HowardCohodas Index Options Credit Spread Trading Journal

Discussion in 'Journals' started by HowardCohodas, Dec 30, 2010.

Thread Status:
Not open for further replies.
  1. jb514

    jb514

    Won't the average gains and average losses be essential when evaluating the value? If a strategy proves to be correct 90% of the time over 1000 instances, but has an average win of 1 and loss of 5, I'm pretty sure we can put a lot of faith into this system.

    Even though we don't know with a high confidence that it truly is correct 90% of the time, we can have a better understanding of the expected value because of the win/loss amount.
     
    #1031     May 11, 2011
  2. Two words: Nonstationary process!.:cool:
     
    #1032     May 14, 2011
  3. ammo

    ammo

    start with a blueprint,then keel,then ribs.....no guesswork ...do the same with trading..big picture ,then s/r(keel) then several small trades (ribs) to finish your boat(account)...you would never take an axe to the keel when the boat was half built....clarity of mind would stop you..same with trading...smart moves or do nothing
     
    #1033     May 14, 2011
  4. Weeelll that was a sweet comment. Appreciate it. Been spending a few weeks trying to figure out how to trade the SPY without whipsaws. Havn´t got that figured out yet? Driving me nuts. I can´t seem to set down the trading rules, that would eliminate messing around in whipsaws.
     
    #1034     May 15, 2011
  5. Are you trying to trade the noise?
     
    #1035     May 16, 2011
  6. Howard

    Trade the noise? Sort of I guess? You can whip off a $100 net profit couple of times a day. But one loss usually wipes out 5 winners.

    I think I might be getting a handle on it? Going to bigger time frames and let the ruddy prices gyrate a few hundred dollars up and down. Can only trade 2 spy a week anyway, because of day trader rules, so makes sense.
     
    #1036     May 17, 2011
  7. There is no noise Howard.

    Unless of course, you can define the term you are using and explain why you think it exists.
     
    #1037     May 18, 2011
  8. Can you explain why it does not exist?
     
    #1038     May 18, 2011
  9. Flutter, chatter, noise, whipsaws, I´ve heard it called several things. One of the things is the ability to calculate stop-losses if you use them and still leave enough room for the prices to fluctuate, without getting caught in a trend reversal. Or some other method of stops when you will exit. Myself I use trend lines, or speed lines.
     
    #1039     May 18, 2011
  10. jb514

    jb514

    Event driven arbitrage is a much easier example to work with. They don't have statistical confidence on their likelihood of being correct, but their gains and losses outweigh the probabilities. If they know they losses aren't going to be much bigger than there gains, their statistical confidence in the probability of success is worth a lot less.
     
    #1040     May 18, 2011
Thread Status:
Not open for further replies.