A message to some day traders.

Discussion in 'Trading' started by Amahrix, Sep 20, 2019.

  1. Amahrix

    Amahrix

    Hi Real Money,

    Please do not go away from original argument...there is no signal in the charts that day traders use to predict future price movement. (e.g. looking at last 15 minutes to predict next 15 minutes, or looking for a TA alert that went off and trading on this pseudo nonsense.

    Today's Apple chart..... constructed purely randomly.
     
    #131     Sep 20, 2019
  2. MKTrader

    MKTrader

    Maybe, but the models pushed here (chart patterns, popular lagging indictors, etc.) are beyond useless. If they ever provided a small edge, it's been gone since the late 80s/early 90s as even retail traders got access to basic charting/backtesting tools. Taleb is more right than wrong.
     
    #132     Sep 20, 2019
  3. Amahrix

    Amahrix

    This proves my point. The Roku chart doesn't have any information embedded in today's data that you can use to predict future price movement, the same way that yesterday's chart, or last weeks chart, or last months charged did not have embedded information that would have told you about this random -18% drop. Now if you look at a 2 year Roku chart, it has more information than today's daily chart.
     
    #133     Sep 20, 2019
  4. Real Money

    Real Money

    Doesn't look random to me. But then again I'm a quantitative genius.

    APPL CHART.png
     
    #134     Sep 20, 2019
  5. jayboy

    jayboy

    "there are protracted periods of time during a trading session where the market wanders in the noise of more or less equitable buy and sell orders. We call that “chop”."

    Even the sideways movement within a narrow range is setting up a future price move. There are many predictive patterns, but the best ones are not part of traditional TA. The OP has not paid his (I assume the OP is a male with ego issues; few females would waste their time on such a thread.) tuition, i.e., years of observation and experimentation.
     
    #135     Sep 20, 2019
    Real Money likes this.
  6. gaussian

    gaussian

    I don't know about OP's math ability but you are right in that Taleb, in particular Fooled By Randomness has become another mystical text for non-quants. A Random Walk Down Wall Street is the same.

    Taleb's premise - that models based on the normal (gaussian...heh) distribution have a weakness in that they do not properly model tail risk. Namely, tail risk occurs more frequently due to the fat tails (in intro probability courses you use a T distribution to get around this...).

    Naturally non-quants take this as everything is bad and unpredictable instead of taking what Taleb IS saying - the random effect of extreme events is not properly accounted for in present day models. Taleb has, to my knowledge, never came out and said "everyone is stupid just shove all your money in an index fund and go home". That's generally the territory for guys like Dave Ramsey and his ilk.

    Yes, a model is a model because it models an event. If it was 100% accurate it would be the event itself.
     
    #136     Sep 20, 2019
    Real Money and CharlesS like this.
  7. Amahrix

    Amahrix

    Answer me Jayboy, do you believe today's 1 day chart of Apple is constructed with a precise intended message or purely random? Which do you realllly believe? Or the 45 minute chart of Apple a few hours ago... did that get printed and constructed to the tape randomly or with a precise intended message about the future.

    ....
     
    #137     Sep 20, 2019
  8. gaussian

    gaussian

    I see you haven't even read Fooled By Randomness. Perhaps you ARE illiterate.
     
    #138     Sep 20, 2019
  9. Amahrix

    Amahrix

    Is todays chart on Apple constructed purely randomly or with a precise intended message about the future?
     
    #139     Sep 20, 2019
  10. jayboy

    jayboy

    I have no idea why you would ascribe intentionality to price action. The appropriate question is whether there are repeatable patterns that represent high R-value opportunities.

    I don't, and never will, give a shit about an Apple chart because I trade index futures, on which I had five of my indicators flashing sell signals at the Open, three of which specified targets that were reached around 1300 Eastern.

    To a mouse, a Gabon Viper has a random pattern that cannot be perceived as anything but leaf litter. You're a mouse and the best thing you can do is to keep trading your swing method and keep believing that day trading is impossible.
     
    #140     Sep 20, 2019
    jl1575 and Real Money like this.