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How a Doctor beat Wall Street (vanityfair.com)
142 points by jakarta on March 2, 2010 | hide | past | favorite | 68 comments



A lot of people are suggesting that it was immoral of Burry to profit from his insight instead of warning people of the impending calamity, yet what message speaks more forcefully? Saying you think the market is going to implode, vs. paying millions of dollars to insure specifically against that happening?

No one would have listened to his warning, and indeed his investors didn't like hearing it. Burry is not the bad guy in this epic catastrophe.


Instead of profiting off people suffering from bad investments in housing, Burry should have stuck with his career in neurology and profited off people suffering from brain cancer.


In the article he described in several ways how he had no real interest in medicine, just drifting into it because it seemed easy to study, and was physically repelled by the sight of people being operated on. This is not the kind of person you want operating on you.



Also he was not exactly an outsider:

In early 2004 a 32-year-old stock-market investor and hedge-fund manager, Michael Burry

For everyone that lost big in the collapse someone made out like a bandit beforek, durring, or after it.


Not exactly an insider either - raising money for his hedge fund as a doctor with a blog.


Another superb article from vanity fair. There was another one a week or so ago about a former sniper in Afghanistan.

Reading this reminded me of when I read about Jeff Greene about a year ago - another guy who made a mint from the housing/mortgage bubble collapse. See: http://www.forbes.com/forbes/2008/1006/266.html

I love these types of stories - an 'outcast' who spots a trend and is either ignored or heavily critised for their point of view, but ultimately proved right and met with a deafening slience.

It echoes a now infamous incident that happened in Ireland in 2007, when we were at the height of our own property boom. The then Prime Minister (or Taoiseach) Bertie Ahern, said that "that he did not know how people who engaged in moaning about the economy did not commit suicide". http://www.rte.ie/news/2007/0704/economy.html Since then, Bertie has left his office in controversial circumstances over alleged corruption, and those who his remarks have been aimed at, such as courageous economists David McWilliams and George Lee, are held up as visionaries who warned about the dangers of excess when everyone else was gorging at the trough. As a result, the Irish taxpayer is to become the single largest owner of real estate in the WORLD, to the tune of €55bn ($75bn), because of the generous nature of the Irish Government bailout of the greedy Irish banks. This is in a country of just 4.5m people, which makes it all the more staggering. The Irish Government has bet the future of our country on the recovery of the Irish real estate market, and the youngest generation currently will end up paying for this stupidity over the next 50 years.

p.s. For all those who reckon it's morally wrong to make a fortune from a slump or crash, how is that different from making money in the good times? People are always borrowing foolishly (when the banks allow them to) and get into trouble even when the economy is doing ok. It's just these stories dont receive a mention when the media, along with everyone else, gets caught up reporting how fabulously brilliant we all are when times are good.


Not that Vanity Fair doesn't have high standards, but the author of the article(actually a chapter of his new book) was Michael Lewis, who is quite a good writer by himself. :)


I loved this article (i thought the personal bits were a good foundation to the entire story). Thanks for sharing it.


what part did credit rating agencies like Moodys have to play in all this? They seem to have escaped from quite a lot of scrutiny in all of this...


It's pretty obvious the role they played. They're expected to be the arbiters of what the risk is. They were setting the risk value for things they had no clue about. It was simply incompetent negligence and no one should be trusting them anymore.


It's a lot worse than 'setting the risk value of things they had no clue about.' It was, flat out, a conflict of interest:

The AAA ratings given by the agencies proved to be wildly inaccurate and unreasonably high, according to the suit, which also said that the methods used by the rating agencies to assess these packages of securities were seriously flawed in conception and incompetently applied

The ratings agencies no longer played a passive role but would help the arrangers structure their deals so that they could rate them as highly as possible, according to the Calpers suit.

More @ http://www.ritholtz.com/blog/2009/07/calpers-rating-agencies... (this is just but one example of Barry Ritholtz extensive coverage of this issue. McGraw Hill dropped his book b/c of his payola (acurrate) line about S&P's efforts at this in particular.



> what part did credit rating agencies like Moodys have to play in all this?

Don't forget the SEC. It gave a ratings monopoly to Moodys and two others (whose name escapes me).

Yes - the SEC said that the ratings from Moodys and the other two are the only ones that count for regulatory purposes. What could go wrong....

Regulation is systemic risk.


One of the best parts of this story is how crude a model can be and yet yield tremendous value. A dozen metrics on the underlying loans of the security and "most ARMs reset in two years" giving 3 years as the window for the market to fully recognize how bad the loans were.


The complicated part is all the crude models that don't do much at all that you have to trudge through to get the few worthwhile models.


It is too bad that there isn't a place in the medical field for people like this. I think medicine is suffering from a lack of analytical minds.


The article was good, but the personal life stuff was a waste of time.

The message is clear - don't be afraid to see what others are blind to.


I don't know if I quite agree with that.

If you look at a lot of value investors / contrarians, you will see that a good number of them were exposed early on to the kinds of irrational thinking that can occur with crowds. I think these experiences make it much easier to take the approach where you go buy something that everyone else hates.

Buffett grew up when the Great Depression was still fresh in people's minds. Carl Icahn experienced prejudice for being jewish. George Soros had to hide from Nazis as a child.


Sorry for the offtopic, but jakarta, would you mind if I ask for your email? I had a few questions regarding analyst work. (My contact is in my profile). I'd appreciate your feedback if you have some time.


postalservice@gmail.com


George Soros had to hide from Nazis as a child.

I hardly blame him for having to hide, but did he have to go out and help confiscate the property of his fellow jews? Couldn't he have stayed home? Not to mention that he's been convicted of insider trading.

http://www.google.com/search?client=safari&rls=en&q=...

KROFT: (Voiceover) You're a Hungarian Jew...

Mr. SOROS: (Voiceover) Mm-hmm.

KROFT: (Voiceover) ...who escaped the Holocaust...

(Vintage footage of women walking by train)

Mr. SOROS: (Voiceover) Mm-hmm.

(Vintage footage of people getting on train)

KROFT: (Voiceover) ... by -- by posing as a Christian.

Mr. SOROS: (Voiceover) Right.

(Vintage footage of women helping each other get on train; train door closing with people in boxcar)

KROFT: (Voiceover) And you watched lots of people get shipped off to the death camps.

Mr. SOROS: Right. I was 14 years old. And I would say that that's when my character was made.

KROFT: In what way?

Mr. SOROS: That one should think ahead. One should understand and -- and anticipate events and when -- when one is threatened. It was a tremendous threat of evil. I mean, it was a -- a very personal experience of evil.

KROFT: My understanding is that you went out with this protector of yours who swore that you were his adopted godson.

Mr. SOROS: Yes. Yes.

KROFT: Went out, in fact, and helped in the confiscation of property from the Jews.

Mr. SOROS: Yes. That's right. Yes.

KROFT: I mean, that's -- that sounds like an experience that would send lots of people to the psychiatric couch for many, many years. Was it difficult?

Mr. SOROS: Not -- not at all. Not at all. Maybe as a child you don't -- you don't see the connection. But it was -- it created no -- no problem at all.

KROFT: No feeling of guilt?

Mr. SOROS: No.

KROFT: For example that, 'I'm Jewish and here I am, watching these people go. I could just as easily be there. I should be there.' None of that?

Mr. SOROS: Well, of course I c -- I could be on the other side or I could be the one from whom the thing is being taken away. But there was no sense that I shouldn't be there, because that was -- well, actually, in a funny way, it's just like in markets -- that if I weren't there -- of course, I wasn't doing it, but somebody else would -- would -- would be taking it away anyhow. And it was the -- whether I was there or not, I was only a spectator, the property was being taken away. So the -- I had no role in taking away that property. So I had no sense of guilt.


hey judging people who went through horrific experiences looks like fun! can I play?


> hey judging people who went through horrific experiences looks like fun! can I play?

Those horrific experiences weren't accidents. They happened because enough folks said "it's okay for me to do {bad thing} because {excuse}".

Also, imagine the response if it came out that a Pope or a Republican had done something similar.


I have never bought the grassroots explanation of history, on the good or bad side. bad people bend good people and good systems to their purposes because they can. I'm wary about assigning excess blame to people responding to the incentives placed in front of them, even under ideal conditions. there are good reasons why intent plays such a large role in our conception of justice.


> there are good reasons why intent plays such a large role in our conception of justice.

Actually, the reason that we consider intent is that we think that intent has some bearing on outcome. The argument is "but for {unexpected}, the outcome would have been good".

However, if {unexpected} is not actually unexpected, that argument does not apply.

> I'm wary about assigning excess blame to people responding to the incentives placed in front of them, even under ideal conditions.

In what universe is it "excess" to blame someone for the expected outcome of their actions?

They got some benefit for cooperating with evil - why is it wrong to blame them for that?


I actually liked the personal life stuff a lot - I can describe myself as someone "happy in my own head" and with few friends too (but with far less money :P ).

I find it fascinating that he married twice, too. Maybe I should move to the US :) .

Of course the personal stuff has been novelized and simplified a bit, but that's to be expected :)


I agree. I had trouble identifying with the guy so I ended up skipping the personal life stuff. The part about the market and his hedge fund was fascinating though.


I agreed with you at first, but as the article progressed I think the personal life was an extremely important aspect for connecting with him. Personally I really enjoyed it.


Survivor bias: If I let hell loose on enough monkeys to bet on financial market before the bubble bursted, some of them would eventually "beat the wall street" and "forsee the burst" and earned themselves interviews, book deals and recognition.

The monkeys could have a chance to talked about their models then.


Did you even read the article?


I did; what's the problem with my comment?

Just to add: lots of people also bet against bubbles at any point of time of the bubble. But they were forced out of business before the bubbles could even burst( "Market can remain irrational longer than you can remain solvent"). Only a handful survived and we thought that they have special skills or magic formula.

You underestimate the element of luck in the world of investment.


Timing is everything, but Burry was careful to find a long-term bet with limited downside. He wasn't shorting stocks - he was buying credit-default swaps which are essentially insurance policies.

"For instance, you might pay $200,000 a year to buy a 10-year credit-default swap on $100 million in General Electric bonds. The most you could lose was $2 million: $200,000 a year for 10 years. The most you could make was $100 million, if General Electric defaulted on its debt anytime in the next 10 years"


He was successful because the bubbles burst before he went burst.

You'll never know when the bubbles will burst.


nsoonhui's comment still applies. For instance, call options also have limited downside, but still the limit is 100% of your investment. And most of the time you do lose 100%.

Apparently, Burry's achievement was that he found a way to "short" something when there was no "off-the-shelf" product to do so. Even so it's not easy to separate skill from luck.


I reread the article, it is that good. However, one moment does seem extremely unusual.

How does one go from being active on investment forums to securing a few million from very experienced investors.

It is one of those one in billion occurences. I am sure Mike Burry would have done alright even without it, but still there must be more to the story.

Hopefully, full book goes into more detail.


Maybe I can help fill the gap a bit.

There is an online forum for value investors called value investors club.

In order to become a member, you have to submit an investment idea which is then evaluated. If it is good enough, you get in and become a member.

The forum was started by Joel Greenblatt, of Gotham Partners. What Greenblatt does is monitor the users on the site and gauge their abilities based on ideas... if their ideas are good enough he usually contacts them to make a seed investment so that they can start a hedge fund.

Pretty much any fund connected to Gotham gets the attention of other investors and it is usually pretty easy for them to scale up afterwards. e.g.: going from 0M --> 200M in just a few years. Its sort of akin to how companies funded by YC can sometimes have it easier when attracting VC funding.


What is he doing now? I hope he is still investing.


From what I have heard, he is in the middle of a lawsuit right now with some of his investors.



A very compelling read.


I second that. It was as if I read smoothly written SF novel (by Henry Kuttner). And yet it was about real people and events.


It's great that this guy has a gift but let's call what he does for what it is: exploitation. Countless pension funds and state budgets are in shambles because of people like him.


Actually, it's the "shorts" who tend to keep the market honest.

The fact that it was so hard to short subprime mortgage bonds probably kept the bubble going even longer.


I can only hope you're kidding. Those pension funds and state budgets are in shambles because they were underfunded and relied on the market to tell them the value of their holdings rather than the kind of fundamental analysis performed by Burry, because the market gave their investments ridiculous rates of return.

"Mark to market" is dangerous because it equates your option of selling an asset at the market price with the actual exercise of that option. It would be better to model the asset using the actual stopping times the firm uses to decide when to sell (on the portfolio as a whole).


Why would I be joking. How is expecting the common decency from a fellow human being to tell you that you're standing on a live train track funny? The money managers/investors screwed over an entire economy because they were greedy and were willing to exploit esoteric financial laws/practices and consumer ignorance to sacrifice money that wasn't their own. There is no joke here.


Any con game relies on the greed of the mark.


Wrong. He was simply betting that subprime loans were a huge risk that was going to go bust. If you need to blame someone, go for the people who made these loans in the first place, or the ratings companies for failing to spot the disaster.


He did more than just place a bet. He carefully read the prospectus of the individual bonds he was shorting. He looked into the underlying loans that the bond was based on. He saw: no income verification, no down payments, and inflated home prices. This is something the people buying the bonds could have and should have done themselves.


I'm not blaming anyone. I'm just pointing out that in a financial system where shit like this happens over and over again, i.e. hard working people entrust their money to money managers/investors (cough heartless gamblers cough) to invest wisely so the economy overall can prosper from the capital infusion and so the people investing in the future can have a future but they only live long enough to see all their savings vanish, is fundamentally broken and needs to be fixed.


If by "failing to spot the disaster" you mean : "this thing's gonna crash, now shut up and make some money by saying it won't" - then I agree :) .


The people you should be mad at are the ones that actually created the problem in the first place. These problems wouldn't have existed without the Federal Reserve's low interest rates and politicians like Barney Frank who enabled the GSEs. You should be outraged at the arrogance of those people who think that they can make decisions for the entire country that should be made by millions of informed individuals.


That's like saying don't be mad at the guy holding the gun and pulling the trigger, be mad at the guy that made the gun. I refuse to reduce people to simple automatons responding to incentives created by those in a more powerful position.


The financial system is so convoluted and complicated that it does not matter how many informed individuals are making choices, there are bound to be loopholes. It's taking advantage of these loopholes that screws millions of people in the process that I find unjustifiable.


The point I am trying to make is that the Federal Reserve can never determine the "right" interest rate. It is a decision that has to be made by the individuals on the market, precisely because the financial system is so complicated. Similarly, Barney Frank and George W. Bush shouldn't be able to decide that Americans all need to own their own home. These two factors combined to give us the housing bubble. Too much money combined with a distortion of supply and demand in the housing market.

For more information see this talk on The Morality of Investing and Financial Markets: http://vimeo.com/9182745


Those pension funds and states should not have invested in dangerous securities. Let's face it: the money seemed easy and these guys took very dangerous investments, with money that was not safe to play with.


Actually, they relied on rating agencies that said these were not very dangerous securities. They should have done their own homework, but there are regulations on valuing a pension fund's holdings. The government fell down by not ensuring the soundness of those regulations in practice.


It's great that you're spreading around the blame like butter but the fundamental fact still remains that in the end it is individuals that make these choices and no matter how you look at it these individuals acted amorally and unethically.


That doesn't justify what he did. The right thing to do would have been to let people know of what was happening. Just because the financial system rewards greed/selfishness does not mean people shouldn't act ethically when the consequences of their actions could mean the loss of hard earned money by honest hard working people with families, medical expenses, college loans, etc. Then again the guy has Asperger's syndrome so most of the ethics and empathy is probably lost on him.


I attended a talk by Michael Lewis a little over a year ago. One of the questions I asked him was whether or not he believed financial journalists dropped the ball with reporting on the bubble that led up to the crisis.

Lewis made the point that many journalists had in fact written stories about the real estate excess but those stories were simply ignored.

In addition, if you read The Greatest Trade, you will see that while Burry was pretty early, he was by no means the first to call the trade.

One company I own shares in, chose to publicly detail a very similar CDS trade in their 2006 letter to shareholders. This was before CDS prices skyrocketed and left any investor with ample opportunity to protect themselves from the fall out. At the time, it only cost $1 to $1.5M to buy $100M of protection on banks such as Lehman Brothers or Bear Stearns defaulting.

Most people just choose to ignore the possibility of a bubble bursting. They think the music will keep playing. I remember when I was buying shares in the above mentioned company back in the summer of 2007, when we started seeing subprime's true problems via the troubles at New Century Financial and others. Most commentators and analysts stupidly believed that the problems would not spread beyond subprime mortgage borrowers. But if you had looked at the data, you would have seen that as a result of the leverage employed, by multiple parties, things were much more intertwined.


He had no prestige, no mouthpiece, and no people skills. What was he supposed to do, stand on the sidewalk with a sign saying, "The sky is falling?" He made a crapload of money seeing through the hype while everyone else thought the only way to make money was to ride the bubble even if they didn't believe in it. He set an excellent example. Next time, if there are more people like him, the bubble won't grow so far out of proportion with reality.


The politicians were warned over and over again. They denied that any problem even existed. Here's what Barney Frank had to say:

For example, during a hearing on September 10, 2003, before the House Committee on Financial Services considering a Bush administration proposal to further regulate Fannie and Freddie, Rep. Frank stated: "I want to begin by saying that I am glad to consider the legislation, but I do not think we are facing any kind of a crisis. That is, in my view, the two Government Sponsored Enterprises we are talking about here, Fannie Mae and Freddie Mac, are not in a crisis. We have recently had an accounting problem with Freddie Mac that has led to people being dismissed, as appears to be appropriate. I do not think at this point there is a problem with a threat to the Treasury."

(http://www.judicialwatch.org/news/2009/dec/judicial-watch-an...)


That quote is one of many:

"I worry, frankly, that there's a tension here. The more people, in my judgment, exaggerate a threat of safety and soundness, the more people conjure up the possibility of serious financial losses to the Treasury, which I do not see. I think we see entities that are fundamentally sound financially and withstand some of the disastrous scenarios. And even if there were a problem, the Federal Government doesn't bail them out . But the more pressure there is there, then the less I think we see in terms of affordable housing."

Rep. Barney Frank (D., Mass.) House Financial Services Committee hearing Sept. 10, 2003

"I think this is a case where Fannie and Freddie are fundamentally sound, that they are not in danger of going under. They're not the best investments these days from the long- term standpoint going back. I think they are in good shape going forward. They're in a housing market. I do think their prospects going forward are very solid. And in fact, we're going to do some things that are going to improve them."

Rep. Barney Frank (D., Mass.) July 14, 2008

"I join as a cosponsor of the Federal Housing Enterprise Regulatory Reform Act of 2005, S. 190, to underscore my support for quick passage of GSE regulatory reform legislation. If Congress does not act, American taxpayers will continue to be exposed to the enormous risk that Fannie Mae and Freddie Mac pose to the housing market, the overall financial system, and the economy as a whole.

I urge my colleagues to support swift action on this GSE reform legislation."

John McCain May 26, 2006

Here are some additional quotes from the Fannie/Freddie Fraud Investigation in 2004

BAKER (R-LA): It is indeed a very troubling report, but it is a report of extraordinary importance not only to those who wish to own a home, but as to the taxpayers of this country who would pay the cost of the clean up of an enterprise failure.

WATERS (D-CA): Through nearly a dozen hearings where, frankly, we were trying to fix something that wasn't broke, Mr. Chairman, we do not have a crisis at Freddie Mac, and particularly at Fannie Mae, under the outstanding leadership of Mr. Frank Raines.

MEEKS (D-NY): As well as the fact that I'm just pissed off at OFHEO, because if it wasn't for you, I don't think that we'd be here in the first place, and now the problem that we have and that we're faced with is: maybe some individuals who wanted to do away with GSEs in the first place, you've given them an excuse to try to have this forum so that we can talk about it and maybe change the, uh, the direction and the mission of what the GSEs had, which they've done a tremendous job. There's been nothing that was indicated that's wrong, you know, with Fannie Mae! Freddie Mac has come up on its own. And the question that then presents is the competence that -- that -- that -- that your agency uh, uh, with reference to, uh, uh, deciding and regulating these GSEs. Uh, and so, uh, I wish I could sit here and say that I'm not upset with you, but I am very upset because, you know, what you do is give -- you know, maybe giving any reason to, as Mr. Gonzales said, to give someone a heart surgery when they really don't need it.

ROYCE (R-CA): In addition to our important oversight role in this committee, I hope that we will move swiftly to create a new regulatory structure for Fannie Mae, for Freddie Mac, and the federal home loan banks.

CLAY (D-MO): This hearing is about the political lynching of Franklin Raines.

FALCON (OFHEO Regular to MEEKS (D-NY)): Sir, Congressman, OFHEO did not improperly apply accounting rules. Freddie Mac did. OFHEO did not fail to manage earnings properly. Freddie Mac did. So this isn't about the agency engaging in improper conduct. It's about Freddie Mac.

SHAYS (R-CT): Fannie Mae has manipulated, in my judgment, OFHEO for years -- and for OFHEO to finally come out with a report as strong as it is, tells me that's got to be the minimum, not the maximum.

FRANK (D-MA): ...etcetera. Uh, I -- This -- You -- you -- you seem to me saying, "Well, these are areas which could raise safety and soundness problems." I don't see anything in your report that raises safety and soundness problems.

WATERS (D-CA): Under the outstanding leadership of Mr. Frank Raines, everything in the 1992 has worked just fine. In fact, the GSEs have exceeded their housing goals. What we need to do today is to focus on the regulator, and this must be done in a manner so as not to impede their affordable housing mission, a mission that has seen innovation flourish from desktop underwriting to 100% loans.

MANZULLO (R-IL): Mr. Raines, 1.1 million bonus and a $526,000 salary. Jamie Gorelick, $779,000 bonus on a salary of 567,000. This is -- what you state on page 11 is nothing less than -- than staggering. The 1998 earnings per share number turned out to be $3.23 and 9.mills, a result that Fannie Mae met the EPS maximum payout goal right down to the penny. Fannie Mae understood the rules and simply chose not to follow them. If Fannie Mae had followed the practices, there wouldn't have been a bonus that year.

RAINES: Because banks don't -- there aren't any banks who only have multifamily and single-family loans. These assets are so riskless that their capital for holding them should be under 2%.

CLINTON: The responsibility that the Democrats have may rest more in resisting any efforts by Republicans in the Congress or by me when I was president to put some standards and tighten up a little on Fannie Mae and Freddie Mac.


There was another hedge fund guy in Dallas who made billions betting against mortgage securities, just like this guy. But before he invested, he spent years explaining to everyone that the mortgage market was doomed. People laughed at him. He finally placed his bets and ended up being right.

From your comments, you have a fundamental misunderstanding about how these markets work. Investors in CDSes don't cause anything to happen. It's like betting on a horse race. Your money has no impact on how fast the horses run. If you want to be mad at someone, why don't pension fund managers hire analysts to do their own research rather than blindly trust the sharks on Wall St.? Ultimately, it's their fault for losing everyone's money. Wall St. merely sells the products that people want.


I don't think this should be down voted, because it represents a fairly common (and therefore interesting) opinion. Also, the replies are enlightening.


Common and therefore interesting? What's interesting about it, if it's common?


Interesting in how common it is, perhaps?


The way to write that comment would be "It's interesting that so many people believe X. I wonder why." Not "X. X! X! X! X, god damn it!"




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