Does Probability exist?

Discussion in 'Trading' started by game, May 3, 2015.

  1. game

    game

    There are more things in heaven and earth, Horatio,
    Than are dreamt of in your philosophy.
    - Hamlet (1.5.167-8), Hamlet to Horatio
     
  2. ALEXGOLD

    ALEXGOLD

    Sure, every trade has its probability like in casino. 55/45 is the probability one should avoid. 85/15 is much much better.
     
  3. Visaria

    Visaria

    With regard to trading, you can say something happened x number of times in the past and then pretend to translate that into a probability of that event happening in the future, but i don't buy it since the markets have a non stationary distribution i.e. the underlying distribution is always changing.
     
  4. ALEXGOLD

    ALEXGOLD

    if volatility (price change is very low) or stock is trading in tight spread no one can do anything with this, trading becomes risky and non justifiable at all.
     
  5. pauk

    pauk

    Like one big dollop of curve fitting?
     
  6. dbphoenix

    dbphoenix

    As trading is behavior, the question becomes whether or not one can determine the probability of a behavior or set of behaviors occurring again. If one could not, the advertising industry would collapse, and capitalism would struggle to survive.

    The principles of successful stock speculation are based on the supposition that people will continue in the future to make the mistakes that they have made in the past.

    -- T F Woodlock
     
    Jakobsberg and i am nobody like this.
  7. JTrades

    JTrades

    A philosophical question!

    Fate or free will, or a paradoxical mix of the two.

    Probability theory is a model devised by man, which approximates how things really are. It's useful in the same way Newton's Laws are useful. It's useful for traders whether it really exists as a "real thing" or not.

    Something (an event) that is improbable from one perspective could be a near certainty from a different perspective. For example, the insider who knows the earnings prior to public release or the fund manager planning to buy X million shares.

    Without inside information and large capital to hand, the law of large numbers will have to do. Thank you, probability.
     
    Last edited: May 3, 2015
    eusdaiki likes this.
  8. Last edited: May 3, 2015
    Nowellmalakai2 likes this.
  9. I don't agree at all and will show you why:
    I have a list of figures and ask you if you can predict the next figure. The answer will be probably that it is impossible to predict the next outcome.

    124
    1330,785053
    -4008,196198
    -2066,517015
    -1574,077766
    221,5751715
    ????

    What is interesting now is the question: why did you come to the conclusion that it is impossible to predict the next outcome? The answer is that YOU see no relation whatsoever in this serie of figures. And you are correct. To YOU it is impossible to make any prediction and it looks like everything changes all the time randomly.

    I can however make with 100% certainty a prediction for the next figure. Why? Because I have more information, information that you don't have. I see the formulas that leads to the next result.
    upload_2015-5-3_15-1-56.png

    So people come to conclusions based on knowledge. No knowlegde means no result, having the needed knowledge will lead to the correct result. In markets knowledge is important too. You maybe have no clue why the market does do something, but maybe someone else has knowledge to know what will happen. Markets cannot move each time in a way that never occured before, because that would lead to an endless number of different moves. If you can find basic patterns in all these moves you have knowledge that others don't have. That makes the difference between a profitable trader and a losing one.

    Trading is constantly solving one problem: where will the market go?
    If you don't know the cause of the problem, you cannot solve it. First try to find the cause, and second try to find a solution for the problem.
     
    K-Rock, fortydraws, Gimpyron and 8 others like this.
  10. loyek590

    loyek590

    right, we are not betting on the market, we are betting on the betters. How much will they bet? When? Why? And they usually bet in a way that can be reduced to a probability.
     
    #10     May 3, 2015
    eusdaiki likes this.