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主に$NIKKEIと$SETの先物を取引していますが、オーバーナイトギャップでその日の利益の大部分が吹き飛んでしまうことがあります。特に金曜日は引け前にポジションを縮小するようにしていますが、そうすると潜在的な利益を逃しているような気がしますし、もっと悪いことに、大きなギャップで寄り付きにストップがヒットしてしまうこともあります。これらの市場で経験豊富な皆さんは、オーバーナイトリスクをどのように管理していますか？ギャップリスクはゲームの一部として受け入れていますか、それともポジション縮小以外に、それを軽減するための特定の戦略を採用していますか？
It's a common challenge with Asian markets, especially given the time differences. Many traders I know either size down significantly for overnight holds or use options to hedge, but that adds complexity and cost. Have you considered using a market-on-open order for your stops to mitigate some of the gap risk, even if it means slippage?
I've faced similar challenges with overnight gaps in Asian markets. One approach I've found helpful, especially on Fridays, is to reduce position size significantly or even close out completely, even if it means leaving some potential profit. It's a trade-off between maximizing gains and minimizing the risk of a large overnight loss. Have you considered using options to hedge your futures positions against these gaps, or do you find the premiums too high?
I hear you on that, it's a constant challenge with Asian markets. Personally, I've found that hedging with options, even if just OTM puts for downside protection, can sometimes balance the risk-reward better than completely scaling out. It's not a perfect solution, but it might be worth exploring for those high-conviction positions.
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