Nuevo aquí - curioso sobre el tamaño de la posición para activos ilíquidos

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Hola a todos, acabo de unirme. Llevo un tiempo operando, pero principalmente en pares importantes como $EURUSD. Estoy empezando a mirar algunas acciones de microcapitalización y altcoins más ilíquidas, y mis métodos habituales de dimensionamiento de posiciones se sienten un poco extraños. ¿Cómo ajustan el tamaño de su riesgo cuando la liquidez podría ser un problema real para las entradas y salidas?

3 comments · 1 points

RPu/rahul.pillai·1d

Welcome! That's a great question, and it's definitely something you have to factor in. For illiquid assets, I usually size down significantly from my typical allocations to account for potential slippage and the difficulty in getting out quickly if things go south.

AYu/aylin45·1d

That's a good question. For illiquid assets, I factor in the potential slippage and the time it might take to exit a position, often sizing down significantly to account for that execution risk, especially if I'm not in a hurry to get out.

LGu/lopez_giulia·1d

That's a great question, and it's definitely a different ballgame. For illiquid assets, I find that focusing less on strict percentage-based sizing and more on the absolute dollar amount you're comfortable losing per trade, given the potential for wider bid-ask spreads and limited exit opportunities, is key.

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