Worse than Random...

Discussion in 'Trading' started by Nicodemus, Oct 11, 2001.

  1. I've always been amazed at how bad my judgement is on the probable direction of the market. I thought once about starting an advisory service where I would post my predictions, the idea being that you would do the opposite. I believe it would work but I doubt I could stir up too much interest. Fortunately for my trading I stopped trading on ideas and started trading off the tape. What always puzzled me was that I should have had a 50/50 chance of being right but its more like 40/60 against me. Well I just finished reading this quote by William Eckhardt:
    "The extremeness of the outcome in this story seems to support an apparent phenomenom that I have observed many times over the years, but for which I have no hard evidence: The majority of people trade worse than a purely random trader would."
    This guy has been reasearching the market and designing systems for many years.
    :(
     
  2. roger2

    roger2

    so Nicodemus, where do you think the market is heading tomorow? :cool:
     
  3. huby

    huby

    Nicodemus, you make me laugh. I've had that exact same thought many times. People could have made a small fortune off of doing opposite as me in the past. Lol. :p

    Even though I know it's not true, you've got to admit that some days it just feels like the market is out to get you!!

    Hang in there. Just gotta keep plugging away.
     
  4. jaan

    jaan

    well, you are not alone. just for fun, i started paper-trading QQQ (on double margin) on 8/30. by now, i'm down a cool 70%! plus commissions.

    so i've also toyed about the alert service idea, but i suspect that knowing about my "signals" being used in the contrarian manner would quickly ruin my touch... :)

    - jaan
     
  5. The market will run up until 10:13:42 am then drift down for the rest of the day.:D
     
  6. Magna

    Magna Administrator

    Nicodemus,

    What always puzzled me was that I should have had a 50/50 chance of being right

    Thought you might find an old post of mine interesting. Seems there was a similar discussion going on and our old buddy tradeRX - shortnfool - Bucky Lee made the following claim. My response follows.

    >Hitting 50% of your trades is no better than RANDOM CHANCE.
    >A blindfolded monkey throwing darts at the wall street
    >journal does as well.

    Hitting 50% of your trades is far better than random chance, and you are misunderstanding probabilities. I often see this when people compare picking winning stocks with flipping a coin (trading author Misha Sarkovich makes the same error), where the latter does have a 50% chance of turning up either way assuming the coin is evenly weighted.

    The error in your thinking is taking the fact that stocks are either winners or losers (forgetting flat trades for a moment) and equating that with a probability of 50%. Nothing could be further from the truth. A monkey's dart-throw is no more a 50% probability of a win than saying a monkey pounding on a typewriter will either type a novel or he won't, so it's a 50% chance that he will...
     
  7. Cesko

    Cesko

    "The error in your thinking is taking the fact that stocks are either winners or losers (forgetting flat trades for a moment) and equating that with a probability of 50%. "
    Magna
    Can you logically explain to me where is the error??
     
  8. thomas

    thomas


    You know the saying 95% of daytraders fail. Here's an idea. Keep the same strategy, but do the opposite: Buy --> Sell, Sell --> Buy, and see how your paper trading turns out? Now the odds are overwhelmingly in your favor (+95%). :)
     
  9. neo_hr

    neo_hr

    Belive me guys, I probably aren't the "chosen one":D to say why or what is wrong about the peoples understanding of probabilities simply because I have made 1 (Yes, ONE he he) trade in my life so far, and it was a short scalp of a strong uptrending stock so feel free to disregard what I have to say.

    BUT! One thing I have done is READ A LOT OF STUFF ON TRADING for the past 3 yrs I been learning it.

    Chances in fact ARE 50-50 since noone really knows if the next bar is going to be a green or red one (be it daily, 15min or 1 min) and we cant argue with that! So, close to a coin flip.

    One thing that actually speaks for us traders is MONEY MANAGEMENT (just give me 2c for every time you heard that term ;) and Ill quit trading he he) and if I got it right you can be wrong (have the odds beat you) MOST of the time but still end in the green. Important thing is that quantitavely(?) you win more than all your losers are.

    So If you re wrong like 70% of the time , and right 30, it simply means that you have to lose less over theese 70% and win more on the rest.

    Not gambling anymore, right? Not to mention RISK/REWARD ratio. If you choose your trades which have a high R expectancy, this difference (im talking about 70-30%) goes even more in your favour.

    I personally think that the markets = statistics

    ...but, who am I to say, I'm only a small guy from Cro who shorted AMD yesteray:cool: and covered for a 1c loss...

    Alex

    P.S. I pressed the wrong hotkey
     
  10. Grabbit

    Grabbit

    The reason the 50/50 theory (or "flip a coin strategy") does not work is that the whole system is designed to get your money from you. The art (which I don't master either) is to be on the side that does exactly this: get other ppls money.

    And actually the 50/50 method would work if you were able to exclude emotions like greed, fear, impatience, lack of discipline to follow your own exit rules etc.
    And by being able to get into the trend, and trade with it not against it, you could even do better then 50/50, theoretically that is.
     
    #10     Oct 12, 2001