Friday, December 6, 2013

Friday, December 6, 2013 Zeb’s VUE

General Information and Analysis

"we are all floating around on a sea of artificial liquidity right now. This is not going to last." - Jim Rogers

Have You Ever Wondered about the Mind Set of a Day Trader?

I find that an interesting question.  I've never met a day trader personally, but I've read plenty of advertising material that comes from people willing to teach their day-trading method for an exorbitant price.  OK, some of the methods are cheap, while others are expensive in “losses” not necessarily the purchase price. 

The siren lure of day-trading seems to be that it is easy, anyone can learn, and entry is cheap.  Actually, I believe there is truth in those assertions, but those truths alone will take you to the poor house.

If we look at prices in all assets every minute all day long, I don’t believe one could do that (unless you had a computer that was a HFT – high frequency trading – trading robot.)  Why would that be? 
·        First there are too many assets with too much data.  If you agree, then one would have to filter what asset one watched. 
·        Second even if you filter down to one asset to trade for the day, there is intense concentration required to watch the price (and news if you must).  As Van Tharp mentions, you must watch the market like an alligator hunting.  There is nothing going on, but when the time is right you must pounce (both on entry and exit).  I’ve watched some trading rooms, and it is very boring most of the day, but when the signal comes, there must be NO hesitation in taking the signal.  If you believe you would not get bored (or have to go to the bathroom, or go get a cup of coffee), then you have not yet experienced day-trading.
The majority of day-traders fail to survive.  The estimates for failure are even higher than failure in small business. 

The item the sales brochures (and day-trading rooms) fail to say is; that to be a day-trader you must master yourself.  (OK, that seems to be the psychology BS you hear about over and over.)  None-the-less, this is the major part of the success criteria for anyone including day traders, but the results are immediately transparent and potentially catastrophic to the individual’s psyche in day-trading.  Losses will be magnified, and profitable trades will disappear in the sea of trades you take. 

Every single day a day-trader must train themselves to follow their system without emotion.  In my experience, only successful farmers must learn the discipline required of day-traders.  Almost anyone else can have failures with little consequence, but day-traders’ failures turn into disasters very quickly.  (You cannot possibly understand that sentence unless you have been through a day where the asset you were trading was chopping up and down in wide ranges.  Linda Raschke says it best “When in a chop, stop”. http://www.lbrgroup.com/ …  Oh, Linda, what excellent advice, and so against the gambler mentality that is natural mentality of mankind.  ) 

The above paragraph is where day-traders (and swing-trading momentum traders) blow up.  Again, unless you have mastered the emotional control for day-trading, you cannot possibly understand the emotional pressures one will be under to recover their losses.  And every successful gambling casino knows that is exactly how the mind of the non-professional gambler works (and why professional gamblers blow-up as well). 

There is another natural reaction most human’s exhibit.  They believe they do not have to make necessary changes in their lives to insure emotional control.  Of course, medical doctors know the same thing occurs in people who are sick, but won’t change their lifestyle in order to get well.  That is why I label these natural reactions.  I can with a huge amount of accuracy assure you that if you get uncontrollably angry, you will not make a good day trader.  Where will you focus your anger on?  OK, some of you may suggest you could focus your anger to drive you to the correct decision. Maybe, but out of the set of all human beings experiencing anger, that would not be normal human behavior (as I studied in Behavioral Economics). 

Which brings up the term responsibility.  The trader is competing with the best minds and best computer algorithms in the world.  The price is impersonal.  The market participants are impersonal.  Yes, the market can be driven by program trading in opposite direction to your trade, and there is no logic.  Price is what it is, and you are responsible for your trade.  Only you know when to quit or put more money on the line. 

If you are a day-trader (unlikely if you are reading my blog), then you take responsibility for your emotional control.  If you lose your control, you analyze and commit yourself again.

All traders and investors can improve by asking “What if it will work?”?  Asking that question will filter the information coming into your brain.  How you filter any information coming into you right at the beginning has a major role in determining whether you will get it.  Only after you get it will you make the necessary changes to become successful in whatever field (including day-trading). 

OK, I know that is too fluffy (or seems like it to me), but after watching day-traders in chat rooms, trading rooms and alerts, they must be systematic and they must control their emotions. 


In the end, Larry Williams (legendary retail trader  http://www.ireallytrade.com/ ) says that day-trading is very very tough.  There is not enough time during the day to recover losses, and losses have a way of coming in bunches (no matter how good you are).  Therefore, short term trading, according to Mr. Williams, is more likely to enable successful trading (vs investing).  Investing is even longer term, and the rich investors all have a long-term investment horizon: Mr. Buffet, Charles Munger, Mario Gabelli, Carl Ican and so-on.  The long term investors are the uber-rich in the world; not the short term or day traders. 

US

·        Yesterday I wrote: Tomorrow -  the biggee “Employment Situation”.  The data that will be feeding into the Employment Situation tomorrow, has been all over the map.  Expectations are that nonfarm payrolls will increase by 180,000 jobs, but down from the previous month number of 204,000.  The headline unemployment rate is expected to be 7.2% after a slight increase to 7.3% last month. 
Released On 12/6/2013 8:30:00 AM For Nov, 2013
Prior
Prior Revised
Consensus
Consensus Range
Actual
Nonfarm Payrolls - M/M change
204,000 
200,000 
180,000 
140,000  to 200,000 
203,000 
Unemployment Rate - Level
7.3 %
7.2 %
7.0 % to 7.3 %
7.0 %
Average Hourly Earnings - M/M change
0.1 %
0.1 %
0.2 %
0.1 % to 0.4 %
0.2 %
Av Workweek - All Employees
34.4 hrs
34.5 hrs
34.4 hrs to 34.5 hrs
34.5 hrs
Private Payrolls - M/M change
212,000 
214,000 
173,000 
145,000  to 200,000 
196,000 

The data overall exceeded expectations.  This will make tapering fears greater (good news is bad news).  The decline, however in the Unemployment Rate was due more to low participation rate.  I've defined and discussed the participation rate in this blog. 

The importance of today's number was highlighted just over two weeks ago by Fed’s Bullard (voter, dove) who noted that a strong November jobs report would raise the chances of December QE taper.


As a general comment, the report is based on a survey of 60,000 households.  This means the numbers provide a “trend”, but are not necessarily the real numbers of employed or unemployed in the market.  Still, it is the report that generates the most interest among banks and investors. The 7.0% UnemploymentRate Level will be reported in every major newspaper and all the financial television talking heads. 

  • Meanwhile, the Oct PCE core deflator, which is the Fed’s preferred inflation measure, is expected to ease to +1.1% y/y from +1.2% y/y in September.  In fact, the Core PCE Price Index – y/y actual was +1.1%.  Inflation readings are soft, which may indicate tapering concerns will ease.  Consumer spending slowed in the third quarter.  Personal income had a solid gain.  Auto sales dropped from September’s report, which again suggests slowing in consumer spending.  This is all well below the Fed’s goal of 2% PCE.  
  • So, we have conflicting views of what the investors will do to stock market prices based on tapering fears.  If the 5:30-6:30 AM (PST) is any indication, prices have risen in a huge up-move (percentage wise) to take out almost three days of losses.  

  • If good news is bad news, then the market should have gone down.  But since the news was mixed, with PCE coming in way below the Feds goal (bad news I guess), then the market is up.  Well, go figure.  The whole "price" thing is fairly irrational from a fundamental standpoint, but I'm sure very rational if the prices are actually being manipulated by the big banks.  Personally, I suspect that human behavior at the high-end of risk is irrational, and price therefore will fluctuate without logical explanation.

Are You a Day-Trader?

Are you a day-trader?  Then today after the huge run up in stock market prices over night (really since 8:30 EST), the market more than 80% of the time goes into a funk after the 1st 15 minutes of trading. 

Even if price should exceed the high of overnight trading, the probabilities are high it won’t be for long.  Also, GDP and Labor reports would suggest tapering, while PCI suggests there won’t be.  That will cause churn as long-term investors will be unsure, and day-traders will try to take advantage of market ranges. 

Be careful… be very very careful.  This could turn out to be a very chaotic day.  Do you know how to determine if a day is going to "trend" with momentum?  Look at the trading range over the first 30 minutes and compare that range to the ATR (average true range) over the last 20 days.  You must look for probabilities, and the only way to know what probabilities are is to measure data over many years.  By the way, you can get free data from Kinetic and you can get free charting software from Ninjatrader.  You can then use that to test the 1/2 hour range and the range's accuracy in determining trend or chop.  And yes of course you can use very expensive trading platforms to accomplish the same thing.  


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