소매 알고리즘 트레이딩은 절차만 복잡한 도박일 뿐일까? 제 생각을 바꿔보세요 🤔

I'll preface by saying i don't fit your criteria of 8 years of experience or consistently beating the S&P, but I am consistently profitable (meaning, that on a month to month basis 9 out of 12 months in a year I make 1-2% portfolio returns per profitable month, and my losing months are ~1% portfolio loss). But, I think it's less about beating the S&P, because even major funds don't do that consistently either. And I can't speak on the statement of "99% of retail algo's/traders lose money". But, I will say that it matters alot more about risk adjusted returns and the approach to managing risk in the market. I'd like to see a comparison of traders who use more complex strategies like algos vs. traders with no plan at all; i'd be willing to bet that traders with even an idea of a strategy/algo stand a far better chance of profitability.

I've been active for 3 years, profitable since basically day 1 and it's good to think of it like counting cards in blackjack, you have a defined statistical edge that you utilize over hundreds or thousands of trades. I've only outperformed the market once in the 3 years i've been a full time Mark to Market trader. But, my equity curve is very smooth and i'm all cash at the end of every day so i know exactly where i stand for returns. And as of right now, from the past ~3700 trades worth of data that I have it shows that my averages are a 58% win rate 1.3RR and on average i generate $13 of actual alpha per trade assuming the trade risks $100 initially, and my portfolio size is medium sized at $150k.

I don't care as much about beating the index so much as I care about getting returns that are somewhat comparable whilst also maintaining a good sharpe ratio. If the market crumples by 50% for 1 year before recovering then I have the luxury of avoiding that massive drop; but i still wouldn't buy that dip either because it defeats the purpose of my strategy. My wins are small, but my losers are even smaller with some months my average RR being close to a 6, but only because my wins may be less than $50 profit per trade. However, on average I take 1250 trade in a year and I believe that is where my edge comes from; from being able to throw away questionable positions very early on and letting my winners do their thing, because they're so small that I can take 5 trades a day and genuinely not get emotional about winning or losing, i trust the math and life goes on; i still work my W2 job and probably will for another 5-10 years before i quit and only trade for my only source of income.

Edit: for all i know, everyone is losing money trading and it's honestly much more believable that most retail traders are losing because they are emotional and irrational. But, that irrationality makes opportunities for other participants. Is it realistic for every every retail trader to make tons of money? No. Is it realistic for a select few, maybe 10% of traders, to make at least some money? Very likely. Are the traders actually making tons of money/all the money isolated to that 1% of people meentioned in statistics? Almost certainly, because they see/react to the market in unpredictable ways that generate alpha and capitalize off of human irrationality.

I have said this for years. People's little computers at home and limited trading / market / economic knowledge are absolutely no match for institutions with millions in infrastructure and an army of developers with 10x your ability each.

Algo trading is the next hype train to appeal to the latest audience of people thinking they might be able to compete.

I agree with the overall point, but I would make two small notes.

First one, institutional algo trading is also gambling with extra steps. All of trading is, by definition of gambling, you’re staking money on an uncertain outcome.

Second, colocation/speed/latency isn’t as important as you think it is. In some markets colocation is even impossible, because there is no exchange, so what would you even colocate with?

I've seen algos enter at really stupid entry points. But they're likely just busy spreading out their investments and don't care about short term. Many many times they're buying a falling knife but again, they know and don't care because next year or years from now it wouldn't be so shitty.

A) You can't. Scalping is simply a losing game for 99% of traders. You trade m15+ timeframes and aim to hold for more than 1 hour so you are more likely to catch the trend.

B) I trade 6E on tradovate and I don't have any problems with that. Maybe try to change broker.

C) I don't even know what that means. Just trade your edge.

I'm doing it full-time for over a year now and most of my weeks are green. Honestly, your obeservstions might be kinda true - I couldn't find consistency in trading indices for more than a week or two since Trump is in the office, only changing the asset I trade helped.

Correct.

You made the statement. You prove it.

Je suis d accord avec vous
J aimerais depuis longtemps un fil de discussion sur ce sujet
Comme sur tant d autres sujets la vérité n apparaît jamais n est jamais discutée
La vérité est qu il n' y a pas de martingale ou de stratégie viable dans le temps
Il y a des stratégies viables dans certains typeS de marches range ou autre pour simplifier
Beaucoup perde tdel argent mais surtout le temps si précieux
Faisons un vrai fil de discussion sur ce sujet
Je suis certain que nous arriverons à le rendre riche
Et surtout à nous rendre tous service
Par exemple peu de forums parlent de l.addiction au trading qui est une addiction bien réelle
Un sujet parmi tant d autres
Bref acceptons le aucun système ne fonctionne
Cela ne veut pas dire qu il ne faut.pas trader
A vous

I'm not competing with that benchmark. I just calculate how much I need to earn trading to afford my expenses, I'm simple and frugal

If you aren't a quant firm with co-location, alternative data feeds, and billions in capital, what is your actual edge? Their edge is discipline. You (retail) can interrupt your algo, a firm trader gets the plug pulled from their terminal, and is sent home early. - usually forever.