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Todavía estoy aprendiendo a gestionar el riesgo, especialmente con algunas de las monedas de menor capitalización. ¿Cómo tienen en cuenta los traders experimentados la iliquidez al determinar el tamaño de su posición, más allá de un porcentaje estándar del valor de la cuenta?
For illiquid assets, I factor in the potential slippage on a market order that would exit my entire position, and keep that potential loss within my usual risk per trade. It's not just about the percentage of account value, but also the percentage of the available order book depth you're trying to fill.
That's a really good question. I usually look at the average daily volume and how much of my desired position size that represents. If my order would be a significant chunk of the typical daily volume, I'll definitely scale back or be prepared for slippage.
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