Why Is The Obvious Not So Obvious?

Discussion in 'Risk Management' started by nysestocks, Jan 25, 2009.

  1. J_Smith

    J_Smith

    Common sense would say that you "obviously" have to know something about what it is you are doing, otherwise you will accomplish nothing. Socrates, I imagine, meant that when you acquire knowledge, this knowledge is only of any use once you can use it for the better of mankind, so as to speak.

    Translated into trading, even though you acquire knowledge, then that knowledge is absolutely no use unless you use it to your benefit.

    Most, even though they might have acquired some of the most relevant knowledge, can not make use of it, and, the main reason might well be as simple as they actually think they now know something of value, just because they read it, or seen it, or heard it, without ever proving it to themselves that it is for thier benefit to actually use it!

    How do you prove it, well, in trading there is ONLY one way, but most never get to find out, as, they think they know everything, but in reality, they actually know nothing.

    That is why "I really know nothing" :)

    J_S
     
    #4231     Oct 7, 2015
  2. I am new at this obvious thing, but is it about anticipating how much the counter-trend will go until the main trend resumes?
     
    #4232     Oct 7, 2015
  3. J_Smith

    J_Smith

    It is about controlling your risk at all times so that you can learn what works best for you, and not give away all your hard earned money to those who have plenty of it when you learn what works best, as many things work, but not all will suit YOU!

    Common sense, no!

    J_S
     
    #4233     Oct 7, 2015
  4. Ed48

    Ed48

    Hi J_S

    Controlling your risk may keep you in the game longer but the OP made it sound like the "obvious" is a vastly superior technique/method/approach/process.

    What he/she claimed the "obvious" can deliver is nothing short of extraordinary.

    Even trading 240 days of the year, you'd have to earn 1%/day, 5%/week, 25%/month to achieve 1000% CAGR.

    Ed


     
    #4234     Oct 7, 2015
  5. J_Smith

    J_Smith

    E48, of course just controlling your risk is not all that is required, for, the OP is right, if that is all you do then it just means that it will take longer for you to lose all of your money!

    So, we are back to the learning bit!

    How do you learn anything of value - listen to idiots who waffle on and on about the "best" indicator or best "system" ever, or, look at the market as nothing but a bunch of people thinking different things, with one (general) main thinker who has the power (money) to move the price to a certain level while taking losses, knowing only too well then when one (general) decides to drop the price, the losses, plus much much more will be recovered!

    This happens over and over, and is called a cycle - a cycle in stocks and indices is not the same as a cycle in commodities, so one might be better off to approach such markets with a different way of thinking.

    Is 1% per day possible?

    Why not, as there are adequate moves in many instruments to allow one to make 1% per day. Now, to make any money trading, one has to take profits and lock them in, for a paper profit is not a profit until cash in bank!

    If you know that a "symbol" is going to make a certain move (average) during the day, and you know price is not going to go one way every day, then surely common sense says that all you need do is jump in and out and take your bit out of that average movement!

    I am making this too simple, or is it so confusing that people can not understand it - what do you really think?

    J_S
     
    #4235     Oct 7, 2015
  6. ras72

    ras72

    I found "The Obvious" to be awe inspiring and beautiful and disquieting.
     
    #4236     Oct 7, 2015
    Vindago and Redneck like this.
  7. J_Smith

    J_Smith

    In relation to my previous comment on the Dow reaching a potential reversal point, which may or may not happen in the very near future - I decided to initiate a trade now with a view to do some further trades depending on what happens next?

    These trades are taken with money that has been gained from previous trades, so, I am not risking any of my original trading capital.

    Screen Shot 10-07-15 at 04.24 PM.PNG

    My max risk is $401.09, but we will say $400 to keep it even.

    I can not lose any more, obviously, as I bought the put option.

    The P&L profile looks like this at the moment, set for Oct23 instead of Dec31.

    Screen Shot 10-07-15 at 04.41 PM.PNG


    This trade will do 1 of 2 things - make money, the amount depending on how quickly and by how much SPY moves, or lose $400.

    There is no guessing - plain and simple.

    What I need to be aware of with this trade, is, as I bought the put it will lose value as time goes by, losing a lot more as we get nearer to expiration, so I have set date to Oct23 and you can see the projected values on the scenarios table.

    However, if we get more volatility, as in a fast large move down, the price will increase more as the values in the model will change - if we do drop fast I would expect to see the price of the put around $9.50 if the SPY drops fast to around $188 - which would give a profit of just $550.

    Will this happen, I have no idea as I can not tell the future, but I am willing to risk some of the money I made on other trades to find out - and I might even risk a small bit more if we get a spike up, as I have already taken this money as gone for now, even though I might close early if we keep moving up (which i doubt), but I always take the worse case scenario - and that is the money is now gone!

    Is there a better way to trade and risk $400, of course, there are heaps of ways, but I have decided to do this one this way, as that is what I want to do. I might even decide to sell a different SPY put if the market moves down, I don't really know yet, as I have to wait and see what happens?

    This post is just for discussion purposes in relation to the obvious, as part of what I have explained, I believe, is very relative.

    BTW, this is my risk, so if you copy it be prepared to lose $400, as I am :)

    J_S
     
    #4237     Oct 7, 2015
  8. Redneck

    Redneck

    Great music RAS

    Thank You Sir

    RN
     
    #4238     Oct 7, 2015
  9. Redneck

    Redneck

    Hey Ed

    I'm certainly no math expert..., but I think one needs to attain ~1.8% per day..., ~36% per Mo..., to reach 1000% return (works out to 1059.82%) **

    ** assumes 20 trading days per month



    This of course assumes no losing days (those will need factored in toward attaining target)

    Compounding - which may become a constraint in itself depending on the instrument's liquidity (this can be resolved by re-balancing the account every moth / quarter)

    =================

    The next obvious question: is it doable?

    I say yes +..., I open my self up to ridicule

    I say no..., I'm lying


    Back engineer it - figure out the constraints - resolve the constraints - implement it.., while keeping yourself out of the way

    There's your answer

    ==================================

    There is a reason your math struck me funny

    Double check me please

    RN
     
    #4239     Oct 7, 2015
  10. Ed48

    Ed48

    Hi RN

    By my reckoning
    1.8% per day = 1.018^240 = 72 = 7100%
    36% per month = 1.36^12 = 40 = 3900%

    Whereas
    1% per day = 1.01^240 = 10.89 = 989%
    25% per month = 1.25^12 = 14.55 = 1355% (oops)

    22%/month would be nearer the mark

    --------------------------------------------------------------------

    It does show the power of compounding though. As a joke, I once made this offer to a friend and he thought I was crazy...

    Today (day 1) write 1 penny on the blackboard. Tomorrow write 2p. The day after write 4p. Every day double it.

    If you are prepared to pay me the figure on the board on day 30, I'll give you my car.

    2^29 = 536870912 pennies = £5,368,709.12

    Even when you start writing it out 1,2,4,8,16,32,64 it's hard to believe. After 10 days it's only £5.12. Even half way through (day 15) it's only £163.84.

    Ed
     
    Last edited: Oct 8, 2015
    #4240     Oct 8, 2015