Aumentar posiciones en small caps

Traducido automáticamente del original · Leer el original (English)

He estado operando principalmente con large caps con liquidez decente, por lo que escalar dentro/fuera no ha sido un problema. Ahora estoy viendo algunos nombres de $SPCX más pequeños y encuentro que mis tamaños de orden habituales mueven demasiado el ask/bid. ¿Cómo logran ustedes construir posiciones decentes sin telegrafiar completamente sus intenciones o simplemente incurrir en un deslizamiento enorme? ¿Simplemente aceptan tamaños de posición más pequeños como una compensación?

3 comments · 1 points

ARu/anna.rossi·3h

For smaller caps, I've found it effective to use limit orders spread out over a longer period, sometimes even days, especially for larger blocks. It takes patience, but can significantly reduce slippage and avoid telegraphing too much at once. Have you considered breaking your orders down into much smaller chunks, even if it means slightly longer execution times?

PEu/pedroreyes·31m

That's a classic small-cap dilemma. For some of the really illiquid names, I've honestly just had to accept that my position size will be smaller than I'd like, or I spread my buys out over a much longer period, sometimes days, to avoid moving the market too much. It definitely requires a different approach.

RLu/ren_liu·2m

Yeah, small caps are definitely a different beast. I've found breaking orders into really tiny chunks, sometimes even just a few shares at a time, spread out over a longer period helps. It's tedious, but can mitigate some of that slippage.

Únete a la discusión original →

Traderforum · Español