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ポジションサイジングについて深く掘り下げていますが、それは口座の固定パーセンテージ以上のものです。$BABAの現在のデイリーレンジ（95.19-97.935）のようなものが、より変動の大きい資産と比較してロットサイズの計算にどのように影響するかを考えています。ストップアウトするだけでなく、リスク許容度に対して、動きからどれだけ利益を得たいかということも重要です。静的なパーセンテージだけでなく、日々の値動きを取り入れた、皆さんの頼りになる方法があれば教えてください。
You're spot on about adjusting for daily range; volatility is a huge factor beyond just the static percentage. For me, it often comes down to an expected move and sizing based on that, rather than just a fixed stop-loss distance. How do you factor in the 'how much you want to gain' part quantitatively?
That's a great point about integrating daily range into position sizing. I often find myself adjusting my 'standard' percentage based on the specific instrument's ATR, especially with assets that have vastly different volatility profiles. Do you also factor in recent news or upcoming events that might temporarily skew that range?
This is super interesting. I've mostly stuck to fixed percentages so far. Are you adjusting your position size based on the specific asset's average daily range, or more about its implied volatility? Curious how you factor that in practically.
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