Does Technical Analysis Work?

Discussion in 'Technical Analysis' started by ironchef, Oct 8, 2018.

  1. DTB2

    DTB2

    Impatience to trade longer term and impatience to stick with established winning setups is the cause of failure for most traders.

    Trading is a behavioral science, not mathematics and certainly not complex mathematics.
     
    #81     Oct 13, 2018
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  2. PistolPete

    PistolPete

    The most successful money manager Ever is 100% mathematical , maybe you need to rethink your concepts o_O

    "
    Renaissance Technologies LLC is a hedge fund firm based in East Setauket, New York, on Long Island, which specializes in systematic trading using quantitative models derived from mathematical and statistical analyses. The company was founded in 1982 by James Simons, an award-winning mathematician and former Cold War code breaker.

    In 1988, the firm established its most profitable portfolio, the Medallion Fund, which used an improved and expanded form of Leonard Baum's mathematical models, improved by algebraist James Ax, to explore correlations from which they could profit. Simons and Ax started a hedge fund and named it Medallion in honor of the math awards that they had won.

    Renaissance's flagship Medallion fund, which is run mostly for fund employees, "is famed for one of the best records in investing history, returning more than 35 percent annualized over a 20-year span". From 1994 through mid-2014 it averaged a 71.8% annual return. Renaissance offers two portfolios to outside investors—Renaissance Institutional Equities Fund (RIEF) and Renaissance Institutional Diversified Alpha (RIDA).

    Simons ran Renaissance until his retirement in late 2009. The company is now run by Peter Brown (after Robert Mercer resigned), both of them were computer scientists specializing in computational linguistics who joined Renaissance in 1993 from IBM Research. Simons continues to play a role at the firm as non-executive chairman and remains invested in its funds, particularly the secretive and consistently profitable black-box strategy known as Medallion. Because of the success of Renaissance in general and Medallion in particular, Simons has been described as the best money manager on earth. By October 2015, Renaissance had roughly $65 billion worth of assets under management, most of which belong to employees of the firm.
     
    #82     Oct 13, 2018
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  3. DTB2

    DTB2

    ...and that pertains to retail traders how?
     
    #83     Oct 13, 2018
  4. PistolPete

    PistolPete

    #84     Oct 13, 2018
  5. schweiz

    schweiz

    Correct.

    Trading is a behavioral science AND mathematics. Everything is based on quotes, and quotes are figures, not letters. So math.

    Why do most hedgefunds then hire people who are strong in math? To put the competition on the wrong leg? :D
    If it would be simple math everybody who can manage his behavior would make money.
     
    #85     Oct 13, 2018
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  6. tomorton

    tomorton


    I'm always hearing that this fund did this and this fund did that and it worked great or it didn't work at all.

    What can you say about successful private retail traders? You know, the fella like me, who uses a cheap home PC in a spare bedroom and just works with his own cash?
     
    #86     Oct 13, 2018
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  7. DTB2

    DTB2

    It doesn't matter if the trigger is letters, math or moon phases, the point is that behavior is triggered.

    Everyone who can recognize group behavior (and apply good money management) can make money. It is that simple.
     
    #87     Oct 13, 2018
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  8. Dan1974

    Dan1974

    What a stupid question!!
     
    #88     Oct 13, 2018
  9. TA works as well as card counting in BJ. Some say they are better at it than others. IMHO luck has something to do with it 50% of the time. It's nice to see the historical data, any prediction on forward movement is a flip of a coin. Did you lose, wanna try best 2/3 or 3/5 or 4/7 ...
     
    Last edited: Oct 13, 2018
    #89     Oct 13, 2018
  10. schweiz

    schweiz

    Group behavior can be determined mathematically in a very efficient way. That's why funds uses math.
     
    #90     Oct 13, 2018
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