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In the derivatives world, there's a saying for trying to bet against highly unlikely events with catastrophic risk for small gains: "picking up nickels in front of a steamroller." The issue is when you pick up enough nickels and watch for the steamrollers vigilantly first few times, you grow complacent and think that you are the master of nickel pickers and steamrollers are slow mofo's. You try to pick more nickels and linger longer in front of incoming steamrollers.

See debacle of Long Term Capital Management. Options trader take profit/loss as soon as a humble target is hit. It's as in life, the biggest loss is the complete loss of your physical capital which takes you out permanently of the game. Gamblers focus on the potential profits and get high on how their luck evaded fate in one nick of time, traders focus on preservation of capital.



I think LTCM's problem was more that they picked up all the nickels in front of steamrollers.

But it looked like there were some more nickels out in the middle of an 8-lane freeway...


Gutfreund to John Merriweather (LTCM's founder) "One hand, one million dollars, no tears."

To which Merriweather replied "if we’re going to play for those kind of numbers, I’d rather play for real money. Ten million dollars. No tears."

Gutfreund declined. In fact, he smiled his own brand of forced smile and said, “You’re crazy.”

No, thought Meriwether, just very, very good."

https://s3-ap-northeast-1.amazonaws.com/booksikindle/html/Li...




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