Dr_Manhattan comments on Gauging of interest: LW stock picking? - Less Wrong
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In general I suspect that a) EMH is wrong in some cases b) Good amount of instrumental rationality should give one some advantage (Warren Buffet and his partner Charlie Munger have studied rationality, including specifically Kahneman).
I'm not sure having a contest is the best way to go about this though. I've tried to convince some people (unsuccessfully) to engage in a group study of the area, my goal was to create a "portfolio team" where expertise may be shared and people can better control their biases.