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Swan Noir
Registered: Jun 2009
Posts: 1704 |
06-21-12 05:22 PM
I think those that swing trade intra-day can be highly selective. I can understand ruling out HFT and MM but why rule out the day trade?
Quote from Ghost of Cutten:
That's why I described a certain type of trading in the initial post, I assumed it would be obvious I wasn't talking about market-making, HFT, daytrading and other approaches where you just grind out an edge.
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CPTrader
Registered: Sep 2003
Posts: 1562 |
06-21-12 10:01 PM
Quote from Ghost of Cutten:
CAGR to max DD is after all the main measure of trading performance.
GoC what would say are the CAGR/maxDD ratios for an average, good, great, exceptional trader?
Thanks.
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oldtime
Registered: Jun 2011
Posts: 7357 |
06-21-12 10:08 PM
more money was lost anticipating a bear market than was ever lost enduring one
ultra selectivity is great as long as you are making money in cash
so the real question is
ultra selectivity vs a negative return
as for me
I'll take the negative return at this point
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Ghost of Cutten
Registered: Aug 2009
Posts: 2625 |
09-11-12 12:42 AM
Quote from CPTrader:
GoC what would say are the CAGR/maxDD ratios for an average, good, great, exceptional trader?
Thanks.
1 is good, 2 is great, 4+ is exceptional. Average is probably negative.
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