Do you trade for an income or for a compound effect?

Discussion in 'Trading' started by danielc1, Dec 30, 2020.

  1. sef88

    sef88

    #11     Dec 30, 2020
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  2. Snuskpelle

    Snuskpelle

    IMO you might as well let your account grow until you reach capacity limits (whether that's due to market liquidity or your personal risk tolerance). You're not gonna be happy trying to make say $4000 per month consistently out of a $20k account anyhow.
     
    #12     Dec 30, 2020
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  3. MrMuppet

    MrMuppet

    Most strategies don't scale, thus it doesn't make sense to compound.
    I trade for income and set some assets aside to generate cash flow.
     
    #13     Dec 30, 2020
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  4. sef88

    sef88

    Short volatility strategies like straddles, strangles and butterflies. There's positive expected value over long run but huge negative skew; if you don't place any risk filters, you will probably be killed. Always think of the worst that can happen (1987 crash, 2008, Covid)

    https://www.aqr.com/Insights/Research/White-Papers/Understanding-the-Volatility-Risk-Premium
     
    Last edited: Dec 30, 2020
    #14     Dec 30, 2020
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  5. danielc1

    danielc1

    Thanks for sharing, I will look into it.
     
    #15     Dec 30, 2020
  6. SteveM

    SteveM

    Compound effect is the holy grail when it comes to trading (well, that and strict money management).

    You cannot make big money trading without both.

    For example. These are the 5-year results of a real system that I trade:

    Starting balance: $10K
    Trade size: $10K fixed size per trade
    $10K becomes $38K in 4 years

    Take the same exact system, and reinvest all profits back into your trade size (example: you start with $10K, if you make $500 profit on your first trade, the next trade size is $10,500, and so on).

    Reinvesting those profits turns the $38K system above into $475K over the same period. That is the power of a high frequency system coupled with compounding.

    Final note - what I said above has nothing to do with trading using big leverage.
     
    #16     Dec 30, 2020
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  7. newwurldmn

    newwurldmn

    Chicken and egg.

    If you need income, you will have to find strategies appropriate for that.

    If you find a strategy, you will need to decide how is best to capitalize it.
     
    #17     Dec 30, 2020
    danielc1 likes this.
  8. MrMuppet

    MrMuppet

    I don't agree:
    Compounding is necessary for asset management and long term investing.

    For trading it doesn't matter. You can take 50k buying power and make 15k every single month. Yet, since you trade super illiquid and volatile microcaps you won't ever make more than 15k no matter how much more money you throw at it. You cannot compount, but you make a decent living.

    When it comes to investing, you can only dream about 30% monthly returns. However, you can probably throw millions into a single cashflow generator, do nothing and watch it grow.
     
    #18     Dec 30, 2020
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  9. virtusa

    virtusa

    I posted last saturday a chart that clearly shows the power of compounding. I also wrote that most people on ET have no clue about compounding (combined with leverage and frequency).
    https://elitetrader.com/et/threads/...10-cents-a-rt-2021.353874/page-2#post-5282082
     
    Last edited: Dec 30, 2020
    #19     Dec 30, 2020
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  10. newwurldmn

    newwurldmn

    you can compound trading results if your strategy is scalable.
     
    #20     Dec 30, 2020
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