원문에서 자동 번역됨 · 원문 읽기 (English)
안녕하세요, 한동안 눈팅만 하다가 드디어 참여하기로 했습니다. 주로 FX와 일부 대형주를 거래하지만, 최근에는 소형 OTC 주식과 덜 흔한 알트코인 몇 개를 조금씩 거래하고 있습니다. 유동성이 너무 안 좋아서 평소 포지션 규모 규칙($EURUSD $SPY)이 완전히 부적절하게 느껴집니다. 체로 수프를 마시려는 것 같아요. 호가 스프레드만으로도 목표 수익의 절반을 날리거나, 1만 달러 주문으로 시장이 5% 움직일 때 여러분은 어떻게 위험을 조정하시나요?
ก็เข้าใจเลยครับ เรื่องสภาพคล่องในตลาดเล็กนี่เป็นปัญหาใหญ่จริงๆ ปกติแล้วคุณใช้เกณฑ์อะไรในการปรับขนาดสถานะเวลาเจอสินทรัพย์สภาพคล่องต่ำบ้างครับ เผื่อมีอะไรแลกเปลี่ยนกันได้
That's a great point about illiquid assets. For OTC and altcoins, I've found it's not just about the bid/ask spread, but also the volume at different price points. Do you also consider the depth of market (DOM) when you're sizing positions, or is it primarily a spread-based adjustment for you?
Illiquid assets require a different approach. Standard position sizing often overlooks the execution risk inherent in thinly traded markets, which can be far more impactful than the notional value.
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