2012: The Battle for Survival

Discussion in 'Journals' started by neke, Jan 17, 2012.

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  1. slumdog

    slumdog

    If you make 220 trades a month as a retail trader, the only people who will get rich will be your broker. Neke is already paying a fortune in commissions and he is probably making around 50 trades a month.
     
    #721     Oct 2, 2013
  2. gmst

    gmst

    I mentioned DAY trader, not necessarily retail trader. Neke is paying fortune in commissions because he trades small volume and that too with Ameritrade, even if he switches to IB, he will cut his comm by 50%, he did this analysis himself few posts back.
     
    #722     Oct 2, 2013
  3. d08

    d08

    Not necessarily, depends entirely on what the trader is doing and how much he is aiming to earn per trade.

    There is some autocorrelation in single system return curves.. At times there are just losing days after losing days, call it being "out of sync" with the market, every 3-4 years a trader should expect to lose for a longer period. The assumption that a good daytrader makes extremely consistent monthly returns for decades is not the norm.
     
    #723     Oct 2, 2013
  4. not sure how much credibility is left after your claim of Goldman's daily prop pnl. Certainly their pnl figures are a lot lower, per average day. I know for sure those figures you mentioned are dead wrong but you can easily find out through the last earnings report.

     
    #724     Oct 2, 2013
  5. The earnings report does not break down the day to day numbers, but total revenue for 6 months was $ 18.7 billion for all activities. Anyway, that is pretty good for whatever they are doing.
     
    #725     Oct 2, 2013
  6. I can assure you that they do not make 100 million on an average day (prop trading desk alone). By the way, the prop trading pnl should have been included in the footnotes unless I am completely off base here.


     
    #726     Oct 3, 2013
  7. slumdog

    slumdog

    Prop trading by the banks is a dirty word these days, so i wouldn't be surprised if they hide it now by calling it something else.
     
    #727     Oct 3, 2013
  8. some call it "Facilitation trading" ;-)

    by the way, GS's, and for that matter any bank's, average daily pnl on the prop trading basis can be estimated by looking at their VaR numbers, 100mil is what GS makes on good days but not on average...


     
    #728     Oct 3, 2013
  9. neke

    neke

    Period Update for weeks 35-39 ended 10/5/2013

    Another period of inconsistent returns just churning and paying slippage and commission. Down 2.6K for the month. Took 2.5K for the month just ended. Have relied exclusively on my tactical trades (all criteria entered way before market opens) as I am not able to trade from my regular job anymore. Might just check my positions say a couple of times at lunch and near close.

    Code:
    --------------------------------------------------------------------------------
    
    
    Opening Balance:                	 98,210
    Net loss for period 		         (2,633)
    Cash Withdrawal				 (2,500)
    ------------------------------------------------
    Net Balance:                   		 93,077
    
    
    For the Thread Year-to-Date  1/6/2013 - 10/5/2013
    
    Opening Balance:                   	83,156
    Net gain		    	        32,321 (Up 39%)
    Cash Withdrawal			       (22,400)
    ------------------------------------------------
    Net Balance			        93,077
    ----------------------
    
    
    TRADES
    
    TYPE	Exite Date/Time		P/L
    
    STOCK	2013-09-03-09-59-20	1348.03
    OPTION	2013-09-03-09-59-49	1644.31
    OPTION	2013-09-04-12-23-42	-1580.95
    OPTION	2013-09-04-12-14-35	-592.89
    STOCK	2013-09-04-11-05-37	-549.46
    STOCK	2013-09-04-13-04-49	-418.32
    STOCK	2013-09-04-14-16-43	299.01
    STOCK	2013-09-05-11-02-21	-2475.51
    OPTION	2013-09-05-13-36-09	1934.31
    OPTION	2013-09-05-11-24-58	4674.21
    OPTION	2013-09-06-10-17-34	-2292.67
    OPTION	2013-09-06-11-15-38	9802.89
    STOCK	2013-09-06-10-54-32	-320.81
    STOCK	2013-09-06-14-54-05	287.79
    STOCK	2013-09-06-15-30-39	-5574.5
    STOCK	2013-09-11-15-49-02	411.3
    OPTION	2013-09-12-12-25-25	413.3
    OPTION	2013-09-13-12-35-58	-4370.03
    OPTION	2013-09-16-11-06-17	-1578.09
    STOCK	2013-09-20-11-10-05	-1723.71
    OPTION	2013-09-20-10-26-03	-2017.52
    OPTION	2013-09-20-11-26-48	-1561.01
    OPTION	2013-09-23-10-14-24	-1770.77
    STOCK	2013-09-24-12-44-17	346.97
    OPTION	2013-09-24-12-35-18	1475.47
    OPTION	2013-09-27-12-30-15	-299.27
    OPTION	2013-09-27-13-57-28	-464.29
    OPTION	2013-09-30-12-57-56	-191.58
    OPTION	2013-10-02-13-45-21	-654.1
    OPTION	2013-10-03-15-08-01	-2659.06
    OPTION	2013-10-03-10-15-36	1717.81
    OPTION	2013-10-04-13-34-14	4105.94
    
    
     
    #729     Oct 5, 2013
  10. Still a nice overall return..perhaps knowing you can't trade at work will help you keep disciplined to just taking the highest probability trades and not over trading which with our commission rates...is the bane of my existence.
     
    #730     Oct 5, 2013
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