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Sunday, February 6, 2011

Week End Update

The efforts that I, and many more perhaps more skilled than I, make trying to understand the zigs and zags in the markets are all based in understanding the history of the markets, attempting to ascertain what elements currently observed in trading activity are similar to previous trading activity, and what, if any, relationship the current activity might have to previous trading activity.  We try to pin-point the patterns, symmetries and cycles that were present in previous trading activity that are similar to current trading activity.  We also try to recognize what elements in the current market are different than what might have existed in the past, and try to estimate the impact of the currently observed differences.  As has been written by many people, including historians and technical analysis specialists, it is clear that history does not repeat exactly, but it does clearly rhyme.  It is our job to make sense of what we think we understand, make a projection of how we think the market is likely to behave, while at the same time, offering an escape plan if the projection turns out to be inaccurate.  This escape plan must protect trading capital against significant damage.

What this approach to investing in the market does is require a willingness to be consistent and persistent in having an opinion that offers opportunity while at the same time a willingness to admit an error and make a change.  For a very aggressive trader, that means, for instance taking a long position, expecting a move higher, and being willing to sell if that expected move is not quickly forthcoming.  The aggressive trader might then be willing to re-enter the long position at a higher, or a lower price, depending on new data.  Or, he may see that the more likely direction is down, and he may enter short positions, with the same willingness to cover his position if the expected move is not quickly forthcoming.

A less aggressive trader might be willing to abandon a trade with a small loss if the trade goes against him initially, and then re-enter at a later date with new data, but he may be unwilling to trade from the short side, preferring to wait in cash until a new long opportunity develops.  Depending on the investment horizon and  goals, these basic understandings of investing strategies only require an acceptance of an anticipated holding period, and a pain tolerance for a larger or smaller  possible loss before admitting an error.  But that is the extent of the difference.  Every successful investor has some well described goal, and more critically, has a well described and disciplined escape plan that places a limit onthe extent that an error can damage an investment portfolio.

In my opinion, these strategies that are typically understood to be trader strategies, should also apply to what are commonly considered long term investors. Managing an investment portfolio during the Bull Market of 82 to 2007 might have seemed comfortable operating without an escape plan, as the market seemed to bail out any mistakes.  But the Old Timers always understood that even seemingly safe markets required an escape plan, and they were able to side step the declines of 87, 98, 2000.  Their superior performance during those years is a testament to their strategy.  But most investors and investment advisers did not learn the lessons regarding escape plans, and their poor performance, even in the longest running, biggest Bull Market in history is their legacy.

The only difference in a strategy for a trader, even an aggressive trader, and the long term investor, is the pain tolerance for mistakes.  The trader has a very short leash, and will admit a mistake quickly, while it might take a long term investor longer to admit a mistake.  The pain tolerance is measured qualitatively in dollars...

I will add some thoughts about pain tolerance and investment horizons on Wednesday.

Best To Your Trading!

Bill

1 comment:

  1. Bill,

    Taking small losses from stop loss, is a key to trading success. Whipsaw and drawdown are simply the cost of doing business. All these are fundamentally understood and accepted by all successfull traders.

    The new guys would be well served to read "Trade your way to financial freedom" by Van Tharp. His snowball fight metaphor can be an eye opener for them.

    I admire your patience and dedication in trying to enlighten the beginners, Bill.


    The more successful a client is in his day job, the harder it is for him to understand and accept the counter intuitive nature of successful trading. Tragically, they tend to fall prey to the Madoff type from Wall Street.

    A friend of mine who switched from sell side to running his own muni bond shop. He used to complain about how he often ran into skeptical clients who often questioned his sincerity. Yet these same bunch would be happily falling for the flowerly bullshit from the suits arriving in their fancy cars.

    Knowing how people eat up fancy sales job, i would not be bothered with sharing the whole truth about trading with them. As Jack Nicholson said "You can't handle the truth!". haha I would do what the suits in fancy cars do. Tell them a good story. LOL


    I am rather skeptical about the average client's ability in understanding and accepting the harsh truth about trading sucsess.

    I am sure my thinking on this will change when need arises, but as is, client management is not currently my focus and thus I have the luxury to be self righteous about this issue. LOL


    P.S. Bill, you mentioned before about the divergence in a certain indicator that has always showned up prior to all major declines. What is the current status on that indicator now?

    The major indicator I use is now showing a divergence, finally after the last 30 days's whipsaw. But there is a minor buy signal that needs to be worked off. Thus, the data suggests that the end is finally near. We have two drops that got reversed the next day or two. Is there any brave soul who will go short the next drop? This third drop (or may be the 4th drop) will test the soul of a trader. As a trader, you should take the shot. But your client may yank the account, IF the third drop is also a dud. haha "Screw you, Bill. Why can't you be like Madoff? He has been doing 10% a year like clock work!" hahahaha

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