How Do Professional Traders Define Profitablity

Discussion in 'Professional Trading' started by ironchef, Dec 23, 2016.

  1. ironchef

    ironchef

    Good questions.

    Why year, well out culture gears everything to an annual basis. One week is too short, even if I were broke, I won't starve in a week.

    Ten years, that is better and annual results are just way stations.
     
    #21     Dec 23, 2016
  2. ironchef

    ironchef

    Well yes, I am not a day trader but not because I don't want to but because I tried and failed and so I moved my time horizon to a long enough period until I was profitable and better than SPY. If I know how to day trade, I would.

    Best wishes.
     
    #22     Dec 23, 2016
  3. ironchef

    ironchef

    Don't you think profitability follows ability?
     
    #23     Dec 23, 2016
  4. CyJackX

    CyJackX

    You have to be able to compare two different systems to define profitability, so it has to be a proportional measurement. Fixed amounts or rates don't make sense for measuring.

    I also think it has to take into account drawdowns and volatility. Sharpe is a simple way to evaluate performance, but there are others.
     
    #24     Dec 23, 2016
  5. qxr1011

    qxr1011

    it's not our culture, it's wall street culture :) where most money are OPM which institutions mostly invest than trade, and where yearly performance determines fees and bonuses
     
    #25     Dec 23, 2016
  6. qxr1011

    qxr1011

    in most cases it's not

    that's how and why people wrongly assume their abilities based on past profitabilities
     
    #26     Dec 23, 2016
  7. qxr1011

    qxr1011

    one can divide profit per trade per time per dollar of the deposit


    that's for measuring risk of the method
     
    Last edited: Dec 23, 2016
    #27     Dec 23, 2016
  8. Stymie

    Stymie

    Defining profitability without measuring the risk taken is cheating both your clients and yourself, no doubt to earn a bonus above the watermark. If your risking everything and making 2-5%, then you will blowup fairly soon and if not, your clients are wrong to reward you for such unreasonable returns relative to the risks. There were a few banks that started using "EVA" economic value-add for the FX traders. They attempted to measure their returns to the amount of capital they risked from the banks balance sheet vs just asking them to make xx Million dollars budget each year. The traders got smart over time and realized that they could join a different bank that would not use EVA and make more bonus. Be fair..
     
    #28     Dec 24, 2016
    tommcginnis likes this.
  9. qxr1011

    qxr1011

    bottom line is:

    one should be mostly concern if he is doing the right thing

    and when thinking about profitability ones concern should be to determine how much of this profitability is the result of his method, and how much was the result of luck, bull market, accidents, and often disregard of his own rules....
     
    #29     Dec 24, 2016
  10. Zzzz1

    Zzzz1

    Hmm, so if you lost 20% but your benchmark lost 25% then you were profitable? I am profitable when i make money. Else not. Simple as that.

     
    #30     Dec 24, 2016