The Best Trading Proverbs

Discussion in 'Trading' started by JTrades, May 29, 2014.

  1. %%
    And that's just why the trend is your friend/ for many;
    a good trend lasts much longer than the end of the trend...……………………………………………………………………………………………………………………………………….And the bend of the trend tends to last longer/ than the end OF THE TREND.
     
    #1361     Jul 8, 2020
  2. %%
    Excellent points Julia C made . Another way of saying that is '' the smarter you are, the longer it takes/LOL.
    There is plenty of logic/emotion in the stock market/ enough logic to make a profit + sometimes avoid stupid stuff.
    Many people lose money buying airline stock; but Carl Ichan made a bunch buying part of an airline/stock.
     
    #1362     Jul 8, 2020
  3. easymon1

    easymon1

    Sell in May and Go Away in the Equity Index Futures Markets

    https://quantpedia.com/sell-in-may-and-go-away-in-the-equity-index-futures-markets/

    nq 2020 0713 d-.png

    Sell in May and Go Away in the Equity Index Futures Markets

    25.February 2016 Abstract:

    The period May 1 to the turn of the month of November (last five trading days October) has historically produced negligible returns. The rest of the year (late October to the end of April) has essentially all the year's gains. In this paper we show that there is a statistically significant difference and conclude that the strategy go to cash in the weak period and go long in the strong period has about double the returns of buy and hold for large cap S&P500 index and triple for the small cap Russell2000 index during the period 1993-2015 in the index futures markets.

    Notable quotations from the academic research paper:

    "September and October have historically had low stock market returns with many serious declines or crashes occurring in October. Also the months of November to February have historically had higher than average returns. This suggests the strategy to avoid the bad months and be in cash then and only be long the stock market in the good months. Sell-in-May-and-go-away, which is sometimes called the Halloween E ffect, is one such strategy that is often discussed in the financial press.

    [​IMG]

    Figure 1: S&P500 Futures Sell in May (SIM) and B&H Cumulative Returns Comparison. 1993-2015. (Entry at Close on 6th Day before End of October. Exit 1st Day of May.)

    [​IMG]

    Figure 2: Russell2000 Futures Sell in May (SIM) and B&H Cumulative Returns Comparison. 1993-2015. (Entry at Close on 6th Day before End of October. Exit 1st Day of May.)

    For the S&P500 a buy and hold strategy turns $1 on February 4, 1993 into $3.05 on December 16, 2015; whereas, sell in May and move into cash, counting interest (Fed funds effective monthly rate for sell in May) and dividends for the buy and hold, had a final wealth of $5.77, some 89.2% higher. For the Russell2000, the final wealths were $2.70 and $7.11, respectively, some 163.3% higher. Figures 1 and 2 show this strategy using the rule sell on the first trading day in May and buy on the 6th trading day before the end of October, for the S&P500 and Russell2000 index futures for the years 1993-2015, respectively. This rule did indeed beat a buy and hold strategy by two and three times in final wealth with lower standard deviation risk. The strategy works in most but not all years and in strategy design can be combined with other e ffects depending upon market conditions."




    A new related paper has been added to:

    #31 – Market Seasonality Effect in World Equity Indexes


    Authors: Dzahabarov, Ziemba

    Title: Sell in May and Go Away in the Equity Index Futures Markets

    Link: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2721068
     
    #1363     Jul 13, 2020
    .sigma likes this.
  4. "Not to trade is also to trade."

    "It is better to cut your fingers rather than cutting your legs."

    "Arabs never go to sky."

    And finally our economics professor always told us the best signal for a trend reversal is when the neighborhood baker begins trading.
     
    Last edited: Jul 13, 2020
    #1364     Jul 13, 2020
  5. comagnum

    comagnum

    "The way to build long-term returns is through preservation of capital and home runs. You can be far more aggressive when you're making good profits. Many managers, once they're up 30 or 40 percent, will book their year [i.e., trade very cautiously for the remainder of the year so as not to jeopardize the very good return that has already been realized]. The way to attain superior long-term returns is to grind it out until you're up 30 or 40 percent, and then if you have the convictions, go for a 100 percent year. If you can put together a few near-100 percent years and avoid down years, then you can achieve really outstanding long-term returns." Stanley Druckenmiller
     
    #1365     Jul 13, 2020
    .sigma likes this.
  6. %%
    NOT my favorite quote, but funny; ''it takes courage to be a pig'' =Stanley Druckenmiller [I did enjoy the kids book named '' Pigs Can Fly'' LOL
     
    #1366     Jul 14, 2020
    comagnum likes this.
  7. Something along the lines that the handwork is done in the preparation, the actually executing of the trade should be effortless and boring. If its exciting, you are gambling...

    Another one that I like is to trade bigger and more aggressively when you are on a winning streak and scale down smaller and smaller if you have a losing streak, even if it means to the point of scaling down to the bare minimum trade.

    This protects your capital when you are (Probably making a lot of mistakes you aren't realizing in a not so friendly market) and also helps you make the bank in a case when the market goes wild with euphoria.
     
    #1367     Jul 14, 2020
    .sigma and murray t turtle like this.
  8. dealmaker

    dealmaker

    “Timing is an investing sin”
    - Cliff Asness
     
    #1368     Jul 18, 2020
    murray t turtle likes this.
  9. dealmaker

    dealmaker

    A fool and his money are soon parted.
    – Thomas Tusser, poet
     
    #1369     Jul 21, 2020
    comagnum and .sigma like this.
  10. .sigma

    .sigma

    “When you bet on a sure thing—hedge!” - Robert Half
     
    #1370     Jul 21, 2020
    murray t turtle and dealmaker like this.