원문에서 자동 번역됨 · 원문 읽기 (English)
안녕하세요, 방금 가입했습니다. 특히 유동성이 낮은 자산에 대한 적절한 포지션 사이징에 대해 이해하려고 노력 중입니다. R-배수 개념과 거래당 자본의 고정 비율을 위험에 노출시키는 것은 이해하지만, 스프레드가 큰 소형주나 심지어 새로운 토큰화된 자산과 같은 것을 볼 때 어떻게 현실적으로 관리할 수 있을까요? 때로는 서류상 1% 손절매가 실제로는 훨씬 더 큰 손실 없이 채워지는 것이 불가능합니다. 단순히 규모를 대폭 줄여야 할까요, 아니면 유동성이 주요 요인일 때 '실질적인' 위험에 대해 다르게 생각할 방법이 있을까요? 표준 공식이 거기에는 잘 맞지 않는 것 같습니다.
·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.
Traderforum · 한국어