Why Is The Obvious Not So Obvious?

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

  1. Raphael

    Raphael

    Having a zero sum game doesn't require a 50-50 split between winners and losers. Also stock prices follow geometric Brownian motion under the assumptions of Black-Scholes not a Gaussian distribution.
     
    #4801     Feb 4, 2016
  2. Redneck

    Redneck


    Here's the index to mine

    Define each sub heading clearly..., concisely.., and simply

    Leave any mkt reference out of it - this is what YOU will do..., how YOU will do it..., when YOU will do it - repeatedly and consistently

    Regardless of what the mkt is doing

    RN


    upload_2016-2-4_10-43-50.png



    upload_2016-2-4_10-44-27.png



    upload_2016-2-4_10-44-59.png
     
    #4802     Feb 4, 2016
    Simples and DDR like this.
  3. Vindago

    Vindago

    Thanks RN, as always you are very kind.

    now it is for me to put some work on this...
     
    #4803     Feb 4, 2016
  4. Redneck

    Redneck

    You betchca Sir

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

    Then - when trading - each trade gets a trade plan


    Entry signal / price (entry signal should be appropriate for.., and within price's current context)
    SL / PT (SL - set where the trade breaks down / signal invalidated..., PT should be appropriate for.., and within price's current context)
    Means/ way of managing the trade
    WRR


    Off to the races we go

    RN
     
    Last edited: Feb 4, 2016
    #4804     Feb 4, 2016
  5. J_Smith

    J_Smith

    Within RN's A&M, I can see one 2 letter word that has, and will continue to, present vg trading opportunities if you are there!

    RN might not agree, but RN is not me, you see!

    More than one way to skin a cat, but only one way to trade correctly!

    J_S
     
    #4805     Feb 4, 2016
  6. Vindago

    Vindago

    the only two letter words are TO and DO, I guess JS is thinking of DO...
     
    #4806     Feb 4, 2016
  7. There is also OF and UP, although I've no idea which of the four JS was referring to.
     
    #4807     Feb 4, 2016
  8. botpro

    botpro

    The logarithmic returns, and the probabilities for winners/losers, are normally distributed (Gaussian), and since negative stock prices isn't possible, the net effect is a lognormal distribution.

    Just do a simulation for 100 traders and 1000 trades each do: 50% of the trades will win, 50% will lose,
    and that will be similarily distributed for the traders: 50% will have won, 50% will have lost...
     
    #4808     Feb 4, 2016
  9. J_Smith

    J_Smith

    I think you are in the wrong place:rolleyes:

    J_S
     
    #4809     Feb 4, 2016
  10. J_Smith

    J_Smith

    Apologies, as I was getting setup to do a small trade on ES option.

    I meant two words, of which there are a few, but as mentioned, you have to be there to do it!

    Two words are closer to the bottom, than the top.

    J_S
     
    #4810     Feb 4, 2016