The thing about edge

Discussion in 'Trading' started by kut2k2, Nov 16, 2013.


  1. At the roulette, the casino has a 5.4% edge if you bet on the numbers (1 to 36 and 0 and 00) and no money management in the world can change that percentage.

    Same thing with trading, you cannot change your edge with "good" money management, because "good" money management is ALREADY one of the components of your trading system.

    In other words, for each trading system (assuming its rules are clearly defined), there is an OPTIMAL money management. Deviate from your optimal money management, for example bet more or less or change the value of the stop (or trailing stop) and you will degrade the performance of your trading system. In fact, your average profit per trade can even become negative, even if you have a winning trading system.

    Absolutely, lower commissions and/or spread can greatly enhance your average profit per trade while reducing the drawdown. It can even turn a losing system into a winning system in some cases.
     
    #21     Nov 17, 2013
  2. kut2k2

    kut2k2

    Amazingly this appears to be little discussed if at all in the Psychology forum. :eek:
     
    #22     Nov 17, 2013
  3. blakpacman

    blakpacman

    None of us have any "edge." We only have strategy.
     
    #23     Nov 17, 2013
  4. dbphoenix

    dbphoenix

    Actually we trade together. The first trade after hitting 3400 (I pointed out this level last July) was a short, 95.25 to be exact. The "giant selloff" referred to was the next day. And it fell eventually to 3310, not 3330. Nobody was long at 3400 since 3400 was hit in the middle of the night.

    I suppose the obsessed might reconstruct all this, but who cares?

    And given that we're sitting at 3420, 3400 was not "a top".
     
    #24     Nov 17, 2013
  5. ?? :confused:

    Here is a strategy : sell when RSI is at 80 (overbought), buy when it's at 20 (oversold).

    Test it in Forex, this strategy gives you NO edge.

    So yes every trader has a "strategy", but it does no mean that his/her strategy has any mathematical edge.
     
    #25     Nov 17, 2013
  6. dbphoenix

    dbphoenix

    Traders have been sold a bill of goods. Somehow this Tharp nonsense has become common wisdom. Magee pointed out the flaw I mentioned back in the 40s, but we all know the world began in 1994.

    People buy into it largely because they have no idea how to trade, and the proposition that they can win by having a 30% winrate sounds pretty good. Sounds pretty good in the second year, too. And the third. And the fifth. And the eighth. And the thirteenth.
     
    #26     Nov 17, 2013
  7. bpatson

    bpatson

    Edge is easy to find - plenty of instruments have a built-in edge.
     
    #27     Nov 17, 2013
  8. Really? Like what?

    Unless you are talking about these kinds of instruments :D

    [​IMG]
     
    #28     Nov 17, 2013
  9. kut2k2

    kut2k2

    #29     Nov 17, 2013
  10. dbphoenix

    dbphoenix

    Speaking of psychology, I think it's informative that few can agree on what an edge is (five, so far) yet everybody thinks they have one. Probably why they're all making tons of money and getting ready to retire.
     
    #30     Nov 17, 2013