Is it dangerous to be completely out of the market

Discussion in 'Trading' started by kashirin, Mar 20, 2020.

  1. Sekiyo

    Sekiyo

    I am reading it because you recommend it.
    But you might know that the information you're talking about is subjective.

    Right ?

    Your level of certitude is uncorrelated with the outcomes.
    Price is not dependent upon your level of ignorance.

    You might be certain and in the same time risking little for a great reward.

    Information is price.
    It's a difference.

    A fair coin is priced 1Risk 1reward because it has information 1/n or 1/2

    But if you know the coin is biased 2/1 then you're willing to accept a more aggressive price.

    Information is not risky in itself.
    The consequences are risky.
    The payoffs.

    I'd say that the riskiest scenario would be a false negative.
    With either the wrong model, or mistaking the model for the reality.

    You believe it's safe whereas there is actually a danger.

    You won't insure against a safe event because it's too expensive.
    But what if you're not assessing the threat, vulnerability properly ?

    So you've got to insure yourself against misjudgment.
    Because there will be error into your interpretation.

    And errors on error can lead to extinction.

    Be safe.
     
    Last edited: Mar 21, 2020
    #21     Mar 21, 2020
  2. d08

    d08

    The moves are more defined as fear and greed are amplified. Sure, you can compensate with increased size but psychologically a 0.5% move is never the same as a 25% move.
    I used to cut some strategies at low and high volatility thresholds but I stopped cutting high vol late last year and I'm glad I did.
     
    #22     Mar 21, 2020
  3. dozu888

    dozu888

    this sounds reasonable but won't make you any money really.....

    however...

    do a back test, buy every time when vix>30 and hold for 6 months, you have a definitive edge over the historical average 6-month return.

    there is no need for the mental acrobat lol.... the edge is real.

    to have risk limits? of course.. everyone's tolerance is different.... that's why I always mention the Buffett 50% rule - only buy enough stocks so that a 50% drop won;t make you lose sleep.
     
    #23     Mar 21, 2020
    taowave and Sekiyo like this.
  4. trader99

    trader99


    If you know how to trade, then this is the best market ever! Tons of great opportunities every day to bank it. If you don't know how to trade and manage risk, then the risk of a blow up is very high.
     
    #24     Mar 21, 2020
  5. I don't get these posts. You don't have to trade index futures to be daytrading. I've been trading just two stocks (one airline, one tech) up and down during the last few weeks, and been doing great. You can have reasonable stops that don't get taken out in seconds and ride momentum up and down. This market may move a lot, but on an intraday basis, it's still a well-functioning market with plenty of bid and ask volume at all levels.

    Obviously, a market like this won't work for all strategies, and that's fine -- no trading strategy works in every market. But for trading actual stocks without holding overnight, it hasn't been that far outside the norm.
     
    #25     Mar 21, 2020
  6. Like I posted earlier show us the proof you're killing it trading recently, or I don't believe you. There is simply no good place to assess risk when volatility expands 2-3 fold within a day. There is no historical framework to operate within. A professional doesn't just shoot from the hip.
     
    #26     Mar 21, 2020
  7. trdes

    trdes


    Thank you providing a reasonable factual post, they're on the endangered species list these days.
     
    #27     Mar 21, 2020
  8. Read my last post, and show us the proof then.
     
    #28     Mar 21, 2020
  9. It's not factual until proven.
     
    #29     Mar 21, 2020
  10. trdes

    trdes


    I am on pace to make what I made last month. Again, not "killing it" or even close to that, but I am making what I need to. Allow me to explain why and maybe it will make more sense to you.

    First of all there have been plenty of post for some time now from myself and others laying out a fairly solid basis explaining the situation both fundamentally, technically and news based that show the probabilities have been for up moves to be faded and that the increased range we've seen is likely to continue. So, it shouldn't come as a surprise as this movement has been expected for awhile now and the bigger ranges will likely continue.

    Here's more of a direct trading scenario / plan:

    - Bigger charts are now more active and you can trade them intra-day, because bigger players are active

    -The ATR on NQ was roughly 163 before this started lately it's been ranging 3-4x the normal.

    These two factors should let us know that we need to decrease our position sizing by 3-4x, as we are trading larger charts and looking to catch bigger moves(bigger stops and bigger profit targets) Therefore on a literal dollar to dollar basis, I am not risking anymore money than I was previously.

    As always the markets are fractal, so all charts from the smallest time frame to the larger time frame all have the base underlining structure and price patterns. Nothing has changed objectively from how the markets operate on longs and shorts. Here is what HAS changed:

    #1 People emotions and inability to separate that and remain objective
    #2 The markets are now in distribution mode as opposed to accumulation
    #3 The markets momentum is now more bearish than bullish.

    Those things are making people not be objective.
     
    #30     Mar 21, 2020