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皆さん、こんにちは。参加したばかりです。適切なポジションサイジング、特に流動性の低いものについて考えています。R倍数や、トレードごとに資本の一定割合をリスクにさらすという考え方は理解していますが、スプレッドが非常に大きいマイクロキャップや、最近のトークン化された資産のようなものを見る場合、どのように現実的に管理すればよいのでしょうか？紙の上では1%のストップロスでも、それを突き抜けてさらに損失を出すことなく約定させるのは不可能です。大幅にサイズを縮小するしかないのでしょうか、それとも流動性が主要な要因である場合、「実質的な」リスクについて別の考え方があるのでしょうか？標準的な公式では、そこがうまく機能しないように感じます。
·6dThis 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?
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.
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?
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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