Consistently Profitable Day Traders

Discussion in 'Professional Trading' started by Norm, Feb 11, 2005.

  1. True, if the average "day trader" made a couple hundred grand or even one, they would be pretty pleased with results, of course for a couple hundred million dollar hedge fund that would be a dismal failure. But everybody knows that.
     
    #91     Feb 14, 2005
  2. SteveD

    SteveD

    Observation:
    GOOG traded over 38,000,000 shares today. Average volume is over 11,000,000. This is a $200/share stock!! Wouldn't you think that there is the slight possibility that not all of that money moving around is from the folks here on ET, LOL. Someone with a bigger calculator needs to figure out how much money traded on GOOG today. $200 x 38Million=??

    Maybe, just maybe, there are some very active hedge funds daytrading the hell out of this stock.

    I would assume a hedge fund has many traders trading many different markets, instruments etc. to make money. And do not underestimate the $3000/day. That is around $750,000 per year. That covers a lot of overhead such as rent, salaries for office workers, taxes etc.

    The difference between them and me is they can afford to lose the $3000, LOL. It is OPM. (other people's money)

    SteveD
     
    #92     Feb 14, 2005
  3. Levels of returns simliar to those being talked about on this thread are attainable in similar market conditions by following the Ansbacher approach. Up the leverage a bit, compound instead of sweep, and you're there. It's the same "short volatility" bet, you're exposed to the same types of risks (only even less so, frankly), it's a hell of a lot simpler conceptually and implementationally, and it won't have you paying for your broker's vacations by moving 8 gazillion shares a day.

    The question, of course, is what comes next.
     
    #93     Feb 14, 2005
  4. >That's absurd...a brokerage would never show statements or release hard figures of their customers profits.<<<<


    You must be a complete rookie if you believe that. There have been several studies among traders at stock and futures firms on the profits and losses of their customers. To name just a few, in the Quarterly Journal of Economics behavior finanical economists Barber and Odean had a landmark study based on the trading records of 38,000 households at a large national trading firm that took place between 1991 and 1997. In 1991 futures broker Lind Waldock released the results of the trading records of their customers for 1990 and there has been several other studies of the trading records of futures traders as far back as the 1930s such as the Blair Stewart Study and more recently in 1969 the Hieronymous Study. Also according to Nofsinger in the book Investment Madness, page 132, security regulators investigating the daytrading firm Block Trading allege that only 1 of its 68 accounts made money.
     
    #94     Feb 14, 2005
  5. Dustin

    Dustin

    I should have added "for marketing purposes".

    Also regarding Block Trading...I heard that figure also and always had a hard time believing it. It's higher than that on average...or else I know half of the profitable traders in the U.S.
     
    #95     Feb 14, 2005
  6. are you talking about his sell options on the indexes fund? do you exactly exactly what does? i have heard about it but cant find much info on it.
     
    #96     Feb 14, 2005

  7. 1) You hedge out your Vega risk

    2) Sleep like a baby


    :cool:
     
    #97     Feb 15, 2005
  8. nitro

    nitro

    Then you are making a little better than bond rate returns since your initial premium was so low.

    Only if you started out with alot of money to begin with. There are a very _few_ free lunches left in the market - writing premium with VIX at almost 10 and then hedging it can hardly be making money hand over fist...

    nitro
     
    #98     Feb 15, 2005
  9. Forgive me for posting again, I'm just a small guy and not that smart compared to most of the posters here.

    I have to trade to eat. I trade just one or two stocks, but I am somewhat expert at them. I use an automated system because it forced me to make rules and follow them. (I use TS).

    I take money off the table every two weeks, so I will never compound into a zillionaire, and I don't think my system would work with big quantities anyway.

    I post this to encourage little guys.
     
    #99     Feb 15, 2005
  10. Remiraz

    Remiraz

    Hi,

    It would be most useful if you can provide a little info on your:

    -Starting capital
    -Size of each trade (no. of shares)
    -Frequency of trading
    -Timeframe (intraday short term scalping or hourly chart swing trading etc)
    -Size of drawdown

    I thank u on behalf of the little guys out there.
     
    #100     Feb 15, 2005