I was chatting with the driver of my airport shuttle a few days ago and he
was telling me about his investments. He dabbles in commodity trading -
corn, sugar, etc - and he explained to me his strategy for beating the
market. Simply put, he looks for trends in price or volume and tries to
sell before the price drops.

I then asked him if he knew that other investors have the same information
and that profits might be competed away. He agreed with me and insisted
that he was *fast* - he was simply faster at spotting the trend than the
average investor.

Here's the question: how much of investing behavior is based on
self-assesment vs. rational expectations? In other words, when are
investors driven by their perception that they can beat other investors
vs. an assessment that an average investment will be profitable?

Fabio



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