A Trader Journal

Change yourself, change your trading.

What is your ambiguity aversion quotient?

Ambiguity aversion is basically an aversion to uncertainty - like preference for security over uncertainty, known risk over unknown risk etc. It is one of the major causes of a trader's under-performance. We all have this aversion with the levels varying from person to person unless you are from Mars. If so, curious to hear your perspective as well.

The basic idea is when a trader is not comfortable with ambiguity, the trader tends to seek more data than necessary.

A simple exercise to determine ambiguity aversion quotient in your trading:
  1. Count the number of inputs you considered in your back testing to initiate & manage a trade.  Assumption: Reader has a method/plan that was back tested via automated, sim or live trading.
  2. Now count the number of inputs you considered in last 10-15 trades. Or all the inputs you would consider for your next trade.
  3. Now calculate the difference (i.e., subtract 2 from 1)  and multiply by 5%. Result is the ambiguity aversion quotient in your trading.
Two questions to ponder:
  • If the extra inputs you consider in live trading are really needed and improving the performance, then why is it not included in the trading plan?
  • If those extra inputs are not improving the performance then why are you considering them and making your trading complicated?
Obviously I am not a psychology expert. So treat above as fun. Who knows the exercise might trigger some other insight that might also prove useful. 

Note: If you are a not a trader then just use "decision making" as proxy for trading.

Trading is an art of uncertainty and science of probability.


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