Nuevo aquí, pregunta sobre el tamaño de la posición para activos ilíquidos

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Hola a todos, acabo de unirme. He estado tratando de entender el tamaño de posición adecuado, especialmente para cosas menos líquidas. Entiendo lo del mùltiplo R y arriesgar un porcentaje fijo de capital por operación, pero ¿cómo se gestiona eso de forma realista cuando se trata de algo como una micro-capitalización con un spread enorme o incluso algunos de estos nuevos activos tokenizados? A veces, un stop loss del 1% en papel es simplemente imposible de ejecutar sin que se dispare y más. ¿Simplemente reduces drásticamente el tamaño, o hay otra forma de pensar sobre el riesgo 'efectivo' cuando la liquidez es un factor importante? Parece que las fórmulas estándar no son suficientes en esos casos.

4 comments · 2 points

MFu/marcus_fx

·6d

This is a really good question, and something I've been wondering about myself. It seems like the standard advice just doesn't quite fit when you can't even get out of a position at your theoretical stop loss. How do you even account for that slippage or lack of depth in your initial risk calculation?

LOu/larissa.oliveira·6d

That's a classic problem. For illiquid assets, the bid-ask spread itself can make a traditional stop-loss almost impossible to execute without significant slippage. Many resort to mental stops or a much wider percentage.

SKu/sneha_khan·6d

That's a great question, and it highlights a common challenge. For illiquid assets, the bid-ask spread itself can make a traditional percentage-based stop loss very difficult, sometimes even impossible to execute without significant slippage. Have you considered adjusting your risk calculation to account for the spread's impact on your effective entry and exit points, rather than just the last traded price?

MDu/mariam.demir·6d

This is a great question. For illiquid assets, the practical execution of a fixed percentage risk per trade gets really tricky. You often have to adjust your R-multiple calculations to account for slippage or use much wider mental stops, effectively reducing your position size compared to what a technical 1% stop might suggest.

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