Size, of course, does matter
Posted on May 16, 2006
Tags: Trading Plan |
Dr. Brett Steenbarger has written a very good post on his TraderFeed blog on one of the psychological pitfalls of trading - size.
Large changes in trading size lead to outsized gains and losses and departures from prudent risk management. These large emotional swings are processed by the mind in a manner similar to psychological traumas, creating very negative (and difficult to change) conditioned responses (different in degree, but not kind, from post-traumatic stress reactions).
My heartfelt message: Treat size with caution. Increase size incrementally, ensuring that trades don’t feel different when you enter and manage them. The best treatment for trading psychology problems is preventive medicine.
Self-Inflicted Problems of Trading Psychology
I increase the size of my risk by small increments, quite infrequently and with more emphasis on the psychological impact than the P&L one.
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3 Responses to “Size, of course, does matter”
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Eyal,
Size does matter. Check out this funny clip http://www.mulletpoetry.com/2006/05/15/bulge-in-public/
Hehe funny. Interesting that most of the people they showed staring or taking note were male rather than female.
:)