Traders.jpgPrior to the recent golden era of program trading and hedge funds, value investing played a major role in the markets. In today’s environment, stocks are largely at the mercy of large but nimble players who have the size and speed to slap stocks around in a matter of minutes or hours. The phenomenon of nontraditional forces determining prices is not restricted to stocks.

A 2007 study by the consulting firm Greenwich Associates found that the credit derivatives market — the vast network of agreements and contracts that bet on debt — now drives the pricing of the corporate bonds that underlie those derivatives, a development akin to the rabbit chasing the hound.
Money managers have complained this trend is making corporate bond prices more volatile. The study concludes: “In many ways, hedge funds have become the market.”

The oncoming wave of regulation will take a very close look at the dynamics that led to last year’s meltdown and the activity of hedge funds will likely be front and center. Based on the number of smaller buy-and-hold investors who were crushed last year, there will be a lot of pressure on regulators to reduce fast money’s grip on the markets. Consequently, hedge funds are soon going to be in the precarious position of relying on the regulators’ ability to distinguish between a new reality in the markets and outright abuse.
How Traders Killed Value Investing [WSJ]

Comments (26)

  1. Posted by guest | June 11, 2009 at 12:15 PM

    This is a good story. However the WRONG way to interpret it is to say, “we need to protect the small buy and hold investors,etc bleeding heart shit balls!”
    The fact is that finance has innovated, and the future will not be what it once was, trying to hold onto the past will only get you in trouble. In the next 10 years we will face a shifting paradigm, the smart people will figure out what that is – and believe me there will still be a place for the small investor, some enterprising fellow will find a place for him – , not try to keep it from happening.

  2. Posted by guest | June 11, 2009 at 12:21 PM

    Whatever happend to The Blackstone Groupie? That guy had an awesome buy and hold portfolio

  3. Posted by guest | June 11, 2009 at 12:24 PM

    Benjamin Dover for SEC Chairman!!!!

  4. Posted by guest | June 11, 2009 at 12:24 PM

    @1, honest question -
    my take away was that the underlying value of a stock was no longer the company fundamentals, but the way large position traders were treating it (or felt about it).
    If this is the case, how is innovation a good thing? or more importantly, how does innovation correct itself?

  5. Posted by guest | June 11, 2009 at 12:24 PM

    I immediately knew this was an Anus post by the yahoo finance-esque title and the overused clip art image. The WSJ link was all the confirmation I needed.
    Anus, you are shit.

  6. Posted by guest | June 11, 2009 at 12:24 PM

    ANUS!

  7. Posted by guest | June 11, 2009 at 12:30 PM

    4 My take is that this impacts only the very short term. Like the big swings that come in mid afternoon as the levered ETF’s adjust their portfolios. If you’re a believer in value investing for example you will conclude that the fundamentals should win out over the long run. The new reality however means tht you need to adjust your entry strategy – that is, have a nimble trading desk – to avoid being burned by the short swings.

  8. Posted by guest | June 11, 2009 at 12:31 PM

    greg you depress me

  9. Posted by guest | June 11, 2009 at 12:34 PM

    Can Greg qualify his finance experience for us? I’m having doubts that he had a finance job.
    Greg sucks. heehee

  10. Posted by guest | June 11, 2009 at 12:35 PM

    They are having a Phallus Phalanx at my office this afternoon, should I invite Greg?

  11. Posted by Debter | June 11, 2009 at 12:38 PM

    Dude, you start out by talking about whipping stocks around through computer trading, etc…
    Then you go on to use a statement about corp bonds and CDS, and how the later is driving the pricing of the former (which it is and has been for years) to some how validate your point.
    Is it stock volatility (the fast money) or the tail wagging the dog (CDS and bonds) you’re talking about. Fast money doesn’t whip in and out of bonds.

  12. Posted by guest | June 11, 2009 at 12:38 PM

    Greg, your CV pls

  13. Posted by guest | June 11, 2009 at 12:41 PM

    12
    Greg, no obscene watermarks on the paper you print your CV on please.

  14. Posted by guest | June 11, 2009 at 12:41 PM

    @4 that’s a valid question, 7 hits on part of it very competently. The other part is that when you have a situation where hedge funds move/manipulate markets it’s a change in the power dynamic. the fundamentals are still there, but instead of people looking to make deals with the management of a corporation, people are going to look to make deals with the traders.
    and that comes from both sides, the mgmt is making deals with the traders as well

  15. Posted by guest | June 11, 2009 at 12:44 PM

    Greg, pls report to HR as soon as you get this message.

  16. Posted by guest | June 11, 2009 at 12:45 PM

    @11
    Right on.

  17. Posted by guest | June 11, 2009 at 1:09 PM

    @15
    I have decided not to report to the HR office. My corner office suits me just fine. Besides, I hear the car horn of my pimp down the street.

  18. Posted by guest | June 11, 2009 at 1:15 PM

    I don’t know who Greg is, but I’d wager he drinks Smirnoff Ice.

  19. Posted by guest | June 11, 2009 at 1:20 PM

    Greg, thanks for taking the paragraph suggestion to heart. Now, can we work on stylizing the titles of the posts for a mo’? Please, please, please– mix it up a bit. We can only take so much of the rhetorical questions. Take a view and stick with it for a change.
    Regards,
    Your TA from Lit 101

  20. Posted by guest | June 11, 2009 at 1:28 PM

    Is the point of the article that programmed trading is out of control? Its sole purpose is to generate fees. It reminds me of a botnet, set in motion by the American Business Group.

  21. Posted by guest | June 11, 2009 at 1:35 PM

    @7 and 14,
    Thanks for the explanation.
    4

  22. Posted by guest | June 11, 2009 at 1:53 PM

    When was this golden era of value investing? Ben Graham’s metaphor of the manic-depressive Mr. Market is at least 80 years old.

  23. Posted by guest | June 11, 2009 at 2:21 PM

    greg is bwarney fwank

  24. Posted by guest | June 11, 2009 at 2:40 PM

    The SEC should impose restrictions on short-swing profits. For instance, it could extend Section 16 of the 1934 Act, prohibiting short swing transactions and recouping the resulting profits, to all investors. That way, everyone is a buy and hold investor.
    Finance personnel are more aptly described as terrorists than the 9/11 hijackers.
    Discuss.

  25. Posted by guest | June 11, 2009 at 2:41 PM

    I am Greg’s twin brother. He is the more Danny Devito one.

  26. Posted by guest | June 11, 2009 at 3:50 PM

    Can The Greg Michaels Era Survive?

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