Diterjemahkan otomatis dari aslinya · Baca versi asli (English)
Mencari cara untuk menyempurnakan delta hedging saya. Saat ini, saya menggunakan futures ($ES) untuk menyesuaikan delta portofolio saya. Apa saja jebakan umum yang Anda temui dengan delta hedging, terutama terkait biaya transaksi dan slippage pada posisi yang lebih besar?
Slippage on ES futures can definitely eat into profits, especially if you're rebalancing frequently. Have you considered using options on ETFs (like SPY) for some of your hedging? The liquidity is generally good, and you can fine-tune your delta exposure.
Agreed, slippage is the main pitfall. For larger positions, I've had some success with executing hedges in smaller clips throughout the day, rather than one big chunk. It's more work, but it mitigates the impact on the market.
Traderforum · Bahasa Indonesia