Conceptually define your trading edge

Discussion in 'Technical Analysis' started by Calmness, Sep 8, 2019.

  1. Can't say I get #7 (shorting the Ulcer index? Going contrarian at price/volume extremes? could be anything), but #3 just made a little light go on. I've been testing some theories I have around vol term structure recently, and... I'm just going to say that it was quite helpful, and thank you. :)
     
    #31     Sep 9, 2019
  2. Number 7 was a joke, as my ET handle is MaximumPossibleSuffering. First I list several plausible positive expectation ideas, leaving the best one for last!
     
    #32     Sep 10, 2019
    BlueWaterSailor likes this.
  3. Hah! I thought it was the other way around... that you had magically figured out the MPS point for an arbitrarily-large number of traders, made millions shorting the hell out of their bolt for the exits, and named yourself after that success story. Maybe I have too active of an imagination. :)

    But I really like your list; it matches my own quite well. Especially thanks to the bump on #3, which I'd been struggling with - and for which you've just added a little bit of lube to the gears.

    upload_2019-9-10_22-0-53.png

    Not too awful for a backtest, I'd say...
     
    #33     Sep 11, 2019
  4. A backtest showing a gain of $20,000,000? Better than a poke in the eye with a sharp stick!
     
    #34     Sep 11, 2019
    BlueWaterSailor likes this.
  5. Thanks for creating this thread. It has stimulated my idea flow and has caused me to reexamine several strategies from a new perspective.
     
    #35     Sep 11, 2019
    formikatrading and Calmness like this.
  6. Calmness

    Calmness

    I am glad its helpful..!!
     
    #36     Sep 12, 2019
  7. I thought Lazy Days was in Florida ...
    https://www.lazydays.com/locations/florida/tampa-florida/rv-resort
    I used to travel fulltime in a motorhome and visited Lazy Days.
    Was trading while traveling right up to September 2008 and then something happened ... it wasn't good.
     
    #37     Sep 14, 2019
  8. I used to live in Florida. However, my “send $5.00 or a bottle of booze to...” was tongue-in-cheek. If someone were to comment they sent money or booze to the “address” I provided, My response would have been “We were trespassed by ‘Ye Olde Landfill’ and that a new address would be provided when known!
     
    #38     Sep 14, 2019
    BrooksRimes likes this.
  9. I know. Your post was funny.
     
    #39     Sep 14, 2019
  10. Generally familiar with the math concept but how does it apply to trading?
     
    #40     Sep 14, 2019