A message to some day traders.

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

  1. Amahrix

    Amahrix

    I’ve sourced as references: Taleb, Simons, Cooperman, Buffet, Munger, Spitznagel, and on other thread Marty O Connell...
     
    #831     Sep 26, 2019
  2. Amahrix

    Amahrix

    Is that what this is? Your a grown man.. I really dislike talking to you this way. I feel bad about it but like.... dude....
     
    #832     Sep 26, 2019
  3. tommcginnis

    tommcginnis

    So, you don't even know what an algo is, do you? What it does? How it works? What happens when it doesn't? You know none of that, do you. More vacuous blather....


    ["Vacuous blather -- that's kinda the worst *kind* of blather, isn't it?" It is, indeed. Yessum. :D ]
     
    #833     Sep 26, 2019
    bone likes this.
  4. RedDuke

    RedDuke

    All it is all random, how do you explain Simmons success?
     
    #834     Sep 26, 2019
  5. Amahrix

    Amahrix

    You wrote "All it is all random"; I don't know what you meant to say.. I'm assuming you're saying that I'm saying it is all random? Let me explain..

    If you're enduring risk of ruin or deploying a strategy with a negative statistical expectation... the path you're on is guaranteed to lead you to ruin. Therefore, if you collect some pennies in front of a steamroller, consider yourself lucky, because you're going to get rolled soon enough via law of large numbers.

    Like gambling...

    Second point.. Define random as it relates to markets as incomplete information; You can look at all data and still have no clue about the future (where it matters the most; black swans). I gave an example that if you observe 1,000 white swans, it does not confirm that all swans are white. From this perspective, markets are random. This is our perspective as observers...with our incomplete information.

    On the other hand, markets are not random in the fractal sense(See Benoit Mandelbrots work on fractals) and in the sense that there is a reason behind market activity... We need to clarify what we mean when we say random. And I defined it above as it relates to markets.

    As far as Simmons is concerned; he gives due credit to luck for his success. Not only for medallion but for his prior fund that returned 12x over 2 years that was based on fundamental analysis.

    Source: (after 17mins onward)
     
    #835     Sep 26, 2019
  6. ironchef

    ironchef

    @Amahrix already said it ad nauseam: Luck.

    Frankly I don't know why it gets so emotional, but I don't think we can rule out very small signals embedded in those random noise because if it is truly random noise, the distribution should be Gaussian but it is not (fat tails). But probably true it is difficult and it takes a Simmons to find the signal.

    In small signal problems in telecommunication or acoustic (e.g. sonar submarine detection), 99.99% of the signals are noise.
     
    #836     Sep 26, 2019
  7. Amahrix

    Amahrix

    Not all luck. But for most(most likely you reading this) retail traders, its all luck. Nevertheless, more luck than one gives credit for.
     
    #837     Sep 26, 2019
  8. RedDuke

    RedDuke

    I am familiar with mullions and monkeys and type writers example. And someone's success like Peter Lynch, could indeed be timing and luck, but Simmons is a totally different ball game.

    "Renaissance's flagship Medallion fund, which is run mostly for fund employees,[8] "is famed for one of the best records in investing history, returning more than 35 percent annualized over a 20-year span".[5] From 1994 through mid-2014 it averaged a 71.8% annual return."

    Above numbers can not be achieved by luck.
     
    #838     Sep 26, 2019
  9. KCalhoun

    KCalhoun


    NO. It was skill. I made this trade using specific technical & trade mgmt skills (I bought because it broke over specific resistance level) . Luck would've been entering & hoping for good fortune, aka gambling.

    tvix24septpl.jpg

    tvix24sept.jpg
     
    #839     Sep 26, 2019
  10. Amahrix

    Amahrix

    1. I didn’t ask if it was luck or if it was skill. I asked if luck played a role.

    2. You’ve missed the point and continue to do so over and over again.

    3. Read my recent post to RedDuke.

    Good luck & good bye.
     
    #840     Sep 26, 2019