zero sum game?????????????

Discussion in 'Trading' started by madmunny, Feb 25, 2006.

  1. #151     Feb 26, 2006
  2. Within the context of those definitions, can we explain how the corn farmer lost? If we decide he lost because of forgone profits, then everyone who sells a rising stock also loses, which would lead us to believe the equity market is also a zero-sum game.

    A broader definition of "zero-sum game" might help:

    http://en.wikipedia.org/wiki/Zero-sum
     
    #152     Feb 26, 2006
  3. Umm. I think I already did a couple times. Let's try again. He sold a futures contract. The price of corn went up. His account was debited (by the same amount that someone elses account was credited).

    I really don't know what to tell you. dictionary.com, the cme and the cbot, all say the futures market is a zero-sum game
     
    #153     Feb 26, 2006
  4. Futures is zero-sum period. You may be using future contracts to hedge other positions but that is irrelevent to whether futures is zero-sum because what happens outside the futures market is irrelevent when discussing the futures.

    It doesnt matter what the participants goals are. For every $1 made in the futures market a $1 is lost. I don't care if someone paid you $50,000 to intentionally lose $10,000 in the futures market. The fact that you net'd out $40k positive doesnt mean that you did not lose $10k in the futures market. The $50k is not part of the futures market. Your motives, goals or what you had for breakfast does not change the fact that its zero-sum.
     
    #154     Feb 26, 2006
  5. patoo

    patoo

    Excuse me if somebody already said this.......

    Fresh Meat is the reason it is NOT a zero sum game. That is what pays the commissions to CME, CBOT, Merrill Lynch, etc and the traders that are winners of the game.

    Without a daily influx of new capital we would all be out looking for work, because the leaches would eventually bleed the market dry.
     
    #155     Feb 26, 2006
  6. I don't know about you, but the market doesn't have to go up for me to make money..

    As for the commissions, they are paid by everyone, not just the losers.
     
    #156     Feb 26, 2006
  7. We agree the value of the corn contract was $50k at the time it was created. We also agree the value was $60k at the time of physical delivery.

    The person taking physical delivery paid the corn farmer $50k. Within the futures market, there must be an offset of $50k for it to be a zero-sum game in mathematical terms. I don't believe there is such an offset.

    The $60k market value is moot -- within the futures market -- for the parties involved in physical delivery. The $10k profit is made when the corn is sold to another party, but that profit does not occur within the futures market.
     
    #157     Feb 26, 2006
  8. patoo

    patoo

    The outflow of money has nothing to do with price. The capital is syphoned off regardless the the price movement. They get a commission which ever way the price goes including sideways.


    .........corn, perhaps. But how many people are taking delivery of anything in the SP/ES/NQ/ND contracts. The number of open contracts left at the end of a contract's time is practically nothing.
     
    #158     Feb 26, 2006
  9. 1000

    1000

    What if the corn got washed away by hurricane Katrina, but it was insured, however, the amount in storage was not known, and an amount greater than 50K got claimed?

    It is not zero sum. The only way it can be so, is if God thinks he is Bill Gates, and 200 buy and sell contracts can be matched per second every single trading day, assuming all indexes are coupled.
     
    #159     Feb 26, 2006
  10. this thread is amazing.

    it is incontrovertible that futures are a zero sum game

    it is incontrovertible that stocks are not

    fwiw, technically speaking, a zero sum game can still be theoretically a net neutral outcome game, however any system that is NOT a net neutral outcome game (once slippage and commissions are factored out) CANNOT be zero sum. by definition.

    so, in brief (analytical reasoning time yo)

    net non-neutral outcome is sufficient but not necessary in proving a system to be non zero sum

    net neutral outcome is necessary, but not sufficient for proving a system is zero sum

    rinse, lather, repeat


    the fact that there are still people arguing otherwise is either the most amazing example of cognitive dissonance in recent history (somebody call the APA), or the most amazing example of intentional ignorance - not that there is much of a difference.

    for people who have a hard time understanding this - use the closed vs. open system analogy. or my gizmo widget analogy.

    or if that does not work, i suggest a full frontal lobotomy.
     
    #160     Feb 26, 2006