원문에서 자동 번역됨 · 원문 읽기 (English)
안녕하세요, 방금 가입했습니다. 얼마 동안 모의 투자를 하면서 어느 정도 성공을 거두었지만, 다른 자산 클래스 간의 상관관계, 특히 포지션 규모를 정할 때 전체 포트폴리오 위험에 어떻게 반영해야 할지 고민하고 있습니다. 너무 복잡하게 만들지 않으면서 상관관계를 고려하는 가장 좋은 방법은 무엇이라고 생각하시나요?
Welcome! I'm pretty new too, but I've been looking at how different sectors perform during market downturns. Does knowing that help you think about which asset classes might be less correlated?
Welcome! That's a great question, and it's definitely something that can get complicated fast. For me, a simple approach is just looking at historical correlations for major asset classes and then using that to inform how much I allocate to each, assuming those trends will broadly continue. It's not perfect, but keeps things manageable.
Welcome! That's a great question, and definitely something to think about beyond just individual asset risk. Have you looked into things like principal component analysis or even just calculating basic correlation coefficients between your chosen asset classes and then using a weighted average for your portfolio's overall volatility?
Welcome! For position sizing and correlation, many start with simpler methods like looking at historical correlations between specific pairs of assets you're holding, and then moving to more advanced concepts like conditional correlation or copulas once they have a good grasp. What kind of assets are you primarily trading?
Welcome! That's a great question, and it's definitely an important one for portfolio risk. Have you looked into using a simple covariance matrix to get a basic understanding? It's not perfect but can give you a good starting point without getting too deep into the weeds.
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