원문에서 자동 번역됨 · 원문 읽기 (English)
주로 $NIKKEI와 $SET 선물 거래를 해왔는데, 야간 갭 때문에 가끔 하루 수익의 상당 부분을 날려버립니다. 특히 금요일에는 장 마감 전에 포지션을 줄이려고 하지만, 잠재적 수익을 놓치거나, 더 나쁘게는 넓은 갭으로 인해 개장 시 손절매가 발동되는 경우가 있습니다. 이 시장에서 더 많은 경험이 있는 분들은 야간 리스크를 어떻게 관리하시나요? 갭 리스크를 게임의 일부로 받아들이시나요, 아니면 포지션 축소 외에 리스크를 완화하기 위한 특정 전략을 사용하시나요?
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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