My edge isn't what I thought it was

Discussion in 'Trading' started by Naturex, Sep 30, 2019.

  1. Bugenhagen

    Bugenhagen

    I'll be stealing the Rorschach bit :)
     
    #21     Sep 30, 2019
  2. speedo

    speedo

    Be my guest.
     
    #22     Sep 30, 2019
    Bugenhagen likes this.
  3. tiddlywinks

    tiddlywinks

    Take the stairs. You control your speed. No reframe. Problem solved.
     
    #23     Sep 30, 2019
    Peter8519 likes this.
  4. comagnum

    comagnum

    Regardless of how you choose your trade entries, it is the risk/trade mgmt that will make or break you in the long run. This is typically grossly neglected by novice traders, been there done that.

    One of the top CTA funds over the last decade- up 150% on the year. This fund is global futures/systematic, the CTA has 14 Nobel prize laureates in physics and chemistry, & was granted 11 patents for telecom & computers.

    The 1st line of the prospectus, trade identification is not once mentioned.
    Predominantly focuses on proactive risk management through methods of dynamic asset allocations.
     
    Last edited: Sep 30, 2019
    #24     Sep 30, 2019
    VPhantom and S-Trader like this.
  5. the only strategy is cutting lose quick.
     
    #25     Sep 30, 2019
  6. Peter8519

    Peter8519

    Another possibility is that the "edge" is static whereas the market is dynamic.
     
    #26     Sep 30, 2019
  7. RedDuke

    RedDuke

    Death by a thousand cuts is still a death. cutting losses is important, but positive expectancy is above all others.
     
    #27     Sep 30, 2019
    BONECRUSHER likes this.
  8. qlai

    qlai

    Sounds like a buy and hold to me, not trading, and definitely not an edge in itself.
     
    #28     Sep 30, 2019
    Real Money and BONECRUSHER like this.
  9. Orbiter

    Orbiter

    Not a solution for everyone but here is the way I went about it in my 20 years of investing:
    1. For the first 5 years I mostly invested small amounts, long term, using asset allocation, dividend paying stocks, mutual funds, keeping the stress in check
    2. Then I started using index options without (much) leverage hoping to lower my risk and get better results. I looked into technical analysis, voodoo Elliott waves, etc
    3. As I became more confident I upped the risk and I realized that the following factors increased the stress:
    a. Watching closely all positions and having to manage each one of them
    b. The size of the positions and the large PNL fluctuations
    c. Trading on short timeframes
    d. Not having clear entry and exit rules
    e. Missing trades due to life commitments and missing on life due to trading
    e. Everything else not mentioned above /s
    4. About 10 years ago I started to become really systematic by setting clear rules, backtesting them and trying to strictly follow them.
    5. Being systematic helped but the real breakthrough came about 6 years ago when I started to automate my strategies and was able that way to diversify a lot more by not only owning a large number of positions in my portfolio buy also by having the ability to use multiple strategies at the same time. Now I spend my time in strategy development. Most of the stress factors mentioned above are almost gone. ( The ones not mentioned above are still there /s)
     
    #29     Oct 1, 2019
  10. traider

    traider

    How do you know you are not overfitting your strategies
     
    #30     Oct 1, 2019