Clinically Depressed People Make the Best Speculators, from Jaime Klein
In Stumbling on Happiness Daniel Gilbert lists a number of ways regular people have an illusion of control (e.g. feel more confident of winning the lottery when they can pick their own numbers). This little white mental lie appears to be critical to self-esteem; the one sub-group who is immune to these illusions are the clinically depressed. (Kosztolany)