The "Aha" Moment!

Discussion in 'Trading' started by Sweet Bobby, Jan 19, 2019.

  1. carrer

    carrer

    To be honest, I read your posts long ago and thought how could prudent risk management be an edge. Risk management is just a way to manage risk, no way that it could be an edge.

    But after years and years of trial and error, research and so on, I have to tell you that you were right and I was wrong.
     
    #41     Jan 22, 2019
    beginner66, birdman and Buy1Sell2 like this.
  2. Buy1Sell2

    Buy1Sell2

    Thank you for your kind comments. Many traders feel that they can look at a chart and identify buys and sells , but very few pay any attention to how to manage a trade. That is where the edge is. (anyone can pick the correct places to buy and sell--there is no edge in that)
     
    #42     Jan 22, 2019
    carrer likes this.
  3. qlai

    qlai

    Don't take it as argument against what you said(I agree with most), but bull markets are usually low(er) volatility which makes day trading a lot different as well.
     
    #43     Jan 22, 2019
  4. Buy1Sell2

    Buy1Sell2

    In addition, here is a football analogy. --Team is wrong on 3 downs, but correct for 14 yrds on 4th down. ---Is that 4th down better from 4th and 19 or 4th and 3?
     
    #44     Jan 22, 2019
    PennySnatch likes this.
  5. slugar

    slugar

    Delusional
     
    #45     Jan 22, 2019
  6. Specterx

    Specterx

    I have to admit I don't much understand this view.

    First of all, if there's a "correct" place to buy and sell it follows that there are "incorrect" places. I don't know how you can define correct and incorrect places, except by reference to those which offer a +EV trade (ie an edge) and those which don't.

    Second, correctly managing an existing position is in principle no different from taking a position when you were previously flat. When you enter a trade, add or reduce size, or exit the trade entirely, you've done so because a discrete event has occurred that shifts your estimate of the trade odds. This is true whether you're trading fundamentally or technically, using chart PA or pure statistics/math, holding for seconds or years. The task is always and everywhere to identify those events, and correctly assess their impact on the odds of a favorable vs. adverse excursion.

    None of this really has to do with risk management per se, which is a matter of 1) sizing appropriately to achieve a given max drawdown given estimated trade odds, with a generous safety margin for uncertainty, and 2) avoiding situations which can result in enormous unforeseen losses, from things like brokerage failure, crypto exchange hacking or other criminal activity, counterparty default, illiquidity, overnight gap risk, etc.
     
    #46     Jan 22, 2019
    qlai likes this.
  7. schweiz

    schweiz

    Volatility does not impact my system, only the profits become smaller. But the system continues to work, generates the same signals, and generates still decent profits. My system adapts (switches) automatically to the strenght of trends. The only difference is that profits are smaller. But losses are smaller too.
     
    #47     Jan 22, 2019
    Gedman likes this.
  8. qlai

    qlai

    Sure, I understand. This is not about your system vs. my system ... it's about general principles ... most styles/systems are affected by volatility one way or another.
     
    #48     Jan 22, 2019
  9. Buy1Sell2

    Buy1Sell2

    Ask yourself the following question---"Why do the vast majority of traders blow up and a small minority make money?"
     
    #49     Jan 22, 2019
  10. tiddlywinks

    tiddlywinks

    .
    *Why do 20% of new non-trading businesses fail within the first year?
    *Why do 30% of new non-trading businesses fail within the first 2 years?
    *Why do 50% of new non-trading businesses fail within the first 5 years?
    *Why do 70% of new non-trading businesses fail within the first 10 years?

    What is your point?



    * https://www.bls.gov/bdm/us_age_naics_00_table7.txt
     
    #50     Jan 22, 2019