Taking 103K to 1.2million by Year End 2008

Discussion in 'Journals' started by neke, Jan 12, 2008.

Thread Status:
Not open for further replies.
  1. You know for a fact that I trade equities? You believed that post? I guess most did. Well, you have it all figured out then.

    Again, you are just mumbling a bunch of sentimental american crap about achievement, smiling, blah, blah, meanwhile talking about facts, etc. and not even posting meaningful responses to my statements. Again, this thread is not about achievement as you call it but gambling. For the record, let's make that crystal clear.

    Oh, and save the name calling. It reflects more on your noobness than on me.
     
    #601     Nov 23, 2008
  2. neke

    neke

    Hi Short&Naked,

    What is your definition of gambling?

    It is silly how people could criticize without bringing facts to back up their position. This week's top trade on SPY was roughly 300% of account value (16000 shares). That is about the maximum leverage used on a trade since the thread started. The risk/reward on that trade is identical to buying 32 ES-mini contracts, on an account size of 400K. That is 12.5K margin per contract. Tell me, those trading futures, is that an outsized risk to take on an intra-day trade?

    Let me pose to you a scenario given in last year's thread, and give me your answer, you intelligent investor:

    Suppose your trade has two possible outcomes: a gain of +20% or a loss of -10% with equal chance (you know this based on years of prior experience), each trade lasting a week, and only able to hold to one position at a time. The results are compounded (good you believe in this as well!). Would you trade this scenario? What percentage of your account will you commit to each trade? What is the maximum percentage draw-down you would accept?
     
    #602     Nov 23, 2008
  3. The definition of gambling (as in the Las Vegas sense) brings with it an element of complete loss of control over the outcome of an event. I actually consider any form of trading (even high risk strategies) to be less risky than gambling since you have so many more resources under your control (if you chose to do so). This includes stops and using them to limit your loss (including only risking a small amout of your capital), which puts you in as much control as possible of the uncertainty that lies ahead. If one, however, choses not to apply them one might as well just be pulling the lever on a one-armed bandit.

    Well, in all fairness, this is what Soros did back in the 90s, when he leveraged to the hills since the R:R was too good to pass up. But again, any mention of stops? But regardless of the details, if you are doubling or trippling your account within that time span you are taking on risks that could easily have pushed your account in the other direction (or stoped you out with fairly large losses).

    I can't tell you what an investor would say, since I do not consider myself one. However, I can tell you how any risk manager worth his bread and butter would answer: The question is senseless since making any predictions on the quality of a given R:R (-10% vs. -20% in this case) is impossible to do accurately. (I don't care how much experience one has). You are therefore trying to fix position size, stop placements on something that will never play out in real life. Were you a quantitative risk manager in a former life, neke? :)

    What I find interesting is that your equity curve looks exactly like those of the many systems on collective2.com that made a killing in the past month. Others on the other hand completely blew up and erased up to 4 years of gains. I'd say it was about 50/50. ;)

    I rest my case:

    http://www.ljmfund.com/content/history.html (not collective2.com, professional)
     
    #603     Nov 23, 2008
  4. FGBS

    FGBS

    This is what we have been asking you to do for weeks, so THANK YOU and gluck with your currency trades. Looking forward to your currency trading journal as you seem to have decent fundamentals and your idea's, however contrasting to Neke's, seem valid and instructive to this board as a whole.
     
    #604     Nov 23, 2008
  5. ctrlbrk

    ctrlbrk

    Thank you, if there is anything further please start your own thread and there you can tell us how you would do it. Leave Neke's thread be.
     
    #605     Nov 23, 2008
  6. telozo

    telozo

    That's an easy one, just use Kelly's formula:
    http://en.wikipedia.org/wiki/Kelly_criterion
     
    #606     Nov 23, 2008
  7. Since you asked to nicely. Sure. :)
     
    #607     Nov 23, 2008
  8. Oh really? I haven't even noticed you until yesterday. :p

    I kid, I kid. Alright. Actually, I probably will start a journal similar to neke's heck, I might even turn it into a gambling adventure. ;)

    All the best.
     
    #608     Nov 23, 2008
  9. neke

    neke

    Weekly Update for week 46 ended 11/28/2008

    Awful week, down 59K (13%), about the same percentage the market (SPY) rose. Tells the story of the week. Found it hard to adjust to the unrelenting strength in the market. Bias is such a terrible thing to cure!

    Need to be careful as we go into the end of the year. It is important to finish on a strong note, and not let it go the way of last year.

    Code:
    
    Opening Balance:               	    	448,748
    Net loss for the week 		         58,733 
    ------------------------------------------------
    Net Balance:                   		390,015
    Number of Trades	            	 22
    Number of Profitable Trades    	    	 8
    
    Since Inception of Thread   01/13/2008 - 11/28/2008
    
    Opening Balance:                   	102,615
    Net gain (Less Margin Interest)		312,400
    ------------------------------------------------
    Balance Before Withdrawal:            	415,015  (Up 304%)
    Cash Withdrawal				-25,000
    ------------------------------------------------
    Net Balance				390,015
    
    Number of Trades	           	1089
    Number of Profitable Trades        	 643
    
    
    Top/Bottom Discretionary Trades for the week
    
    TICKER	ENTRY DATE/TIME		EXIT DATE/TIME		QTY	PURCHASE AMT	SOLD AMT	GAIN/LOSS	TYPE
    
    SPY	2008-11-24-12-24-50	2008-11-24-14-30-16	7000	581700		591500		9777		LONG
    SZCLH	2008-11-24-12-12-25	2008-11-24-14-30-43	15000	60000		66750		6505		LONG
    --------------------------------------------------
    AMZN	2008-11-25-10-49-07	2008-11-25-11-32-27	12000	503520		488412		-15140		SHORT
    BDQXF	2008-11-26-10-50-46	2008-11-26-14-02-00	4000	60000		44000		-16080		BIDU PUT
    
    								
    


    [​IMG]
     
    #609     Nov 28, 2008
  10. why not just lock in what you made for this year, and have an early Christmas? You had a nice run...dont give it back :)
     
    #610     Nov 28, 2008
Thread Status:
Not open for further replies.