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The Zen of Trading (ritholtz.com)
32 points by tortilla on May 30, 2010 | hide | past | favorite | 15 comments


As someone who has spent the past eight years studying markets and trading, I can say that these are not bad heuristics. Nonetheless, I wouldn't recommend them to a new trader. As many traders are fond of saying, you must pay your tuition in money lost and sometimes emotionally brutal events like "blowing up." (Paying tuition is a popular phrase inspired by Edwin Lefèvre's Reminiscences of a Stock Operator.)

More than most professions, trading requires you to fundamentally alter the way you respond to stimuli. We have some natural biases that make us pretty unsuited to trading. Traders who are successful are the ones who remodelled their brain, a job that often starts with an intellectual sledge hammer. Studying a list of proverbs, no matter how good they might be, will not prove profitable. They might act as a good scaffold to lean on while "paying your tuition," but I am skeptical.

(This argument can be expanded to most proverb-style writings. In fact, I was going to write this in response to one of the 37,000 threads regarding ReWork during that mania.)


I am curious, how does one remodel his or her brain. Or what type of brain remodelling do you need?


You almost have to nurture a case of depersonalization disorder. If you know any successful traders, you probably know what I am talking about. They don't seem to experience or interpret things like everyone else.

To be playfully ironic, I'll list what I think are the two biggest issues:

1) Completely demolish the instinct to extrapolate linearly.

2) Train yourself to have no attachment to your expectations. (Coincidentally, this is #2 on the referenced webpage's list.)

This is certainly not exclusive to trading (e.g. scientists should operate this way) but I think it's harder to practice in trading. Money makes consequences very concrete. (Edit:) If a scientist conducts an experiment that fails to find anything significant, it's still "good science (TM)." If a trader fails to be profitable, he has failed at trading.


So after 8 years are you now consistently profitable?


Profitable, yes. Consistently, depends on your view of consistency.

My goal has always been and continues to be developing profitable algorithms. I have a few that are interesting, but none profitable enough to be noteworthy. (Although one is very very promising.)

I do actively trade, but not algorithmically. I make short to intermediate term bets based on macro-level observations. I've gotten progressively more profitable and more consistent, but given the events of the past three years, you could claim it was just luck and I wouldn't get defensive.

Regardless, trading has been my educator. For me, it was a valuable exploration, even if it never makes me rich. Trading forced me to be a better programmer; gave me an intuitive grasp of risk and statistics; and inspired my intellectual growth. In fact, it caused such a strong interest in certain types of system that am starting a masters/Ph.D program in computational social sciences this fall.


It was a good article but not great. Didn't really have anything to do with Zen or it's application to trading.


Right on!

The part I liked the most is the Michael Jordan quote. I didn't know MJ so statistical, and now I respect him a lot more.

A trader should do the same. A simple system of logging trading decisions like MJ did will greatly help a trader improve.

I always wish there are some web app that logs what those pundits (stocks or whatever) said, and keep a tab of their accuracy.


Some of the more popular pundits are visible enough that independent researchers compile comparative reports on them versus the market in general. Their are many on the (annoyingly loud) lightning rod that is Jim Cramer (e.g. http://www.scribd.com/doc/15672032/Investing-in-Mad-Money). Other people have much more precise records for comparison: http://finance.yahoo.com/q/ta?s=BRK-A&t=my&l=on&...

In a similar vein, WSJ had a very clever "dartboard contest" for years. (http://www.investorhome.com/darts.htm) Unfortunately, it requires a subscription to see the results. You might find it interesting if you have one.


Thanks for the links. For your yahoo link, what does "BRK-A" vs "SPY" mean?


Berkshire Hathaway class A stocks, i.e., Warren Buffet's bets.

SPY = S&P500 Index ETF. That was actually a minor error on my part. I meant to link you to a comparison of BRK-A versus the SP500 index, not an trust that tries to mirror the SP500 index. Thankfully, for comparative purposes, they are virtually identical.


If you trade commodity futures, ask yourself: "Do I know more than the farmer? Do I know more than Nestle?" When you trade stocks, ask yourself: "Do I know more than Fidelity's advisers? Do I know more than Goldman's quantitative analysts? Do I know more than the insiders?". It's 50/50 up/down minus the spread, minus the fees.


I do not believe this is correct.

Farmers are usually the last to know about fluctuations of commodity prices. Commodities are driven much more by macroeconomic trends that farmers cannot be expected to bother with. And as for stocks and a fidelity advisor. Oh man, that is also very very wrong. Stock picking is about seeing trends before others do and being gone before those trends end. The former is a relatively common trait, the latter is rarely intuitive and pretty rare.


I love you; you pay my rent.


More importantly for most of the members of HN, is this worth my time at all? If markets are inherently interesting to you and you want to spend (a lot of) time studying them, then great: go for it. If you are looking to slowly invest over the long-term, then just buy sporadically and hold.

Otherwise, you are probably better off investing your time and money building something yourself, for reasons that completely ignore whether or not you are capable of doing well as a trader.


Do I have less money in the market and am more flexible? Do my decisions don't change the market?




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