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skcygbb · 2021年09月30日

为什么这个不是 anchoring 而是 gamblers fallacy

In establishing the portfolios for these new accounts, Rodriguez would like to address a recent memo from the technical analysis department that recommended overweighting clients’ portfolios in the technology and consumer goods sectors. The memo’s conclusion stated, “These sectors are depressed below their ten-year average levels. Every time that this has occurred in the past, these sectors have recovered to their mean in a short period of time.” Rodriguez believes that technical analysis has the potential to uncover opportunities where there are over- or under-reactions to relevant information.

1 个答案

王琛_品职助教 · 2021年10月01日

嗨,努力学习的PZer你好:


1

我理解同学问的是课后题 R9 的 13 题?

题目问: 最近的技术分析部门的备忘录, 最有可能反应的偏差是哪个

题目的关键词 "recovered to their mean in a short period of time",就是在诠释 gambler’s fallacy 哈

2

the gambler’s fallacy 是指人们错误地预计了某些事件回归均值的概率

有 gambler’s fallacy 的分析师会认为,不管什么行业,如果低于十年平均值,未来短期内都会回归到这个均值位置

但事实上如果受外界影响,有些行业会持续低迷,一直维持低于十年平均的水平

3

也请参考原版书 P137 的最后一段:赌徒谬误是对概率的误解,人们错误地将逆转预测为长期平均值,是一种相关的认知偏见

"a misunderstanding of probabilities in which people wrongly project reversal to a long-term mean, is a related cognitive bias"

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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