Trading with a Stop Loss in the Futures Market is for Losers

Discussion in 'Risk Management' started by emg, Jun 20, 2011.

  1. The rationale I had for joining this thread was that the title was completely dogmatic and I was pointing that out. I'm not denying there are ways to trade without stops, just saying that I haven't found one and, given the performance of my strategy, I'm just not looking to mess with a good thing. Plus, while I'm not giving away the algorithm I use, my initial stop-setting is a science, not an art, based on logic.

    To say that "stops create losses", you'd have to look at what happened subsequent to the stop being hit for all the traders that use stops and fail. I'm sure a percentage of them fall into the "stops create losses" category and a percentage fall into the "bad entries create losses" category and some with a little of both. That's why I think the entire thread is myopic and reductionist, since the title could just as easily be "Trading with bad entries in the futures market is for losers".
     
    #191     Jul 3, 2011
  2. the1

    the1

    I reckon that after 20 years of trading, which including trading prop, starting a hedge fund that was profitable in every year except one, and currently running a CTA LLC, I know how to manage risk and one of the ways I manage risk is knowing how to price options based on the volatility in that market.

     
    #192     Jul 3, 2011
  3. the1

    the1

    And to that I would give you a high five. There are many ways to trade and many ways to manage risk. It sounds as though you have found your niche. Kudos LM!

     
    #193     Jul 3, 2011
  4. TsunTzu

    TsunTzu

    Congrats, go back to your day job and stop handing out one size fits all advice then.

     
    #194     Jul 3, 2011
  5. the1

    the1

    One size fits all? Just trying to get people to think outside the box is all.

     
    #195     Jul 3, 2011
  6. you don't write like.... nor do you sound like....

    you are trading real live lots....

    anyone who trades for a living will be very cautious every step of the way.... whether they are piling up and laughing to the bank.... or the other way around....

    they won't be talking trashy nor would any of them give such flaw counsel to others, newbies or not....

    get a grip.... and tell us what you most frequently trade in... without stop.... wish you best of luck trading live and without stop....:(
     
    #196     Jul 3, 2011
  7. Visaria

    Visaria

    But most hedge funds either lose money/go bust/blow up!
     
    #197     Jul 3, 2011
  8. who are told to leave the office and not return?
     
    #198     Jul 3, 2011
  9. cornix

    cornix

    Athlon's trade example was just that (those trades are my favourite too).

    You exploit the trapped breakout takers, who accelerate the momentum of reversal.

    So, yes, I agree that knowing and acting where big stops likely are is a good idea.
     
    #199     Jul 3, 2011
  10. cornix

    cornix

    That would be true if the market was random. :)

    As for correlations, I already wrote in this thread, that have witnessed myself how very bright quants playing fixed income correlation models, with a lot of institutional experience under the belt got injured very hard in the unusual market conditions of 2008... At the same time, guys with "inferior" risk management aka stops made a certain killing using the huge volatility provided by those markets. :D
     
    #200     Jul 3, 2011