No one on EliteTrader will beat the market… here is why

Discussion in 'Trading' started by neutrino, Dec 17, 2008.

  1. I didn't want to spark a discussion for arguments' sake. My point is very simple - regardless of your intelligence and past success, you must avoid competition as much as possible. The stock market may not be perfectly competitive, but it is the most competitive market in the world. It is exactly the market you want to avoid. Everyone has an easy access to the same information in a transparent auction market with millions of buyers and sellers. I have doubts that I must continue to try to extract any money from such market in excess of the normal long-term stock market return. Because I can get the long term return with zero effort by buying and holding a broadly diversified (including internationally) stock portfolio (through an index fund or a couple of ETFs), and investing my free time in other ventures. Don't get me wrong - I love trading and I do it full time with my own capital and lately with some institutional money, I never had any problems with discipline or overtrading. But if short-term trading and even long-term stock picking is the most competitive zero-sum game you can ever find, may be I should let others make the market as fair and efficient as it is and just reap the benefits of holding the market portfolio and save the commissions...
     
    #61     Dec 17, 2008
  2. The fact that the market is open and accessible to everybody is the reason why the winners will continue to win. You used this as way to say the edge will decrease. This is not correct. In the newcomers you have some new winners, and a large number of losers.

    You will start losing or breakeven when you are less good than the opposition.
     
    #62     Dec 17, 2008
  3. Cutten

    Cutten

    I'm interested in what evidence the original poster would accept as falsifying his belief.
     
    #63     Dec 17, 2008
  4. OUCH. You have GOT to be kidding! Market efficiency and pricing in events are the same thing!!!!

    You need to get yourselef an Econ 101 book, Salivary

    The point of pricing in information means you CANNOT outdo it by being more clever. The market is pricing in expectations for the future, and balances all known intelligent views.


    Quote from neutrino:
    Unfortunately you can't say when except in hindsight, which means that the irrational behaviour cannot be profitably exploited. This is the meaning of "efficient" in the Efficient Market Hypothesis which I refer to.


    You moved ahead of Saliva with that observation
     
    #64     Dec 17, 2008
  5. Could explain what you mean by "belief"?
     
    #65     Dec 17, 2008
  6. Dustin

    Dustin

    There's two flaws to your thinking.

    1) There are much more efficient markets than the stock market, futures for example. That alone disproves efficient market hypothesis as far as I'm concerned.

    2) You are comparing trading income to investing income. With investing you can get 4:1 margin. With trading you can get 40:1 or even higher. Trading is a more efficient use of capital. An experienced trader with a $25k trading account can outperform his own $25k investing account many multiples over.
     
    #66     Dec 17, 2008
  7. That there is a majority of consistent losing traders in the market (say for 10-20 years) if you add back the trading related costs like commissions and fees (which are profits for brokers and not for other traders).
     
    #67     Dec 17, 2008
  8. Cutten

    Cutten

    No - I mean what evidence would it take for you to conclude that the markets weren't efficient and were beatable (at least by a few people).
     
    #68     Dec 17, 2008
  9. OP, in general, I think you are correct. By drilling down to the underwear traders at ET, you're almost perfect in your assessment.

    The fun part of this thread is to read the posts from all the ones who you rubbed the wrong way whose egos are more bruised than their trading accounts.

    Here's another fact: the truth hurts.
     
    #69     Dec 17, 2008
  10. joemiami

    joemiami Guest

    neutrino, you are a total retard! Go to real trading, scalping and be consistently profitable!..if you have the BALLS! You're nothing but sheep, and sheep get slaughtered.....
     
    #70     Dec 17, 2008