28 Comments

Cool! You can find some forecasts about the interest rates on prediction markets as well, take a look:

https://futuur.com/q/category/588/interest-rates

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Why go to prediction markets for this? Seems like an area where there are massive and very liquid markets that are already betting on basically the same thing.

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Prediction markets have more unique markets about many topics such as interest rates, in addition it helps to predict the chances of future events occurring

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What are the even the broad-based plays in the event that one believes CAGW is being underestimated and underpriced? Don't invest in ski areas, obviously, and don't buy coastal real estate, but my general take on environmental problems in general is that I have no way to short the Earth. As a former Pro MTG player, I imagine you'll appreciate what I've always found to be a pithy, although highly depressing, bit of flavor text on Soldevi Heretic https://scryfall.com/card/all/33a/soldevi-heretic

The most straightforward play to my mind would be to bet on continued water shortages out west (something I understand Harvard is already busily doing, https://www.wsj.com/articles/harvard-quietly-amasses-california-vineyardsand-the-water-underneath-1544456396), but I'm not aware of that many publicly-traded vehicles to take advantage of this -- Harvard is just brute-forcing it by buying land and water rights directly.

[NB: I'm aware and confirm that nothing the author nor anyone else provides in response to this comment or in subthreads thereto is investment advice and my question is not intended to create any kind of explicit nor explicit fiduciary, contractual, or other such relationship and I expressly disclaim any right to sue or otherwise seek recovery on the basis of reliance for any industry or investment-related discussion in response to this question no matter general or specific.]

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I think big institutional investors are taking some of this into account, but not in ways that are necessarily transferrable. e.g. I spoke to someone who works for a very large global investment company one time, who said that they were taking it into account in their modelling. E.g. if you think flooding is likely to increase then that's a big correlated risk if you insure a bunch of homes in the same area. They were big enough and old enough they were looking at it on a 50 year timescale, and also considering if they could shift the odds by changing their own investment portfolio away from carbon emitters.

Obviously as an individual you don't have the ability to shift the market in a meaningful way, and have to operate at shorter timescales. But maybe the trick would be finding the companies which are doing the best long term planning like this and invest in them, effectively outsourcing the judgements.

The general advice to avoid investing in single shares holds. And I'd suspect that anything that's public enough to be in the news has no remaining arbitrage.

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"I'd suspect that anything that's public enough to be in the news has no remaining arbitrage."

I think this is probably not true in its entirety or else real estate investment in coastal metros at obvious and monotonically increasing risk of severe weather events would have basically stopped, but obviously people are still buying 30 year mortgages on places that face severe 30-year downside risks. However, I agree that the insurance markets are probably not the place to look for alpha here.

I guess one could try to short (or at least not hold) banks issuing 30-year secured mortgages on coastal property assets that both face significant 30-year risks and are going to be monotonically more difficult to insure, but even then if the issuers are packaging the loans into MBSes rather than keeping them on their books it seems like a low-value play.

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A lot depends on the details of what you expect as a result of larger CAGW impacts, especially what reactions you expect and over what time frame you expect things to become obviously as bad as you think.

If nothing else, you can certainly think of a lot of investments NOT to make and stocks NOT to buy, so you could assemble a portfolio that excludes them.

There are companies that specialize in desalinization, so if you're betting on water shortages perhaps you could look into VEOEY, CWCO, ERII, etc. I have no idea about any of them.

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Desalinization does seem first long bet that comes to mind (AIUI it's so energy-intensive that it's likely to be underinvested in barring availability breakthroughs but it's not clear that CA has a lot of great alternatives, although you still have to deal with getting water from the coast to the Central Valley where most of the consumption is). Time to do some more research.

I guess I also want a way to short "Arizona, the State"

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It is fundamentally irrational to believe global warming and AI will both have a transformative impact on the economy in the near term.

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That was a great read, almost could be said sane investment guidelines even if one were to remove any mention of AI. I certainly hope a way can be found to bring interest rates to a permanent 0.0% so humanity has a chance.

Never having read a smart investor I wonder if this would be my chance to quiz them on a couple of my existential concerns with the stock market, so if you have a moment and want to indulge someone who has no way to divert any surplus into investments about stock trading. Short comments are also welcome.

As we have so little real power in the big game and we mostly watch what do you think would occur if the stock market was effectively in an alternative currency to what was used to buy bread and milk? If the plans to drive all global currencies into central bank digital one/s and the stock market is left with fiat coin and paper or moved to a different one that cannot be used to do anything real and was limited in how it would be possible to buy into or out of the share market currency.

What if the only true thing or value was patents and REAL estate how many companies outside these fields could move fast enough to get one foot in the door if Bill, Blackrock and friends already have a dominant position.

I worry that a lot of those outside the 0.1% are complacent with what potential changes could happen if they sit idly by and think it cannot effect them.

Secondly what is your personal ethical thoughts on the inevitable direction that a share market in a interest earning growth or non growth economy will take when capital is forced to ONLY consider the bottom line and this excludes all externalities. A company that sells profitable vaccines will always receive the investment (and via lobbying the legislation) to outcompete an education campaign to improve population wide Vitamin-D3 status to reach natural levels that support healthy immune function.

Lastly, can you envision an economic/social/government model that would defuse the patent harm that the share market/interest earning system has caused, reaching the point of collapse and near total societal destruction (more than once).

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I have a brother whose life would be so much better if he did this: "Avoiding stupid mistakes, things you know are bad ideas, is a big game. If the movie stinks, just don’t go. That’s a dealbreaker, ladies. Stop it, it wouldn’t be prudent.". He is what I think of when Forest Gump says "stupid is as stupid does".

Also, the people not clicking on the links in your posts are seriously missing out.

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I used to click on more of Zvi's links, but the short video 'memes' seemed particularly low value, e.g. I can picture them without the video (and they're not that funny/punchy beyond the reference itself) or the quality of the particular clip is annoying. I think a better format for that kind of thing would be embedded GIFs (tho fewer than are currently linked).

On the gripping hand, I realize that I often, in my own notes/comments (in many different contexts), include many more links than I expect to need. One reason is that when I do need/want a link, it's often pretty hard to find it if I didn't include it in the first place.

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The short reference-video links are supposed to be highly identifiable and predictable, such that if you already know the contents you should instinctively (after a few go arounds) know exactly what they are.

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Yeah, but if the reference isn’t familiar (I have perhaps never known what one was going to be ahead of time), they can be quite distracting. Better to just ignore but then why link? I agree that embedded memes work far better for this.

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> Similarly, flip it. If you can find something with a feature that others think is a downside, but which you don’t mind, and this is getting you a discount or opportunity? That’s pretty great.

Living in a sixth floor walk up if you don't mind stairs is a great instance of this.

Also re anticipating AI advancements - what's a good long term way to hedge for the risk of non-murdery AGI? I don't think I can prevent unfriendly AI from killing me and I'm not trying to beat the market in the short term, but I'm not sure what the best trade I can reasonably make to end up reasonably well off in a friendly AI world.

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This sounds to me like could be an article about crypto from a couple years ago. Maybe traders and people in general are not pricing in AI because there isn't that much to get excited about. Its definitely a fancy search engine and idea generator, but Im not really buying the "transformative" hype.

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I strongly disagree that traders in the markets with significant money haven't thought of transformative AI risk or have assigned no probability to it. They do and have. It's usually (incorrectly) called "black swan" risk. Traders do have a probability in mind that their models are wrong, and what they thought were extraordinarily low probability outcomes will happen on the upside or downside at various time horizons. Massive growth or calamity from AI falls under this. Traders have heard of transformative AI, AI alignment, paperclip maximizers, etc. They have updated their beliefs regarding black swan risk and their trades accordingly.

I do agree that there is often not much that you can do about black swan risk. The market updating its beliefs may not move interest rates significantly since the best ways of mitigating such risk may not go through them. But I think it's really dangerous to believe that these guys haven't read what you've read or thought about what you've thought about. Quants are huge geeks.

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Hm. First: excited to see you post about it (had seen the mru highlighting), then kinda: "not going for Nigerian scams - that is the best The Zvi can do (for those w/o real estate)?!?" - Then: you got me into reading EY and the original EA piece, and turns out the latter does name some options https://forum.effectivealtruism.org/posts/8c7LycgtkypkgYjZx/agi-and-the-emh-markets-are-not-expecting-aligned-or?commentId=M3fnWPQq2pegK4NaL#1__Bet_on_real_rates_rising___get_rich_or_die_trying__

Might move 10% of my assets. No investment advice to anyone. - If one did subscribe to AI killing us: there are whole movies about what to do. https://www.youtube.com/watch?v=lwSysg9o7wE esp: the 10 seconds from 01:22 Any lesswrongs going prepper?

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I think saying scams here is rather unfair to what I am saying here but yes I am not saying there is a great outright bet available that I'd be eager to make, not that I can see anyway.

Not going prepper. If you need to go prepper for AI, your prep almost certainly won't help.

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Oh, no insult/unfairness intended! Absolutely not! Your advice IS safe and sound - you are obviously right that "do not do sth. stupid" is important. I merely quoted "avoid investing in penny stocks and Nigerian princes and bot-marketed Ponzi crypto offerings". - I do update on you NOT outright recommending specific bets. I was just wondering: WHAT is an investment vehicle for a bet on rising interest rates? (as in: bet on falling by e.g. long-term gov. zero-bonds - I was told once.) - But, indeed, when will the market go for that? From 2035 on? Or never. - No prepping, ofc, I live in EU. ;)

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I really don't like the argument for a few reasons:

1) It describes a Goldilocks scenario where AI adds dramatically to productivity and growth, but results in no other substantial changes to the global financial system. To me this seems like the least probable of all outcomes. If we have anything approaching fast takeoff, interest rates will be utterly irrelevant.

2) The Ramsey rule is a cute equation. In reality, the Fed strongly influences interest rates, and future growth is just one factor of many. All of Part 1 is quite a stretch.

3) Their method of choice to get rich off this hypothesis is.... etfs!? I really struggle to take this seriously. The public can buy options on 10Y T notes. If you are at all serious about this it's not hard to find something with drastically more payoff.

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I'm sorry to say that the post has no value in terms of understanding the economic outcomes of AI on interest rates. Their model (and yes by extension all mainstream models) for how interest rates move is useless- as in its non predictive and non informative. For introduction see Jeff Snider's series at eurodollar university on how large amounts of interest bearing securities are held for their collateral characteristics and not their interest bearing characteristics.

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I do think the link is likely but I agree that I chose not to explain or argue for it here, and took it as a given.

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This was great. Thanks. I made a list of questions/ statements as I went along. (from the first part of the linked AGI forum post.) I wanted to post those and then say more.

1.) What's a good reference to understand economics. Like a list of the best undergrad economics text books.

Reading EA forum link.

2.) Time discounting. OK I see no death discounting, 'cause I mostly hope to leave it to my kids.

And I don't think (nor want to live) like civilization is going to collapse.

3.) Growth... I'm not sure at all that AI will lead to growth that will effect me much. Maybe some companies/stock, but IDK which. So I'll stay conservative money wise.

...

7.) I do want to buy a used bulldozer, ~$20k, and if any of this says assets will be better than cash,

then... (my dream is to have neighbors and friends push dirt around in my back yard and make a pond. It's a little like Tom Sawyer painting a fence, except almost all guys (and many gals) would like to push dirt around with a dozer. $20k of fun.

So the rest of this post was just great. Your focus on kids is right on, (it seems this is lacking in the much of our culture, having kids.) Is it wrong for me to seduce my kids into having grandkids?

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1) I did not learn Econ from a textbook so I can't verify a good one but Cowen has a principles book and I imagine it is good. Then again so does Mankiw.

From the canonical LW source:

On economics, michaba03m recommends Mankiw's Macroeconomics over Varian's Intermediate Microeconomics and Katz & Rosen's Macroeconomics.

On economics, realitygrill recommends McAfee's Introduction to Economic Analysis over Mankiw's Principles of Microeconomics and Case & Fair's Principles of Macroeconomics.

More at the link: https://www.lesswrong.com/posts/xg3hXCYQPJkwHyik2/the-best-textbooks-on-every-subject

7) It is wrong if it means you literally seduce your kids. If you get them to have kids with someone else, it's fine.

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Thanks for the link. And yeah no literal seduction, I guess I'm thinking of making it known that money/ support will be available.

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I liked this short video for increasing my angst.

https://www.youtube.com/watch?v=AWBRldjVzuM

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Feb 3Edited

I think that on a practical level the invention of AGI will cause inflation (and thus real interest rates) to fall. This is just because AI will compete with humans in the labor market causing wages to fall, AI/robotics will cause goods and services to be very cheap to create, so the price of goods and services will fall. The CPI will pick both of these deflationary impulses and fall. Falling CPI will cause bond yields and real yields to fall. There has been no time in history where bond yields weren't driven almost entirely by expected inflation and I don't think this time will be much different even as AI breaks paradigms in other areas.

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