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Investing fundamentals, market logic, and the discipline behind good decisions.

Case Studies

The Meme Stock Episode: When Coordination Meets Leverage

The 2021 meme stock episode showed how coordinated retail buying could produce extraordinary price movements, and how the distribution of outcomes among participants was extremely uneven.

July 11, 20264 min read
Case Studies

Overconfidence: The Investors Who Traded Most Were Sure They Were Right

Research links overconfidence directly to excessive trading and inferior returns. The mechanism is not that confident investors choose worse, but that they choose more often.

July 11, 20265 min read
Case Studies

Home Bias: Why Investors Overweight Their Own Country

Home bias is the documented tendency to concentrate holdings in domestic securities far beyond what a global allocation would imply, driven by familiarity rather than analysis.

July 11, 20265 min read
Case Studies

Chasing Performance: Why Money Arrives at the Top

Fund flows consistently follow past performance, meaning capital arrives after gains and departs after losses. The pattern is measurable, systematic, and precisely backwards.

July 11, 20265 min read
Case Studies

Survivorship Bias: The Records We Never See

Survivorship bias systematically removes failures from the record, causing investors to overestimate the odds of success in nearly every domain they examine.

July 11, 20264 min read
Case Studies

Enron: When the Accounts Are the Product

Enron's collapse showed that reported earnings are an interpretation rather than a fact, and that an investor who cannot understand how a company makes money has no basis for owning it.

July 11, 20265 min read
Case Studies

The 2008 Financial Crisis: When Everything Correlates

The 2008 crisis demonstrated that diversification calculated from historical data can vanish precisely when it is needed, because the conditions that cause a crisis are the conditions that make everything move together.

July 11, 20265 min read
Case Studies

Lehman Brothers: What Leverage Means in Practice

Lehman's failure demonstrates that a highly leveraged institution can be destroyed by a modest decline in asset values, and that a business dependent on short-term funding can fail while still nominally solvent.

July 11, 20264 min read
Case Studies

The Flash Crash of 2010: A Market That Briefly Ceased to Exist

The Flash Crash showed that prices are not a fact but a consequence of someone being willing to transact, and that this willingness can withdraw almost instantaneously.

July 11, 20265 min read
Case Studies

The European Debt Crisis: When Words Move Markets

The European sovereign debt crisis demonstrated how expectations become self-fulfilling, and how a credible commitment can alter outcomes without any action being taken.

July 11, 20265 min read
Case Studies

Wirecard: When the Watchdogs Chase the Critics

Wirecard's collapse showed that institutional endorsement is not evidence, and that scepticism was punished by the very authorities charged with protecting investors.

July 11, 20265 min read
Case Studies

Archegos: How a Single Portfolio Cost Banks Ten Billion Dollars

Archegos combined extreme concentration, heavy leverage, and exposures invisible to each lender individually, demonstrating how quickly such a structure unravels.

July 11, 20264 min read
Case Studies

The COVID Crash: The Fastest Fall and the Fastest Recovery

The 2020 crash and recovery demonstrated that the shape of a decline carries no information about its duration, and that acting on a correct forecast about the world can still produce a poor result.

July 11, 20265 min read
Case Studies

1974: The Long Returns Available at the Moment of Greatest Despair

The 1973-74 decline produced a level of pessimism so complete that equities were widely written off. The returns available to those who bought at that point were extraordinary.

July 11, 20265 min read
Case Studies

The Lost Decade: Ten Years of Holding and Nothing to Show

The 2000s produced a negative total return for the broad American market over a full decade, testing the assumption that a long horizon guarantees a reward.

July 11, 20265 min read
Case Studies

A Ninety-Four Percent Decline: The Price of Owning a Great Company

The businesses that produced the greatest long-term returns inflicted devastating declines along the way. Owning them was never the difficult part; keeping them was.

July 11, 20264 min read
Case Studies

Missing the Best Ten Days: A Statistic That Requires Careful Handling

The best-days statistic is real but is frequently deployed misleadingly, since the symmetrical calculation for the worst days produces an equally dramatic and opposite result.

July 11, 20265 min read
Case Studies

The Crashes That Never Came: The Cost of Waiting for the Fall

Predicted crashes that failed to arrive are absent from the record, yet the cost of waiting for them is real and has been substantial for those who did.

July 11, 20265 min read
Case Studies

What Thirty Case Studies Have in Common

Across four centuries of financial disaster, a small number of mechanisms recur: leverage, concentration, correlation, narrative, and the substitution of price for value.

July 11, 20265 min read