What is an edge?

Discussion in 'Trading' started by padutrader, May 10, 2018.

  1. %%

    Good points except for all the casino s that went broke. Of course Carl Ichan sold some of his , so that's not a prediction about gambling.....................................................LOL Good points.:D:D:caution::caution: The trend=a friend, not a prediction, its wisdom.Thanks.
     
    #51     May 11, 2018
  2. bone

    bone

    Personally I think that touting a symbiotic, corollary relationship between successful trading and gambling has been historically just a tad overstated - maybe even gently abused. That's just me, FWIW.

    I'm fairly confident that I can state that a person can find a greater number and more diversity of "edges" in trading markets than can be found in Blackjack or Poker or Baccarat or at the Horse Track or the Sports Book.
     
    Last edited: May 11, 2018
    #52     May 11, 2018
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  3. You're in a duel. The sun's in his eyes. That ought to give you an edge.
     
    #53     May 11, 2018
  4. Simples

    Simples

    Definition of edge
    1 a : the cutting side of a blade
    • a razor's edge
    b : the sharpness of a blade
    • a knife with no edge
    c (1) : force, effectiveness
    • blunted the edge of the legislation
    (2) : vigor or energy especially of body
    • maintains his hard edge
    d (1) : incisive or penetrating quality
    • writing with a satirical edge
    (2) : a noticeably harsh or sharp quality
    • her voice had an edge to it
    (3) : a secondary but distinct quality
    • rock music with a bluesy edge
    e : keenness or intensity of desire or enjoyment
    • lost my competitive edge
    2 a : the line where an object or area begins or ends : border
    • on the edge of a plain
    b : the narrow part adjacent to a border
    • the edge of the deck
    c (1) : a point near the beginning or the end; especially : brink, verge
    • on the edge of disaster
    (2) : the threshold of danger or ruin
    • living on the edge
    d : a favorable margin : advantage
    • has an edge on the competition
    3 : a line or line segment that is the intersection of two plane faces (as of a pyramid) or of two planes

    edgeless
    adjective
    — on edge
    : anxious, nervous
    Having an advantage sounds what most people are after. However, to me, having an edge simply means the chase after consistent risk-adjusted returns from any type of market, and how sure about those returns you can reasonably be (you can never be 100% sure).

    How do you know if you have an edge? If you're consistently losing money, you probably don't have it. OTOH, that doesn't necessarily mean you have an edge if you lucked out on some winners lately. You only have an edge when able to prove to yourself to be consistently over time. It'll always remain an assumption that can break at any point in time. There are lots of caveats and inconsistencies, which diminish any edge somewhat, even if persistent over time.

    If markets, or your ability to play them, change, you may lose any proven edge at any time.

    It is better to focus on the process and staying vigilant, rather than wishful dreaming. Dreaming about your big edges, just feeds the ego and cultivates lazy or magical thinking, diverting energy from fruitful pursuit.
     
    #54     May 11, 2018
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  5. If you get struck by lightning when you are making your trades.

    [​IMG]

    There can be only one!
     
    #55     May 12, 2018
  6. Note that modern stock market was running 400 years from Netherlands.

    For example, suppose we (people in the world) have all equal asset evenly as much as 100 at 400 years ago.

    Now suppose one trader at 400 years ago find a way to conquer ONLY 6% of the neighbor's asset EVERY YEAR. (100, 106, 112.3, ...)

    Simple math says 1.06^400 = 13253973744 seems to be bigger than today's population in the worlds.

    Therefore there is NO TRADING LOGIC which kept CONTINUOUSLY 6% compounded over the 400 years. If there was, then one person has ALL the asset now in the world.

    Please tell me if there is error here.

    PS) Also I heard the average interest rate was roughly 6%, over the 400 years
     
    #56     May 12, 2018
  7. There's a "law" or "theory" or whatever you call them, "truism" ? I read about once related to this and it's basically that there's no way to keep a family dynasty forever because eventually one of your kids, or your kid's kids, or their kids, is going to be too stupid to keep it. It takes work to make money, and a strong hand to keep it, and the "boss's kid" is notoriously inept.

    Edit, most people even see this in their own kids if they're honest.
     
    #57     May 12, 2018
  8. PS2) Furthermore, I heard that there was an average of roughly 3% inflation for roughly 100 years, after Federal Reserve at 1913.
     
    #58     May 12, 2018
  9. I honestly believe that there might be a family to keep CONTINUOUSLY grandfather's trading logic. For example, Rothschild does NOT invest real estate but only invest mostly in national bond(most secure), as well as Catholic. Tell me if there is my error.

    Mr. Buffett in Birkshire may not able to tell his trading logic to his son(s). However, I believe system trading (via programmed computer code) is easily transported to his son(s) if the trading logic is REALLY profitable long time.
     
    Last edited: May 12, 2018
    #59     May 12, 2018
  10. For a shorter example, for lifetime of 50 years (from 30 to 80), note that

    1) 1.06^50 = 18.42015
    2) 1.12^50 = 289.0022
    3) 1.2^50 = 9100.438 times

    where 3) is same as Buffett record (yearly compounded rate) claiming (TRUE???) at
    http://www.berkshirehathaway.com/letters/2017ltr.pdf

    PS) the above letter is saying average growth is roughly 8% in SnP500 index. So, based on the letter, if we bought ALL ETF from all personal saving then our profit was annual 8% compounded, as well as yearly dividend.

    PS2) Quite possibly, most trader does NOT follow as much as the index(market average), if I heard correctly.

    PS3) Tell me if there is one whos record is below annual 8% and higher then 3% for inflation long time. If so, he might be outperformed over the index BEFORE EXPENSE of tax and brokerage. He might be losing time (and of course money) for national tax and broker's profit.
     
    Last edited: May 12, 2018
    #60     May 12, 2018