The problem of too much money

Monday, 26 November, Year 4 d.Tr. | Author: Mircea Popescu

No such thing, right ? Heh. Let me illustrate how this goes :

Engineer : Hi, I would like to make a car and need financing.
Financier : How much would you need ?
Engineer : Well... about 5k I think.
Financier : Tell you what, you're our beloved Engineer and we trust you. So we'll give you 50k.
Engineer : O gosh jolly. Well in that case... I won't make a car anymore. I'll make a talking tin woman.
Financier : You have any experience with making tin women ?
Engineer : Not really... but I've always dreamed of trying it, ever since I was a kid!
Financier : Do you have any reason to suspect a tin woman can even be made in the first place ?
Engineer : Not really, so why not ?
Financier : Sounds legit. Here's the 50k.

Does that sound legit to you ? It doesn't, does it. It sounds motherfucking insane on a stick, doesn't it. Well... that's kind of unfortunate, because it happens to be exactly how inflationary economies work (to revisit that old topic). We have the problem of way too much money, useless stupid unwanted money that nobody knows what to do with.

Take the example of LTCM (Long Term Capital Management). A douche by the name Meriwether got kicked out of Salmon Brothersi and not wanting to enter any regulated trade he set up shop as a hedge fundii. He hired Scholes, of Black-Scholes fame and Merton, of Merton Model fame, and a bunch of other people.

The idea was quite slick and pretty workable : Each year there's a new issue of 30 year Treasuries. These are very liquid, being "on the run". Last year's treasuries, being "off the run" aren't quite as liquid. Because of this, they're a little cheaper than their 30 year counterparties would imply. Factually there's not much reason for this difference, the two make the same, come from the same issuer etc. They're equal instruments in pretty much all aspects, but they're still distinct and as such there's discrepancies in price. The idea was to arbitrage this difference.

LTCM collected over one billion dollars in capital. If you've been following up to here you probably have a question in your mind : what in the world were they going to do with a billion of their own money ? Good question. The fund had access to heavy leverage, as high as 100:1 in many cases. One billion leveraged 100:1 means one hundred billion, and turn it any way you please there's not going to be room for deplyoing a hundred billion in capital for the purpose of arbitraging minute differences between the 29 y T and the current T. There just can't be.

So they started dicking around with stock options, betting on mergers, the works. At some point they were the main seller of vega on the S&P 500, which was in great demand (precisely because the market knew anyone selling it is going to bite a steel girder).

The crater left behind their implosion still stands. The cause of that crater ?

Financier : How much would you need ?
Engineer : Well... about 5k I think.
Financier : We'll give you 50k.

Why ? Because there's money, fake, bullshit, useless, fiat money constantly being pumped into the economy. This money is a fucking burden of the first degree on the shoulders of the people who do capital allocation, which is to say the investment bankers, fund managers and all the rest of the "evil" "financial elite". You see, the curse of money is that you have to do something with it. You can't simply take the Seinfeld out and "Why should my money work for me ? Let my money relax, I've worked hard enough for it."

So what are youare you going to do with it ? Tin women, that's what.

The problem inflationary currency bestows upon capital allocators is insolvable. They are given money of no certain value (pretty much the only sure thing about the paper currency is that it is, literally, burning in your hands, it ticks away like a bomb, it blows in the wind like dust - all this while you're holding it) and have to do something with it. They always, always, always, absolutely always have more than is in fact needed.

The end result ? Well... certainly not more nigger homeowners, certainly not more teenage responsible mothers, certainly not more of the hungry clothed and certainly not more of the shivering fed. There's just as many homes and homeowners, teenagers and parents, food and clothes as there were before. Those things of the real world are inelastic, and as discussed in the linked article no matter how much "money" Bernanke helicopters into the state of New York, not one single turkey is going to materialize out of thin air. Money does not make prosperity, money simply measures prosperity that already and independently exists.

The end result is nothing else than a horde of poor unfortunate fucks running around like headless chickens trying to stuff bills where they don't belong, trying to give engineers that need 5k to build a car 50k instead and generally speaking wreaking all sorts of havoc.

Capital misallocation is the magic word. Inflationary systems produce it, necessarily, unavoidably and unerringly. Capital misallocation is the feared word. Its effects are the Holodomor, its effects are the collapse of Socialism, both in Russia and Eastern Europe, its effects are without exception and without possible salvation unmitigated disaster.

Capital misallocation is actually the principal reason inflationary models do not hold, do not work and do not help. Let capital allocators allocate capital, rather than impersonate headless chickens. We'll all be better off for it. Including the hungry, the cold, the ethnically colored and the lusciously hipped. Everyone'll be better off, just leave the currency be.

———
  1. For allowing some subordinate to make a false bid on US Ts, then to cover it up, then spending four months dicking around with the rest of the big whigs on the topics of who shall call whom to report it, all the while allowing the subordinate in question to retain his position, make another fake bid, get investigated and land Meriwether a 50k civil penalty. []
  2. Which are, or at least were, pretty much immune to any regulation, on the theory that if rich people want to waste their money let them and if they don't let them do their due diligence themselves as they can afford it and should know better. []
Category: Actiuni si Optiuni
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42 Responses

  1. Omega Peter`s avatar
    1
    Omega Peter 
    Monday, 26 November 2012

    Aparent toti stim ce sa facem cu ei, real....cam deloc

  2. Best article yet; the popular focus on inflation when talking about central bank money printing is too simplistic. The misallocation story is much more to the point. I did not fully understand it when Detlev Schlichter tried to describe the misallocation problem in his book; your way is much easier to understand. I hope "tin women" becomes a new shorthand for the effects of fiat debasement.

  3. Mircea Popescu`s avatar
    3
    Mircea Popescu 
    Wednesday, 28 November 2012

    @Paul Troon Hehe I guess that's a distinct possibility.

  4. Thank you for writing this. Brilliant and insightful, easy to understand. I will be sharing widely.

  5. Mircea Popescu`s avatar
    5
    Mircea Popescu 
    Monday, 17 March 2014

    My pleasure.

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