What is an "edge"?

Discussion in 'Trading' started by schizo, Nov 6, 2019.

  1. schizo

    schizo

    And the nagging question is: Just what exactly is that "something"? :D
     
    #11     Nov 6, 2019
  2. Fill in the blanks. Some good examples here, but if you think of it from the perspective of trying to be profitable on a random flip, that is how I think about it.
     
    #12     Nov 6, 2019
    raVar likes this.
  3. schizo

    schizo

    Can you elaborate what you mean by "it's all about market understanding and logic"?
     
    #13     Nov 6, 2019
  4. schizo

    schizo

    My days of backtesting is over. I'm too damn old! :D
     
    #14     Nov 6, 2019
  5. schizo

    schizo

    Oh, I like that one, which is a better articulation of what I (kinda) meant at the outset of this thread:

    1) Edge is a pattern. It could simply be a price pattern on the chart, or it could be a behavior pattern (eg. the interaction between me and/or the market).
     
    #15     Nov 6, 2019
  6. padutrader

    padutrader

    not again!
     
    #16     Nov 7, 2019
  7. Most people will tell you it's a profitable setup. For example, if we have 10,000 trades using this setup, and 55% of them are profitable using equal risk vs reward then it's at least 1 edge.
     
    #17     Nov 7, 2019
  8. easymon1

    easymon1

    good question mr schizo, here's a good edge, no?

    libor.jpg

    Here's an Edge: manipulate the Libor rate...and make profits on derivatives pegged to the base rate.

    Scale of the scandal: Dwarfs by Orders of Magnitude ANY FINANCIAL SCAM IN HISTORY. Andrew Lo, MIT professor of Finance
    US and UK levied $9 billion in fines on banks involved https://www.investopedia.com/terms/l/libor-scandal.asp

    libor influence.jpg
    colluding to manipulate the Libor rate beginning in 2003. Barclays reportedly first manipulated Libor during the global economic upswing of 2005–2007 so that its traders could make profits on derivatives pegged to the base rate. https://www.cfr.org/backgrounder/understanding-libor-scandal

    leave it to me - For traders such as Hayes, this number was the Holy Grail. And two years earlier, he had discovered a way to rig it.
    ...each tick = one-hundredth of a percentage point, worth roughly $750,000 to his bottom line.
    ...For the umpteenth time since Lehman faltered, Hayes reached out to his brokers in London. “I need you to keep it as low as possible, all right?” he told one of them in a message. “I’ll pay you, you know, $50,000, $100,000, whatever. Whatever you want, all right?” “All right,” the broker repeated. “I’m a man of my word,” Hayes said. “I know you are. No, that’s done, right, leave it to me,” the broker said. https://www.theguardian.com/busines...rs-who-fixed-the-worlds-most-important-number

    libor order mag.jpg
    https://en.wikipedia.org/wiki/Libor_scandal
    https://dpl-surveillance-equipment....t-manipulation-cases-reach-record-gotbitcoin/

    '
     
    #18     Nov 7, 2019
  9. bbpp

    bbpp

    1. Edge is an advantage that you have over other market participants.
    2. This advantage must enable you to consistently profit.

    So if you have something better than other people, but it can't help you consistently profit, it is not an edge.
    Someone says my edge is discipline.
    Out of 100 people, 20 have discipline, only 3 can consistently make money.
    So discipline is not an edge.
     
    Last edited: Nov 7, 2019
    #19     Nov 7, 2019
    lovethetrade and qaz like this.
  10. Times

    Times

    I personally think an edge is knowing/seeing something the market isn't(and you can know the market isn't seeing it by it not being priced in)

    Ie, I know a few oil workers and farmers that tell me from experience they know on a more probable level how the supply/demand will be for oil and agriculture during seasons/events.

    maybe being a chemist and being able to understanding and test yourself the drugs of biotech stocks to know how probable their proposed solution is.

    or just understanding the relationships on why two markets are correlated

    or just being an insider/law maker and know something is coming that the market isn't pricing in yet(illegal in some places :D)

    etc

    I have had edges in the past diminish as the market may eventually see your edge which makes it a race to the bottom. For example, years ago with bitcoin, I did arbitrage from one exchange to another brand new exchange. Obviously that didn't last.
     
    #20     Nov 7, 2019