Something that they don't need the transfer window for yet still desperately need, however, is a leader—a man to direct their attack and lift their team when they're getting beat.
In the first half, Chelsea were up 2-0, dominating possession and leaving the Gunners with no real hope or thought that they would be able to come back and win.
The only man who was at all looking like creating something was Jack Wilshere, and he was too busy doing the work of three men in central midfield.
Thomas Vermaelen isn't the leader that Robin van Persie was to the club in the sense that he can change and impact a game by involving himself. Wilshere or Cazorla are the two men that can most likely do this, but when their team needed them to do it, neither really stepped up to the plate here, and it cost them a big chance to come back and win.
It took until half-time for Arsene Wenger to stir his troops up once more; Arsenal needed their leader to be doing that on the pitch when they went down 2-0.
Instead, Vermaelen was awfully quiet, Cazorla went missing in action out on the left, and Wilshere had no help from a lethargic Diaby in the middle of the pitch.
It's all well and good for Arsenal to have a captain for the coin toss, but if they don't have a leader for when the times are tough, they aren't going to come back at all—simply because they won't believe in their ability to come back.
They might as well just call heads every time.