The 6 Key Trading Principles of Marty Schwartz

Discussion in 'Trading' started by Chuck Krug, Nov 14, 2015.

  1. banco

    banco

    I really liked Pitbull but heard that recent interview with him and you'd never have known he was a great trader based on that interview.
     
    #11     Nov 15, 2015
  2. think about it. who is gambling? the one who says, "I may be right I may be wrong, so I will only risk a little."? Or the one who knows he is right and will risk it all? Which one is the gambler? One is betting a little on an uncertainty. The other is betting it all on a sure thing. I guess they are both gamblers. But one is just gambling.
     
    #12     Nov 15, 2015
  3. wartrace

    wartrace

    You mean the one that "thinks" he knows he is right?:eek: Show me one trader that never had a loss.
     
    #13     Nov 15, 2015
  4. kut2k2

    kut2k2

    A sure thing in trading is extremely rare. Can you give an example of one?
     
    Last edited: Nov 15, 2015
    #14     Nov 15, 2015
  5. only in the traders mind
     
    #15     Nov 15, 2015
  6. kut2k2

    kut2k2

    So your statement "If the maximum amount you are willing to lose is not 100%, you are just gambling" is meaningless in the context of trading.

    First of all, if you're willing to LOSE 100%, you're not just a gambler, you're the ultimate degenerate gambler.

    Second, you should be willing to BET (not lose) 100% if and only if you have a sure thing (aka a future event about which there is no uncertainty at all). This is just an obvious outcome of the math aka the Kelly formula. When you literally can't lose, you bet the farm (assuming there's a sucker willing to bet against you).

    But in trading : There's No Such Thing As A Sure Thing.
     
    #16     Nov 15, 2015
  7. wartrace

    wartrace

    I downloaded "Pitbull" today and read it. It was entertaining however not relevant to the current electronic markets. It was similar to Reminiscences of a Stock Operator in that it was entertaining. It will not help anyone trade better in my opinion. Good way to spend a Sunday but not useful.
     
    #17     Nov 15, 2015
    lawrence-lugar likes this.
  8. not degenerate, just really serious, as opposed to the gambler who bets a little here a little there hoping to get lucky
     
    #18     Nov 16, 2015
  9. kut2k2

    kut2k2

    A really serious gambler would bet his Kelly fraction only when it was positive, i.e., when he had the advantage. The Kelly fraction can be positive without equalling 100%. But maybe that's just me. To me, the gamblers are the ones who don't have positive expectation. How serious they are after that bad decision is moot.
     
    #19     Nov 16, 2015
  10. exactly, they are all gamblers except the guy who is convinced he is right and goes all in. Now that guy is in a different category altogether. Prudent risk management is for gamblers.

    for instance, I have two conservative funds I manage for myself. One is a simple asset allocation fund. Now that is gambling. The other fund I'm always 100% long stocks. That's not gambling. It's a sure thing (in my mind.)

    having two funds? Now that is gambling, or known by financial advisors as diversification, which is probably the lowest form of gambling.
     
    Last edited: Nov 16, 2015
    #20     Nov 16, 2015