how do you make sense of seasonal market trends?

Discussion in 'Economics' started by mute9003, Dec 18, 2021.

  1. A paper or two was published on the anomaly and now more money is trading it. Still good if you can isolate the companies that are being bought into buy larger funds, but that requires a bit more work (13-f stuff, cross examining vs. mandate, seeing if company is actually performing well financially to be a good add, etc.) which means the returns are getting muddled. In other words, what started as an almost easy trade (list all stocks seeing higher volumes in last 30 min, buy 1 hour before) has become more efficient (need to find additional sources of edge/alpha for trade to work).

    If you are trading sub-500k you can probably still do this on a curated list of names providing you calculate % chg in AVAT (average volume at time).
     
    #41     Dec 20, 2021
    easymon1 likes this.
  2. How do you know that you have real skill and aren't just lucky?
     
    #42     Dec 20, 2021
  3. deaddog

    deaddog

    Someone much smarter than me once said "Luck is the residue of effort"
     
    #43     Dec 20, 2021
  4. "practice doesn't make perfect, perfect practice makes perfect"
     
    #44     Dec 20, 2021
  5. Bugsy

    Bugsy

    Ever heard of backtesting, success rate, risk/ reward ratio?
     
    #45     Dec 20, 2021
  6. deaddog

    deaddog

    That and learning from your mistakes.
     
    #46     Dec 20, 2021
  7. sure, but anyone can run a profitable backtest. i'd be curious to know what your success rate and sharpe ratio looks like (along with drawdowns). I assume you've been trading for 5+ years and keep track?
     
    #47     Dec 20, 2021
  8. Bugsy

    Bugsy

    I barely knew what a stock was 5 years ago. I've got 1 year of regular daytrading. But even aside from me there are plenty of people who trade based solely on TA. On top of that, what do you think the Quants that write the algos base their signals on? Seasonal trends and fundamentals? Whereas fundamentals are most certainly used, such as the economic calendar days, support/ resistance are a regular signal among others.
     
    #48     Dec 20, 2021
  9. Right...in this case, studying chart patterns has an extremely low accretive effect to pnl. So telling someone to "study the chart" is like telling someone who wants to play basketball to spend all of their training hours practicing hand writing, when they should be practicing shots, dribbling, and lay ups, etc. The real analytical toolkit of profitable traders is hypothesis testing with regressions, cointegration, and lots of reading.
     
    #49     Dec 20, 2021
    YuriWerewolf and Atikon like this.
  10. Bugsy

    Bugsy

    Who said anything about studying chart patterns? Whereas patterns might set off flags when i see them i trade based on price action while incorporating patterns and support/ resistance as secondary strategy as I trade.
     
    #50     Dec 20, 2021