A New Trader Documentary

Discussion in 'Professional Trading' started by Maverick74, Sep 20, 2014.

  1. Exactly.

    Would anyone use a strategy that doesnt have positive expectancy?
     
    #121     Mar 22, 2015
  2. Visaria

    Visaria

    Multiple studies on the same thing? : some moving average nonsense on highly correlated stocks in a bull market, no leverage used (um, that's when you really need the stops btw)
     
    #122     Mar 22, 2015
  3. Visaria

    Visaria

    remember that study only had long positions , wonder what the results would have been if there had only been SHORT positions taken without stops!
     
    #123     Mar 22, 2015
  4. Visaria

    Visaria

    For that particular strategy (i.e long moving averages, no leverage) in that particular time period and market (2000-2007 aussie stocks), yes, historically you would have done better if you had no stops than if you did. Marvellous, but bit useless.

    To extrapolate from that and say that if you have a positive expectancy strategy, the use of stops will degrade performance is a bit silly. Even your mentor Mr Niederhofer will chew you out for that, surf...
     
    #124     Mar 22, 2015
  5. Any of these studies that fails to use real trading is less than worthless- it's insulting to those of use who trade the real markets. Academics last about an hour in real trading
     
    #125     Mar 22, 2015
    trendo and Visaria like this.