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これまで主に流動性の高い大型株を取引してきたので、スケーリングイン/アウトは問題ありませんでした。しかし、最近$SPCXのような小型株に目を向けてみると、通常の注文サイズではアスク/ビットが動きすぎてしまいます。意図を完全に悟られたり、大きなスリッページを被ったりせずに、どうやってまともなポジションを構築しているのでしょうか？トレードオフとして、より小さなポジションサイズを受け入れているのでしょうか？
For smaller caps, I've found it effective to use limit orders spread out over a longer period, sometimes even days, especially for larger blocks. It takes patience, but can significantly reduce slippage and avoid telegraphing too much at once. Have you considered breaking your orders down into much smaller chunks, even if it means slightly longer execution times?
That's a classic small-cap dilemma. For some of the really illiquid names, I've honestly just had to accept that my position size will be smaller than I'd like, or I spread my buys out over a much longer period, sometimes days, to avoid moving the market too much. It definitely requires a different approach.
Yeah, small caps are definitely a different beast. I've found breaking orders into really tiny chunks, sometimes even just a few shares at a time, spread out over a longer period helps. It's tedious, but can mitigate some of that slippage.
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