Global Macro Trading Journal

Discussion in 'Journals' started by Daal, Feb 25, 2011.

  1. Sorry to intrude... if I didn't think the conversation had potential value to others, I would have suggested as much.

    And you can always put me on ignore...
     
    #3481     Apr 11, 2012
  2. #3482     Apr 11, 2012
  3. #3483     Apr 11, 2012
  4. p.s. "sensitive dependence on initial conditions" rather.

    Nice close in bellwether FCX (from bear perspective) -- and weak sauce for the majors on what was supposed to be a rebound day.
     
    #3484     Apr 11, 2012
  5. Daal

    Daal

    dark,
    In that river situation sure you might not be predicting what is going to happen in that particular hand but if you KNEW that in the next 1000 situations that are similar to that one, you will only win 150, you would not call. Therefore you are making a prediction on the frequency of outcomes of similar situations in the future

    This might not be happening in your head but its effectively the same thinking that is behind the decision
     
    #3485     Apr 11, 2012

  6. But your qualifier invalidates the point of the exercise, and also violates the law of large numbers.

    For me to somehow "know" I was only going to win 150 times out of the next 1,000 confrontations, given the situation I described, I would have to be transported to a bizarro world where neither basic poker math nor the law of large numbers applies. For my opponent to have the flush 850 times out of 1,000, given the distribution of possible hands he could have been dealt and played out in such a fashion as the hand evolved, would be such a low statistical likelihood as to be impossible.

    For an even more blunt non-prediction example, consider the casino's edge in blackjack against the average punter. There is no prediction involved on the casino's part as to how any hand or series of hands will turn out. The game is straight up +EV expectation, coupled with the law of large numbers.

    A mechanical trader can treat his trades the same way the casino treats blackjack bets. A discretionary trader can take a similar mindset, with more flexibility built into the assessment of situational dynamics.

    Variance is a consideration, of course. There will be outliers both for you and against you.

    But again, such does not necessitate prediction -- only an ability to withstand realistic negative variance within the +EV aggregate. And the farther that "what if" hypotheticals get from realistic statistical bell curve distributions, given sufficiently large numbers, the less validity the "what if" scenarios have in the real world.

    Hence the need to guard against a losing streak that has a 1% chance of happening -- which will realistically come along sometime -- but the ability to disregard an outlier possibility with only a .0001% chance of happening etc.
     
    #3486     Apr 11, 2012
  7. Daal

    Daal

    Now you are just nitpicking
     
    #3487     Apr 11, 2012
  8. :confused:

    Okay
     
    #3488     Apr 11, 2012
  9. Specterx

    Specterx

    I personally find it interesting.
     
    #3490     Apr 11, 2012