Human Traders Are Trouncing the Machines

Discussion in 'Trading' started by Chuck Krug, Oct 10, 2017.

  1. luisHK

    luisHK

    I'm a bit surprised you got to know plenty of traders who ever dealt with massive amounts of money, win or lose.
    But yes, saying that automated trading is an easier learning process than discretionary trading sounds far fetched (discretionary trader here)
     
    #31     Oct 12, 2017
    murray t turtle likes this.
  2. d08

    d08

    Why surprised? But they are pikers, small-time. That shouldn't matter for this comparison, it was simply to prove a point.
    Personally, if I have a choice of a data-scientist nerd type who has no strategy but an environment for proper research vs. a discretionary trader waking up every day saying "today I'm going to make it"...I'll bet on the nerdy one.
     
    #32     Oct 12, 2017
  3. volpri

    volpri

    IMG_4057.JPG
     
    #33     Oct 12, 2017
  4. This is ET...not AT, AverageTrader.com

    We, or I, could care less about the collective, Average masses' returns.
    If 1 out of a 100 traders excels greatly...I would naturally be curious. I don't care if they are considered a weird or temporary or unique outlier.

    So for every Success, of course there are a whole bunch of failures.
    But that doesn't mean the averageness of automation or machines or Whatever perceived safer method is better.

    Do you have sex with a machine too,...high-end sex dolls have greatly improved, they're all the rage in Japan
     
    Last edited: Oct 12, 2017
    #34     Oct 12, 2017
  5. 1. used as an excuse for the last 100 years
    2. no master of the Universe has 5 losers in a row
     
    #35     Oct 12, 2017
  6. sss12

    sss12

    While I trade with a rules based descretionary bent personally, I can see how certain styles certainly would lend themselves to more of an automated system.

    But, my question is outside of RenTec'and a few high profile/huge infrastructure players, who is making all these returns with automation, etc. ?

    I' m not saying it's not happening, but I don't know who. ..anyone have specific examples of small/midsize managers ? the ones I have come across (day job in Wealth Management) have ave returns at best even with supposedly lower deviation/Sharpe ratio factored in.
     
    #36     Oct 12, 2017
    murray t turtle and schweiz like this.
  7. ironchef

    ironchef

    I googled Princeton geeks and came up empty handed. Who are they and what were they doing?
     
    #37     Oct 12, 2017
    murray t turtle likes this.
  8. ironchef

    ironchef

    Can you explain your numbers:

    1. Discretionary started with 1000, ended with ~8600 CAROR=18.99%

    2. Systematic started with 1000 ended with ~ 8500 CAROR=22.88%

    Shouldn't the compounded annual rate of return be the same?

    Thanks.
     
    #38     Oct 12, 2017
  9. schweiz

    schweiz

    Wrong, as 100 years ago the computer did not yet exist. So tbis argument could not be used against automated trading.

    200% correct. 5 losses in a row is proof of a horrible trading plan, or a trader who is, in reality, a loser rather then a trader.
     
    #39     Oct 13, 2017
  10. schweiz

    schweiz

    what you say is like: playing basketball is very easy.
    it all depends of what you exactly mean. you can play basketball like you do and you can play like Rodman. there is a huge difference between the two, who both play basketball.

    i have seen strategies that could not be programmed by +25 years experienced ICT wizards. the wizards were even not able to summarize what exactly should be programmed in an understandable way to start from. theoretically everything can be programmed. however theory and reality are sometimes in conflict, and reality always wins.

    so "pretty easy" is at least an understatement.
     
    #40     Oct 13, 2017
    murray t turtle likes this.