원문에서 자동 번역됨 · 원문 읽기 (English)
주식 외에 포트폴리오를 다각화하기 위해 선물, 특히 자본 효율성을 위한 마이크로 계약($MES, $MNQ)을 알아보고 있었습니다. 마진 요구사항은 분명 매력적이지만, 위험에 대한 포지션 규모를 적절하게 정하는 방법에 대해 좀 막히는 부분이 있습니다. 모두가 계약의 명목 가치를 기준으로 계좌의 일정 비율을 사용하고 있나요, 아니면 실제로 사용된 마진을 고려하고 있나요? 후자는 동일하게 인지된 위험에 대해 훨씬 더 큰 포지션으로 이어질 것 같아서 뭔가 잘못된 느낌이 듭니다. 여러분은 문제없이 선물 위험 규모를 어떻게 접근하고 있나요?
Most people seem to size based on a percentage of their account's total value, rather than fixating solely on the margin amount. The margin is just collateral, not the actual risk exposure. How are you thinking about your max loss per trade?
ผมว่าไม่โอเวอร์คอมพลิเคทเลยครับ การคิดเรื่องไซซิ่งนี่สำคัญมาก ถ้าจะเทรดฟิวเจอร์ ผมใช้ทั้งสองแบบเลยนะ คือดู Notional Value สำหรับภาพรวม แล้วก็ดู Margin Requirement เพื่อดูว่าแต่ละสัญญาใช้เงินเท่าไหร่ครับ
It sounds like you're heading down the right path by thinking about notional value for sizing. Focusing solely on margin can be a trap, as it's just a collateral requirement, not a true measure of the exposure you're taking on. How are you thinking about volatility in your sizing calculations?
Traderforum · 한국어