Is Daytrading a Random Event?

Discussion in 'Trading' started by LelandC, Jun 6, 2002.

  1. beautifully put.
     
    #61     Jun 7, 2002
  2. The behavior of stocks can be construed as random, but this is irrelevant.

    Your decision when to trade and when not to is NOT random. Your decision to hold on to a winning trade and systematically take profits is NOT random. Your decision to cut losses quickly and admit when you're wrong is NOT random. Your decision to develop a plan and religiously stick to it is NOT random (even if your plan is as primitive as throwing darts at a stock list).

    It's not the effectiveness of the trade selection plan that's relevant, but your ability to manage risk, minimize losses and control your emotions. That is what brings order to the "randomness" of the stock market and enables traders to be consistently profitable.

    I'm a classic daytrader (I end each day flat) and I have been net profitable in 24 of the past 27 days. My 3 negative days were very minimal. This is not the result of "randomness."
     
    #62     Jun 7, 2002
  3. I basically said this elsewhere but it was in more esoteric terms. I agree with you completely. Intelligence can deal with randomness.
     
    #63     Jun 7, 2002

  4. not to be a smart aleck, but:

    there is no such thing as 'real' vs. 'perceived' value- as far as markets go it is all perception

    as a complex system responding to millions of variables, the market's outcome has little to no correlation w/ individual desires

    the money is never taken off the table, if it were the game would stop

    If you mapped the extremes of the caribou population in the Yukon for the past 100 years, assuming a stable environment, and you went 'long' perceived low periods and 'short' perceived high periods, you might be able to make money (if someone were to take the other side of your trade). Why? Because cycles are built into the fabric of reality. Price, temperature, ocean currents, political careers, sports teams, quality of elite trader posts: it all goes back and forth.

    One of the old commodity sayings is that the best cure for high prices is high prices (supply comes in) and the best for low is low (supply falls below demand). The system reacts to its own outliers, thus it is not the same as a coin flip. Extreme results have reversion tendency for reasons internal to the system, whereas coin flips do not. Thus the "gambler's fallacy" is a little too smug and pat for the real world.

    When people buy too much they don't have enough money to buy anymore, so it goes down. When they panic and sell everything the bargains look good, so it goes up.

    True genius seeks out simplicity within complexity (and in the case of trading, uses it to make money).
     
    #64     Jun 7, 2002
  5. LOL. That says it all. This is a guy who couldn't cut the mustard as a market maker (whatsa matter? makin' the spread on RAZF a bit tough eh? :)), and is now here giving daytrading a bash. What's next? Swingtrading is for the dogs??

    For an academic rebuttall of efficient market crap, check out "A Non Random Walk Down Wall St".
     
    #65     Jun 7, 2002
  6. cmz1

    cmz1

    my daytrading definitely sucks. i am finding it extremely difficult to gain an edge. my entire point of why it is random is due to a lack of liquidity. because of the liquidity issues stocks are gapping all the time. to me there has been no predictability with these price moves.
     
    #66     Jun 7, 2002
  7. sabena

    sabena

    Futurecurrents,



    You dropped the word that was missing on this
    thread ; CHAOTIC

    The markets are NOT random but CHAOTIC.

    Someone with a scientific background understands
    the difference.

    There is ORDER in the chaos. Meaning that there
    are patterns to be exploited. It takes experien-
    ce to recognize those.

    Just the fact that there are traders that can
    make consistent profits day in, day out makes
    it statistically significant.

    Is human behavior random ? No, it's chaotic.
    Is the weather random ? No, it's chaotic.

    How many days in advance can the weather be
    predicted accurately ?

    Maximum 7 days with a certain degree of
    accuracy.

    Is it computer that limits us to those 7 days ?

    NO, even with much more powerful computers
    we will never be able to predict the weather
    more than 14 days in advance with good
    accuracy.
    Just because the weather is chaotic.
    A very small cause at the right moment can
    have large consequences.

    I make the analogy between the prediction of
    the weather and the markets : The shorter
    the time frame the more accurate the predictions
    can be in trading.( "can" because this depends
    from the skills of the trader)

    I have to laugh when I hear people tell that
    you are trading noise when your time frame
    is too short...
     
    #67     Jun 7, 2002
  8. cmz1

    cmz1

    you haven't a clue of what you speak. i did quite well as a market maker. i am sure your perceptions of that field are pure misinformation so please don't even go there. when my firm closed our office down here, i did not want to move. that business got hit hard due to the massive disinterest of the nasdaq.
    i will not bash you b/c i don't pass judgement. But, i will persistently argue that daytrading for a living is a losing proposition. if you've done well and have been wise enough to put away money, then quit b.c. statistically speaking you will lose.
    the percentages of failure do not lie. your ego may lie but the percentages don't
     
    #68     Jun 7, 2002

  9. "One man's noise is another man's trend" - Daniel M
     
    #69     Jun 7, 2002

  10. cmx1, l@@k again. there is gold in them there charts.
     
    #70     Jun 7, 2002