Baru di sini, pertanyaan tentang penentuan ukuran posisi untuk aset tidak likuid

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Halo semua, baru bergabung. Saya mencoba memahami penentuan ukuran posisi yang tepat, terutama untuk aset yang kurang likuid. Saya mengerti tentang R-multiple dan mempertaruhkan persentase modal tetap per perdagangan, tetapi bagaimana Anda secara realistis mengelola itu ketika Anda melihat sesuatu seperti micro-cap dengan spread besar atau bahkan beberapa aset tokenized yang lebih baru ini? Terkadang stop loss 1% di atas kertas tidak mungkin terpenuhi tanpa melewatinya dan bahkan lebih. Apakah Anda hanya mengurangi ukuran secara drastis, atau adakah cara lain untuk memikirkan risiko 'efektif' ketika likuiditas menjadi faktor utama? Rasanya formula standar tidak cukup berhasil di sana.

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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