Position sizing

Discussion in 'Trading' started by Trish, Aug 25, 2006.

What is your position on investment entry?

  1. My initial investment on every trade is the same amount.

    16 vote(s)
    28.6%
  2. My initial investment to enter a trade is always different.

    23 vote(s)
    41.1%
  3. My initial investment is the same and so is the $ position size increase.

    7 vote(s)
    12.5%
  4. My initial investment is the same but the $ position size increaseis different.

    10 vote(s)
    17.9%
  1. onelot

    onelot

    Um, yeah you did. You see, right there bolded in the last sentece of your question.

    Your two sentences up at the top in bold are illogical as well by the way. With that logic, we should embrace our wives if they are out cheating and shake the hands of theives of who rob us. Quit while you're, um, behind holy. Or how about just stick to the topic. I'm not interested in these skeptic style arguments. They're just clutter.

    Thanks for chimming in Mike. The 2% rule is indeed insane, if it's taken as a whole of net worth. It's insane without context as well. Talking about risk as these glaring generalities is not any help for real world practice.
     
    #181     Aug 28, 2006
  2. Now we are talking. That is a valid point, and I commend you for not attacking while making it.

    I noticed though that you said an "experienced profitable trader". I am an experienced profitable trader. Maybe not to the level that you are, but nevertheless I fit that bill. Perhaps you should call it something else.

    Having 100 times more capital to trade with sure does sound inviting, but my goal is to risk the least amount of capital for the greatest potential reward. Does that make me stupid? Does that make my methods any less valid than yours? I don't think so.
     
    #182     Aug 28, 2006
  3. taowave

    taowave

    I dont see how you can say the 2% rule is crap,and to be honest i am not sure which case you are arguing..more or less...or just not any hard coded number..

    On one hand you argue that correlation goes to 1 in a dislocation,yet you also feel its prudent to put the pedal to the metal and levrage the shit out of positions.And if I am not mistaken,it was you who advised on doubling up at max pain thresholds.

    the max amount of equity to bet is a very subjective question..Do you judge trading success by max net profit???Is it a maximising Sharpe or recovery ratios???

    Until you define success,this is a meaningless dick swinging debate and you should know that
     
    #183     Aug 28, 2006
  4. onelot

    onelot

    It's not a dick swinging contest. It's just hard to actually communicate anything without people saying things that don't make much sense.

    You're right it should be 10k shares. No, I'm not implying anyone is or should be trading that size. My point was that just taking a 2% stop of net worth and not taking other things into consideration (eg, volatility, liquidity, portfolio distribution, etc.) is just dumb. b1s2 when he was saying stuff like there is no need for context with the 2% rule and bla bla bla. I was trying to create a ridiculous example that would show his assertions false. He then changed his assertions later, and now he's talking about margin and being married. Whatever.

    I don't know about you, but this could be a good discussion about risk and I'd like to get past the 101 crap.
     
    #184     Aug 28, 2006
  5. taowave

    taowave

    Gotha..The poster originally stopped himself down .20.I was wondering how you came up with 80 for the stop
     
    #185     Aug 28, 2006

  6. His rule is to trade 2% of his net liquid capital. Not 2% of his trading account, 2% of his net liquid assets. My point is, it's just a random number he picked out of his ass...and that's fine...but don't tell other traders that's what they should do it's bad advice. Also the 2% number is a bit misleading, in that he is willing to actually risk 20% of his account when shit hits the fan.

    For me, I am taking risk and I admit it. I covered everything one needs to know about my MM plan, I am not going to reiterate it here.

    The max pain trade, it's just that. One last chance before you throw in the towel. If you've traded for a while, you know that the market has a funny way of stopping you out before retracing. Two recent trades that I used this tool....NSM and DE!

    The optimal amount to bet can be calculated using any of the formulas that I discussed previoulsy. The purpose of money managment is to maximize your gains given the level of risk you are willing to accept. So....trading becomse a game of knowing your system, and determining the amount of risk you are willing to accept, and then trying to maximize what you make given your level of risk.
     
    #186     Aug 28, 2006
  7. taowave

    taowave

    there is no doubt a trader must take into account all the other consdierations you brought up,but i don think 1-2.5% is such a bad starting point.It's very easy to analyse..BUT

    It cant be a very meaningful discussion until you define "trading success"....

    And your next topic will probably be tight stops vs wide stops..or simply time stops..

    What does net worth have to do with risk capital??
     
    #187     Aug 28, 2006
  8.  
    #188     Aug 28, 2006
  9. Damn, I must be the most conservative person on this board. I never risk more than 1% of risk capital on any one trade.
     
    #189     Aug 28, 2006
  10. Buy1Sell2

    Buy1Sell2

    Yes, that's a great idea as well! 2 percent is only the maximum, it can considered prudent to have that stop at .5 , 1 or whatever as long as it is 2 percent or less. Nice point there HG!. If 2 percent is the max pain threshold as someone else pointed out, then a lighter position should be used so as to keep you in the trade longer.
     
    #190     Aug 28, 2006