Why scalping beats any other trading style

Discussion in 'Strategy Building' started by yoohoo, Dec 7, 2006.

  1. Cutten

    Cutten

    Is this really true? Let's look at "more opportunities". A scalper can't watch tick charts on 30,000 securities. A long-term trader can follow every single exchange-traded asset in the world. So whilst the scalper may have far more tradeable moves *per security*, a long-term trader may have far more tradeable moves in total, because his universe of stocks/markets is many times greater.

    Furthermore, issues such as overall market sentiment, valuation, and fundamentals do not have much of an effect on the second-by-second scalping timeframe. On the long-term timeframe they are significant. Therefore a long-term trader has more tools at his disposal than the scalper. Take something like convertible arbitrage or value investing - you can't simply cannot trade that on a minute by minute timeframe.

    Now onto the allegedly lower risk. Scalpers are trying to exploit tiny percentage moves, and most use leverage, some of it significant. Position traders, on the other hand, rarely ever have even 100% of their cash in one asset or market. They might put 5-10% into one given stock, and maybe 50% into an entire market. If a stock gets halted and halves or goes up 50% on reopen, a scalper using no leverage at all will be down 50% if he is caught on the wrong side. A position trader might lose 2.5-5% on the same news. If there's a surprise rate cut or terrorist attack, the S&p could go up or down 10% in a few seconds, enough to wipe out many scalpers and seriously damage others. A position trader might lose 5% if there's a gap move like that.

    Scalpers regularly have a much greater market exposure as a % of their assets, therefore they are much more at risk from black swan events IMO.

    Finally, we have to consider the psychology risk. I've seen scalpers and daytraders lose their cool and go bust in one day. I've never seen a position trader lose their cool and go bust in one day - it usually takes days, weeks, or months. There is plenty of time to sleep on it, and come in the next day in a calm state.
     
    #101     Dec 23, 2006
  2. Cutten,


    You have some points.
    Risk is not related to the time frame.

    The S&P move 10 % in a few seconds ?
    When did such a move happen INTRADAY ?
     
    #102     Dec 23, 2006
  3. Cutten

    Cutten

    That's assuming you catch every wave intraday. What if you end up missing them or even on the wrong side of them? Whilst the long-term trader has made his 60 points, you will be down on the day and have paid more transactions costs.
     
    #103     Dec 23, 2006
  4. Cutten

    Cutten

    I don't know if it did, however it is quite possible, especially given the existence of price limits. The biggest move in the S&P I saw was the intra-meeting rate cut in 2001 where the S&P moved up about 5% in a few seconds. The nasdaq was up about 10% in the same time period. Bear in mind this was simply a rate cut. What if it was a dirty bomb in NYC, or Bush getting assassinated, or Iran nuking Tel Aviv? The market would go limit down in a few seconds, stops would not be executed, and you could be looking at a re-open 20% lower or more. That's enough to bust out plenty of scalpers.
     
    #104     Dec 23, 2006
  5. Hi members,

    I wanna learn scalping.. maybe anyone of you like to share how to scalp the market?

    Sorry im a newbie here.
     
    #105     Dec 23, 2006
  6. Cutten, good question but you have to compare like with like. What if the long term trader gets it wrong for a series of big waves - his stops are much wider than mine.

    The point is made if 2 successful traders are comparing styles over time, one long term and one short term. Given both are at the top of their game, the short term trader will always pull more points out of the market as he trades the A-B-C etc. within the A-B of the longer term trader.

    However, if the short term trader is not a good performer, he will just rack up commissions. On the other hand, a good scalper will have lots of trades every day whereas a longer term trader will have to sit on his hands at times while the market churns.
     
    #106     Dec 23, 2006
  7. Cutten,



    That intra-meeting rate cut in 2001 I remember good because I was on the wrong side of the market but I doubt it was 5 % , I will look it up

    What day was that rate cut ?
     
    #107     Dec 23, 2006
  8. Stand corrected ;


    http://money.cnn.com/2001/01/03/markets/markets_newyork/


    but I have to look up the biggest point difference between 2 consecutive trades in the time and sales after the announcement


    When using very high leverage , you can,should
    always use options to hedge the black swan events
     
    #108     Dec 23, 2006
  9. Short term outcomes are much more predictable, trading, sports, etc. Much easier to predict who's going to win the game on Sunday than who will win the super bowl next year based on current information.

    Same with trading, making scalping easier based on recent price action. However recent price action does not tell you where market will be in two weeks or two years. Too much unkown information.
     
    #109     Dec 23, 2006
  10. Could you comment on this further. Give a real world example on how to decide the strikes and how far out to go.

    This is something I have always wondered about. I have liability business insurance in case of unexpected events, why not for trading.

    Is it reasonable to assume the only risk is to the downside?

    thanks,

    Bruce
     
    #110     Dec 23, 2006