Seeking BlackBox/GreyBox Systems
- Thread starter AutoMate
- Start date
Do you want them with or without black swans?
nononsense
doe high trade frequency correlate to theoretical higher profits or less risk?
I think neither IMHO unless your arbing something, but curiously the originator of this discussion puts "high trade frequency" while not defining other things as well such as trade size, markets, overnight or not, etc. I'd think these things are more important than frequency, i mean what about drawdowns, profit factors, etc? I think frequency is probably after all these things, afterall who wants to trade a system that doesn't fit their risk profile (ie what if a swing trader contacted this guy).
Anyhow..
I think neither IMHO unless your arbing something, but curiously the originator of this discussion puts "high trade frequency" while not defining other things as well such as trade size, markets, overnight or not, etc. I'd think these things are more important than frequency, i mean what about drawdowns, profit factors, etc? I think frequency is probably after all these things, afterall who wants to trade a system that doesn't fit their risk profile (ie what if a swing trader contacted this guy).
Anyhow..
For the broker - yes. For the speculator - they are orthogonal issues.
Sounds like you are saying something but it means nothing.
It means (a) there is no correlation between trading frequency and profits for the speculator and (b) there shouldn't be an expectation of there being one.
