The nature of expectation in financial trading

On several occasions I’ve referred to ‘expectation‘ as against ‘prediction‘. I can expect a delivery of a package at my home this morning (for example) but that does not mean I know it is going to arrive for certain ‘this morning’ or that I predict that it will. ‘Expectation’ means a reasoned position/opinion based in information I might have or inferences I may make based on a range of things.

How is expectation important in trading?

In recent weeks, having been involved in some pretty volatile markets, the issue of expectation has become more important. Three years ago, I’d become jittery if price moved against me after entry. Now I truly expect price to do this. What do I mean by ‘truly’? Well, a few years ago I had an expectation that price would simply move in my favoured direction. Expectation was connected to hope instead of evidence. So I did not truly expect an adverse detour. So what’s changed? This is partly about experience and partly about understanding volatility. By understanding I don’t just mean ‘Yeah things are volatile, you should expect anything!‘ I’m digging deeper! I’m digging in to the core of my individual psychology. Understanding volatility is about understanding the self. Yes – it is about the ATR and all that stuff. But understanding what the ‘psychological animal’ does at emotional and behavioural levels, is the key issue.

I used to panic about high RSI levels that stayed up for ‘ages’. I no longer do. Why? Because through experience, I know what to expect most of the time. I used to be apprehensive about taking pretty wide stop-losses (that were reasonable). I’m no longer anxious about it.

Breaking it down

Let me move away from trading to other areas of life where expectation operates. I return to things like riding bicycles, driving a car, and major surgery on someone. When one has just learned to ride a bicycle or to drive a car, one is pretty nervous about things going wrong. There is fear of falling over or crashing the car. It’s not clear how much pressure to apply to the brake. Road hogs cause much anxiety. There are so many things that can go wrong with riding a bike or driving a car – and a new driver is anxious about all of those, in a way that an experienced (or expert) driver isn’t. Think about it – both know the rules of the road. Both know the controls equally but the new driver is nervous more of the time and to a greater degree under the same road or conditions.

Experience therefore is the key ingredient in shaping expectations. An expert driver of say 20 years experience will have faced numerous types of traffic situations, weather conditions, different types of roads, different types of other drivers on the roads etc etc. He has a repertoire of real knowledge and experience in facing most of these, that a new driver simply doesn’t have. The expert driver does may not overreact to situations like a new driver would. Or – an expert driver may know better when to react, when a new driver is slow to react. It’s that sort of thing. An experienced driver can more rapidly assess a ‘tricky’ road situation and take corrective action to avoid disaster. Experience and expectation are therefore joined at the hip!

When you put your life in the hands of an expert surgeon, you don’t expect to be told every aspect of the intricacies of the surgery that needs to be done. Does the surgeon tell you about every layer of skin, fat and muscle that needs to be cut through? Does s/he tell you about every possible variation of anatomy – you may present when he has to do his cutting? There are expected to be numerous variations of the passage of blood vessels and nerves etc – as he does he job. What if he cuts a vessel that’s not supposed to be there (because your anatomy varies from everybody else? The point is that an expert surgeon’s knowledge and real experience prepares him to take on a wide set of variations and complications. You don’t need to be turned into a nervous wreck by all the intricate detail. He expects minor or even major complications during the surgery. But he has the experience and skill to manage these, carry out a proper operation and bring you back having fixed what was meant to be fixed. His expectations arises from long training and experience. He manages the ‘chaos’ variables he is presented with.

Winters

It’s winter in February as I write this. What do I expect? Wind, rain, sleet, snow, and fickle weather conditions. Yes – if one did not live in England, one could read about it and have an understanding (at a cognitive level). But living through many English winters is a different thing. You gain real experience which a tourist cannot have. You may take certain precautions or make preparations that they might find strange or over-reactive. Reading about winters from a book does not inform you about real probabilities. Stuff written in books is not the real thing.

What does experience teach?

Experience in any aspect of life teaches us about possibilities, probabilities, patterns, complexities, structures, interactions, behaviours – and a whole lot more from a longer list. An expert can tell novices about all the latter – but there is a gap. The gap is between real experience and reported experience. You can tell someone about fire and they might understand it, but one cannot know about fires from the real experience of a fireman – firemen know about fires in a way that ordinary people don’t.

Not understanding

I’ve repeatedly said to many who look at financial trading, “Stop trying to understand, so much! Just do it (on a demo account).” The demo account is your simulator, where you can make as many mistakes as you wish (at no cost or risk). It is there one can begin to appreciate the complexities of trading – where on can come face to face with your own expectations and see how they do not match what the markets do.

Conclusions (not advice):

  1. Get experience.
  2. Aim not to understand so much – it’ll come later.
  3. Acquire expectations based on true real experience.

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