Another “what’s your edge” thread

My edge was a niche trade that lasted 2 years.I was the first one in and the fastest..

The trade has gone from 50% plus returns to zero overnight...

Thats how I know it was true edge :)
In the video I posted, he briefly mentioned an intraday-day options strategy that was based on some volatility research. Once that research was made public/accessible, he knew it would no longer be working.
 
Though it seems obvious,he nailed it that to find edge,you would be best off looking in "uncompetitive" places..Easier said than done,but it does exist,be it for a day or 2 years.






behold, humanity.[/QUOTE]
In the video I posted, he briefly mentioned an intraday-day options strategy that was based on some volatility research. Once that research was made public/accessible, he knew it would no longer be working.
 
In the video I posted, he briefly mentioned an intraday-day options strategy that was based on some volatility research. Once that research was made public/accessible, he knew it would no longer be working.

Edges that persist we call "risk premia," or sometimes "smart beta."

Equity risk premium, VRP, carry, momentum... there are actually quite a few of them.
 
How are we defining "edge"???

Risk adjusted return vs benchmark??
I'm not sure how to compute a risk adjusted return. (you don't have to explain it, it'll be way over my head). I use return over max drawdown.

It is said if you can't define your edge you don't have one. If someone ask me what my edge is I tell them, I buy stocks that are going up and hold them until they change trend, and I don't hold losers in my account
 
It is said if you can't define your edge you don't have one. If someone ask me what my edge is I tell them, I buy stocks that are going up and hold them until they change trend, and I don't hold losers in my account

Is trading stocks with the trend enough of an edge? It might not be enough if your winners are not big enough to pay for the losers. You didn't include what your definition of a trend change is, which is probably important.
 
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