Friday, December 13, 2013

The Importance of Trading More

This is by no means an attempt to promote high frequency trading (HFT). In fact, the HFT scene has become so crowded that even real pro shops are having a hard time, let alone retail traders with their home brew system (By the way, here is an interesting read. Judge for yourself how much to believe). So why should a trader trade more?

Because it's about how confident you can be in making a conclusion. If you make one trade in your life and it turns out winning, your rate of winning is 100% and yet the only legitimate conclusion you can make is...well, that you don't have enough data point. In the spirit of Bayesian statistics as was used here, we can formulate a simple analysis that hopefully would provide some insights.

Suppose that you are a manager about to hire a new trader for your team. There are two candidates, Andrew Flook who had 5 winning trades out of 5 last year; and Bob Luckson who had 70 winning trades out of 100 last year. Who should get the job? Since Andrew has a 100% winning rate and Bob has only 70%...are we missing something?

Let's cast this in the light of Bayesian statistics. Of course I would have to make some assumptions:

Winning probability of a fluke trader = p = 0.5
Winning probability of a skilled trader = q = 0.7
Total number of winning trades = W
Total number of losing trades = L
Unconditional probability that any trader is a skilled one = s = 0.2

The last assumption about a trader being a skilled one is based on the anecdotal evidence that only about 20% of all traders are profitable in the long run. So, if $R$ stands for the trading Results of last year, $S$($F$) stands for the trader being a Skilled(Fluke) one, we have

$$ P(R|S)P(S) = q^W (1-q)^L s $$
$$ P(R|F)P(F) = p^W (1-p)^L (1-s) $$
$$ P(S|R) = \frac {P(R|S)P(S) }{P(R|S)P(S) +P(R|F)P(F) } $$

Plugging in the numbers, we find that Andrew (the 100% guy) has a 57% chance of being a skilled trader, while Bob enjoys a 99.9% chance.

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