QUANTUM ECONOMICS: THE NEW SCIENCE OF MONEY BY DAVID ORRELL

BOOK REVIEWS BY BINOD

BINOD’S RATING: 7/10

A decade plus after the GFC, there is a growing consensus that economics has failed and needs to go back to the drawing board. David Orrell argues that it has been trying to solve the wrong problem all along.

When neoclassical economics was first developed in the late nineteenth century, the idea was to literally translate concepts from Newtonian physics into economics. To make people as regular and predictable as elementary particles in physics, economists invented the concept of rational economic man.

But the idea of people acting rationally has been substantially undermined by modern psychology. People are hardly rational. They are full of various ‘cognitive biases’ and errors. Now, if physicists’ fundamental model of the particle have been disproved, and Newtonian Physics was supplanted by Quantum Physics decades ago, then how could the entire field of economics not be called into question? Yet this never, ever happens in economics. 

Hence the idea of Quantum Economics.  

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Quantum economics is an emerging research field which applies methods and ideas from quantum physics to the field of economics. The thesis is that financial transactions have much in common with quantum processes, and can be appropriately modeled using quantum formalism. 

The first to directly apply quantum techniques in economic analysis was the mathematician Asghar Qadir. In his 1978 paper Quantum Economics, he argued that the formalism of quantum mechanics is the best mathematical framework for modeling situations where "consumer behavior depends on infinitely many factors and that the consumer is not aware of any preference until the matter is brought up”. This is of course, the reality! But no one took this idea forward. Till now. 

One big idea in Quantum Economics is that prices are actually a quantum phenomenon. Prices have no objective, independent existence apart from our observations; prices can only decisively determined at the time of sale. Before the sale, it is an ‘indeterminate’ quantity—existing in theory, but impossible to be pinpointed with 100% accuracy. Only once the transaction is completed does the price become reified and measurable in various currencies. But if price is an indeterminate quantity, then the smooth supply and demand curves used by Neoclassical economists (which treat prices as stable and heading towards equilibrium) are not valid

Orrell makes an analogy with quantum physics, where a particle’s speed and position are unknown and indeterminate until it is observed and measured. We can, for example, assign a position or direction to a particle (but not both). It only exists in a range of potential; once a transaction is completed the potential ‘collapses’, into a fixed number we call ‘price’, but before that it’s properties are indeterminate, not fixed.

Also, money is not an externality in reality. It is about as internal as you can get; and omitting money, credit, and a quadrillion dollars’-worth of derivatives from the models is missing reality. The real reason economists didn’t see the crisis coming was because they ignored its entangled, quantum nature which is what quantum economics attempts to do. 

Just as quantum physics differs in fundamental ways from classical physics, quantum economics differs from neoclassical economics in a number of key respects.

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  • Neoclassical economics is based on expected utility theory, which combines utility theory to model people’s preferences, and probability theory to model expectations under uncertainty. However the field of quantum cognition calls these assumptions into question, since people don’t necessarily have fixed preferences, or base their decisions on probability theory. 

  • Neoclassical economics assumes that people act independently while making economic decisions. Quantum economics notes that financial actors are part of an entangled system, as in quantum game theory.

  • Economics sees itself as the science of scarcity. Quantum economics stresses the importance of financial transactions and in particular the role of money as an active force in the economy, for example in the way that it entangles debtors and creditors through loans. 

  • Quantum economics can therefore be viewed as an alternative to neoclassical economics which begins from a different set of assumptions.

I especially liked Orrell’s insistence that Economists’ responsibility is far greater, and is more like that of engineers or doctors – instead of predicting exactly when the system will crash ( an impossibility), they should warn of risks, incorporate design features to help avoid failure, know how to address problems when they occur, and be alert for conflicts of interest, ethical violations, and other forms of professional negligence. 

But I think Orrell is in some ways dreaming of utopia. 

Because he thinks economics should do all of the following: dump rational economic man, run more behavioral experiments, use more agent-based modeling, study disequilibrium behavior, focus more on money, introduce complexity theory, use less mathematics, include quantum theory, have fewer equations, include the environment, step away from analyzing and stop putting a price on the environment. He is probably right but that’s a wholesale revolution that is very unlikely to happen. 

Orrell has explained his ideas in a lively style, providing the history and a basic explanation of the physics and a short but fascinating history of money.

Beautifully written, inherently ethical, and often hilarious, this book is a must-read for anyone wanting to understand the weird, and getting weirder, world of modern finance.

What are your thoughts about the book? Be sure to tell me your thoughts by commenting below, so we can discuss the book further.