Risk/Reward Ratio

Discussion in 'Risk Management' started by Goldlover, Jun 28, 2023.

  1. Sekiyo

    Sekiyo

    Never done that.
     
    #31     Jun 29, 2023
    taowave likes this.
  2. mervyn

    mervyn

    try, you will be surprised, pleasantly.
     
    #32     Jun 29, 2023
    Sekiyo likes this.
  3. Overnight

    Overnight

    In order for him to get a margin call with 220K cash in his account holding 1 ES, it would have to drop to ~300. The SP is not dropping to 300. And even if it did, it would take like 3 weeks because of the 20% per day breaker limit. So he doesn't need 220K to buffer the DD.

    Since you say you've never held overnight, here's some simple maths for you to clear it up...

    1ES buffer = margin + cash + position.

    Margin=12,320
    Cash=50K (an example amount)
    Position = 4400 = 0 (flat)

    ES drops 100 points to 4300.

    Plug in the formula.

    -12,320+50,000+(-)5,000 = 32,680

    32K buffer

    Likewise, works the other way

    ES rises to 4500.

    -12,320+50,000+5,000 = 42,680
     
    Last edited: Jun 29, 2023
    #33     Jun 29, 2023
  4. comagnum

    comagnum

    Risk-to-reward is everything, when executed well you become the casino. Most traders have no clue on how important this is & few will never get past their obsession with win rate.
     
    #34     Jun 30, 2023
  5. How do you calculate the risk/reward of an options trade?
    For example for this hypothetical LongCall trade:
    UnderlyingSpot=100 Strike=100 DTE=45 IV=30 r=0% q=%0 Premium=4.20
    (r=risk-free-rate, q=dividend-rate; here both 0%)
    The risk is of course 4.20, but how to calc the reward part?
     
    Last edited: Jun 30, 2023
    #35     Jun 30, 2023
  6. Sprout

    Sprout

    There was a good episode (252) on Chat with Traders with Yvan Byeajee. He discusses the "Intolerance of Uncertainty" and how the pursuit for high win rate systems is no bueno yet preoccupies many a beginner and struggling trader alike.

    The math works better for high R:R and counterintuitively provides more profitability despite low winrates.
     
    #36     Jun 30, 2023
    ondafringe and comagnum like this.
  7. %%
    Exactly right mostly.
    But a risk reward coin toss , silver, gold, copper or regular Fed reserve coin toss is much better than a coin flip , can be> 70.7%
    Overnite holds, for sure on some. Some not so much:D:D
     
    #37     Jun 30, 2023
  8. comagnum

    comagnum

    human nature compels us to maximize the chance of a gain instead of maximizing the size of gains -this which works against us big time.

    This quote came from some famous trader, not sure who it was. The longer I trade the more sense it makes, here it is:

    "You can have a 15-25% win rate at 8R & get wildly rich, but very few will ever do it because it is not comfortable. What feels the best as a discretionary trader is never going to get you the big money, it's about managing discomfort."
     
    Last edited: Jun 30, 2023
    #38     Jun 30, 2023
  9. mervyn

    mervyn


    In not so many words, go with the trend.

    But, perspectives are different.
     
    #39     Jun 30, 2023
    murray t turtle and comagnum like this.
  10. %%
    Exactly, seldom pick some for diVdend/
    trend may go past year end/
    Oil stocks sector\ may downbend more by that tag end\
    Even better with trend; dont overspend. I used Rhyme zone to help with the unknown.:caution::caution:
     
    #40     Jun 30, 2023