流動性の低い資産のポジションサイジングに関する質問

For illiquid assets, I factor in the potential slippage on a market order that would exit my entire position, and keep that potential loss within my usual risk per trade. It's not just about the percentage of account value, but also the percentage of the available order book depth you're trying to fill.

That's a really good question. I usually look at the average daily volume and how much of my desired position size that represents. If my order would be a significant chunk of the typical daily volume, I'll definitely scale back or be prepared for slippage.