Lessons from a failed trader

Discussion in 'Trading' started by YoungOne, Feb 1, 2021.

  1. savoir

    savoir

    For all practical purposes, I don’t feel I am at a disadvantage with regard to getting price data. But my perspective is probably different than most.

    I started in the 1980s using yesterday’s prices from Investor’s Daily (IBD now) and watching a 20-minute delayed ticker scroll across on a UHF TV channel. I won’t get into how orders were placed by telephone, discount commission was $100 per side, and the broker frowned upon odd lots.

    When online trading became available, my wildest fantasies came true. This was when I had to manually refresh to get an updated price quote and I was limited to so many free quotes per trade. The Datek streamer was like having a private rocket ship to me.

    I almost laugh out loud when traders complain about their price data being milliseconds behind HFT firms and how that’s an unfair advantage. At the fastest, my mind can process and I can act on new information about three times per second. I know this because I’ve made three moves in a second in blitz chess twice in my life as a teen (but not once as an adult). There is more to trading and chess than how fast you can move. Making the right moves wins the game.

    And trading IS a game, not science. It is a game because at any given moment the outcome is uncertain. There is no mathematical precision or known probabilities regardless of the amount of backtesting or experience.
     
    #61     Feb 1, 2021
  2. heispark

    heispark

    This is an era anyone can make money from stocks. It will change sooner or later and we will see people jump out of the window again....... Old Korean saying is "higher the mountain, deeper the valley".
     
    #62     Feb 1, 2021
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  3. sef88

    sef88

    Thanks for the last point as a reminder. Always be prepared for all market regimes.
     
    #63     Feb 1, 2021
    savoir likes this.
  4. zghorner

    zghorner

    Incredible post thank you for typing that.
     
    #64     Feb 1, 2021
    savoir likes this.
  5. taowave

    taowave

    Agree with everything you said except for the last sentence..

    I have traded in the pits,was the head trader of derivative and worked at a major hedge fund..

    While I am not capable of developing models with "mathematical precision",I can assure you there are those who can..and do...and rarely if ever have down days

     
    #65     Feb 2, 2021
  6. Impressive back-ground.

    Would you care to elaborate on that part regarding models? Day trading? What kind of products?

    Thanks.
     
    #66     Feb 2, 2021
  7. taowave

    taowave

    At the Hedge fund,it was some sort of stat arb mean reversion with a twist.

    I wasn't privy to the details,but the Head of the fund told me they never had down days...the issue was they were constrained by the size they could get on.

    The other guy who rarely if ever had a down day,either went to jail,or barely escaped it..I knw what he did:)


     
    #67     Feb 2, 2021
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  8. savoir

    savoir

    Models with mathematical precision are not necessary to rarely having down days. Down days are rare if you have mad skills.
     
    #68     Feb 2, 2021
    Laissez Faire likes this.
  9. Thanks for sharing. As an outsider I'm always interested in hearing from those with industry experience.

    FWIW, I don't think there should be many down days as a day trader. At least - they should be small.
     
    #69     Feb 2, 2021
  10. treeman

    treeman

    This is a great photo, and illustrates the need to know what kind of market you are currently in. And really, it's not that hard to figure out which market is the one you're in. And there are multiple ways to do it.
     
    #70     Feb 2, 2021