Playing the Game

Couple of years ago I came to an understanding, that I should try to dive into intraday chart trading. I mean the full scale contact with the reality of the price chart. That is definitely not what you would expect from the quantitative guy like I was for many years. Many chart traders go into algo when they develop necessary skills, but it looks weird to give up quantitative machinery in favor of energy-intensive real-time decision making.

But there were some logic behind that. I felt that I miss something going the quantitative way. I've started to think that if you go for a high-Sharp solution, you have to understand this game quite deep. Then you have better chances to gain this level of understanding by actually playing this game, not trying to find a formula that plays the game for you.

I wanted insights about what's going on behind the price charts and the full scale contact seemed the shortest (but hardest) way to get them.

So it started at first as a hobby, and I've spent a lot of time trading futures intraday.

And now I can say that I was right. Actually playing the game gives you insights and skills, drives your progress. When you get enough of those, your practice turns out to be a high Sharp solution.

So the solution in fact exists, and it's not some strategy or indicator. It's always a person with a long enough practice, giving him a deep understanding of the gameplay.

And people who thinks there should be a quantitative shortcut to that solution are mostly the people who make this solution possible. They make impact by their naive (that means predictable) decision making, creating opportunities for those who sees the depth of the gameplay.

Still, is it possible to get the solution the quantitative way? Maybe. But I wasn't able to reach that point the quantitative way. I've reached that point only by actually playing the game. Does it mean something or is it just my particular case?

Who knows?

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