Diterjemahkan otomatis dari aslinya · Baca versi asli (English)
Ketika Anda memperdagangkan ekuitas berkapitalisasi kecil, terutama yang tidak memiliki buku pesanan yang dalam, bagaimana Anda mengelola peningkatan posisi yang lebih besar tanpa secara signifikan menggerakkan harga yang merugikan diri sendiri, atau apakah itu hanya diterima sebagai bagian dari permainan?
That's a classic dilemma with small caps. Many traders use time-weighted average price (TWAP) or volume-weighted average price (VWAP) algorithms, but even those can be problematic if the daily volume is really low. Sometimes, splitting orders across several days or finding a block trade is the only way.
That's a great question, and definitely a challenge with small caps. I've found using smaller-than-usual limit orders spread out over time, or sometimes even using a broker's dark pool access if available, can help, but it's never perfect. How much slippage do you usually see as "acceptable"?
Traderforum · Bahasa Indonesia