John Wiley & Sons, Inc., Hoboken, New Jersey.

  Published simultaneously in Canada.

  No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except as permitted under Section 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, (978) 750-8400, fax (978) 646-8600, or on the Web at www.copyright.com. Requests to the Publisher for permission should be addressed to the Permissions Department, John Wiley & Sons, Inc., 111 River Street, Hoboken, NJ 07030, (201) 748-6011, fax (201) 748-6008, or online at http://www.wiley.com/go/permissions.

  Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best efforts in preparing this book, they make no representations or
warranties with respect to the accuracy or completeness of the contents of this book and specifically disclaim any implied warranties of merchantability or fitness for a particular purpose. No warranty may be created or extended by sales representatives or written sales materials. The advice and strategies contained herein may not be suitable for your situation. You should consult with a professional where appropriate. Neither the publisher nor author shall be liable for any loss of profit or any other commercial damages, including but not limited to special, incidental, consequential, or other damages.

  For general information on our other products and services or for technical support, please contact our Customer Care Department within the United States at (800) 762-2974, outside the United States at (317) 572-3993 or fax (317) 572-4002.

  Wiley publishes in a variety of print and electronic formats and by print-on-demand. Some material included with standard print versions of this book may not be included in e-books or in print-on-demand. If this book refers to media such as a CD or DVD that is not included in the version you purchased, you may download this material at http://booksupport.wiley.com. For more information about Wiley products, visit www.wiley.com.

  Library in Congress Cataloging-in-Publication Data:

  Schwager, Jack D., 1948–

  The little book of market wizards : lessons from the greatest traders / Jack D. Schwager.

  pages cm. — (Little books big profits series)

  ISBN 978-1-118-85869-1 (hardback) — ISBN 978-1-118-85862-2 (ePDF) — ISBN 978-1-118-85864-6 (ePub)

  1. Investments. 2. Investment analysis. I. Title.

  HG4521.S35782547 2014

  332.6—dc23

  2013045083

  To Jo Ann

  The most important person in my life

  With love

  Foreword

  As a long-standing tradition each year during the Christmas to New Year’s break, I watch The Bourne Trilogy and read Jack Schwager’s Market Wizards series—The Bourne Trilogy for pure entertainment, the Market Wizards series to prepare me emotionally and mentally for the coming year of market combat.

  No author—living or deceased—has created such a rich archive of printed material on the profession of market speculation as has Jack Schwager. An entire generation of traders owes a debt to the Market Wizards series and to Jack for at least some portion of its success. There is no doubt in my mind that the Market Wizards series will remain just as timely 80 years from now as Edwin Lefèvre’s Reminiscences of a Stock Operator remains today.

  What novice and aspiring market participant would not want to spend time with and pick the brains of 59 of the world’s most successful and accomplished market traders? That is exactly what Jack Schwager’s Market Wizards books offer, bringing to us all the insights, processes of market operations, risk management principles, and key lessons from “Hall of Fame” stock, interest rate, foreign exchange, and futures market speculators.

  As someone who has lived off trading profits since 1981, I am not a fan of the how-to trading books that provide the step-by-step details of another trader’s “secret sauce.” I am a staunch believer that all consistently profitable traders have two things in common: an approach to the markets reflecting one’s unique personality and aggressive risk management. At each reading of the Market Wizards books, these two components of profitable trading emerge in fresh new ways, challenging me to reflect on my own method of market speculation—past, present, and future.

  The Little Book of Market Wizards brings new life to the Market Wizards series. In one sense, it is a CliffsNotes version—a quick reminder of all the interviews that have come before. Yet, in a different sense, the book brings remarkably new dimensions that only Jack Schwager could tease out of his extensive interviews with the trading greats.

  The Little Book of Market Wizards is the thematic interpretation of Jack’s five dozen interviews over four books in which he boils down all the Market Wizards content into buckets or categories vital for trading success.

  In addition to the themes of aggressive risk management and the need for a unique personalized trading approach, which I have already mentioned, The Little Book of Market Wizards identifies many other common denominators shared by successful traders, with extremely useful real-life examples for each. These themes range from patience to a need for an edge, from hard work to discipline, from losing as part of the game to dealing with emotions, and from handling losing streaks to making mistakes.

  Most novice and aspiring traders errantly believe that the secret to profitable trading resides in identifying trade entry signals. Clever marketers, most of whom are not successful traders, feed this false belief, offering trading systems with a 70 percent to 80 percent win rate.

  All market participants—newbies or veterans, those struggling to succeed or those with a long history of profitability, discretionary or systematic traders, and private speculators or hedge fund managers—will soon add The Little Book of Market Wizards to their list of favorite books on trading and the markets.

  With The Little Book of Market Wizards I have found a new book to read at the end of each year. In fact, it will be the first book I will read, reread, and read again. Thank you, Jack, for another great gift to market participants.

  —Peter L. Brandt, trader

  Preface

  Over the course of the past 25 years, I have interviewed some of the world’s best traders in a quest to discover what made them so successful—a project chronicled in four Market Wizards books. I sought to answer the question: What differentiates these traders from ordinary market participants? What common traits do they share that might explain their extraordinary success?

  The Little Book of Market Wizards is a distillation of the answers to these questions. Essentially, this book provides an overview of some of the major insights garnered across the four Market Wizards books, spanning a quarter century. The Little Book of Market Wizards is not intended as a replacement for the books in the Market Wizard series, but rather as a pithy introduction. I have extracted the lessons that I thought were most important in the interviews conducted for the Market Wizards series. Individual readers, however, are likely to draw their own points of emphasis. This realization has become clear to me over the years when different readers continually mentioned different interviews as their personal favorites. Those who want to go deeper can, of course, follow up with the original interviews in the four Market Wizards books.

  Readers with an interest in trading and investing who have not read the Market Wizards books should find this book provides a concentration of valuable trading advice in a concise and accessible format. Former readers of the Market Wizards series, however, should still find this volume useful as a convenient, concise review of the critical trading lessons embedded in the original interviews.

  This book is not intended as a how-to on trading, nor is it a book on techniques for making trades. There are no suggestions or recommendations for making a fortune in the markets. Too many aspiring traders look for how-to books for a task that does not lend itself to such a formulaic treatment, while entirely missing the point that there are concepts that are essential to success in trading regardless of the methodology. Readers looking for the secret formula to making easy money in the markets will not find the answer here and are likely to be disappointed—although I would argue that they would likely be disappointed as well with the results of following the prescriptions of books that promise such an outcome. Readers who, instead, seek to build the foundation for potential success in the markets should find the ideas in The Little Book of Market Wizards valuable, if not essential.

  Although, ostensibly, this book is about success in trading, in a broader sense, it is about success in general. Readers will find that most of the traits highlighted are equally applicable to success in any endeavor. I recall many years ago, after finishing a talk on the topic of success in trading, I was approached by one of the attendees. He introduced himself and said, “I am a minist
er, and I was fascinated by how many of the points you made were also critical to my success in building a congregation.” Now, it is hard to get further from trading than the ministry, yet the same key elements seemed to apply. I suspect there are some common principles of success, and I have simply discovered them through the perspective of great traders.

  Chapter One

  Failure Is Not Predictive

  The Story of Bob Gibson

  On April 15, 1959, Bob Gibson played in his first major league game, coming in as a relief pitcher for the Cardinals as they trailed the Dodgers 3–0. Gibson gave up a home run to the very first batter he faced—an ignominy suffered by only 65 pitchers in the history of the game.1 In the next inning, Gibson gave up another home run. Gibson got a chance to redeem himself coming in as a relief pitcher the next evening, but again was hit hard by the Dodgers. Two nights later, Gibson was brought in against the Giants with two outs and two runners on in the eighth inning and promptly gave up a double. After that game, Gibson sat on the bench for a week, and then was sent back to the minors. It is hard to imagine a more demoralizing beginning.

 

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