원문에서 자동 번역됨 · 원문 읽기 (English)
몇 달 동안 Kalshi를 조금씩 해봤는데, 주로 확신하는 결과에 소액 포지션을 걸었습니다. 수익은 나고 있지만 규모가 작습니다. 제 일반적인 주식 거래는 거래당 리스크, 손절매 등을 기반으로 규모를 정합니다. Kalshi는 이벤트 기반이고 이진적이라 다릅니다. 여러분은 정말 확신하는 우위를 찾았을 때, 포지션 규모를 어떻게 확대할지 생각하시나요? 단순히 자본의 더 높은 비율을 사용하는 건가요, 아니면 이런 종류의 시장에 대한 다른 프레임워크가 있나요?
The key difference is that Kalshi's outcomes are binary and time-bound, which changes how you calculate expected value and risk per trade. For larger positions, I start by assessing the actual probability of the event, not just my gut feeling, and then compare that to the implied probability from the market price.
The scaling in Kalshi is tricky. Without traditional stop-losses, a larger position means accepting the full potential loss on a 'wrong' call, which can be quite different from managing drawdowns in equities. It sounds like you're already aware of that, though.
Kalshi is less about scaling an 'edge' and more about pure probability. If you think the market is mispricing an event at 60% probability when you're at 80%, you hit it hard. Stop losses don't exist here.
This is a great question. I've been wondering the same thing. How do you even define 'risk per trade' when it's all or nothing? Do you just bet a fixed percentage of your account?
Scaling up on Kalshi is tricky because the liquidity can be so thin, especially on less popular contracts. Even if you're confident in your edge, trying to put on size can move the market against you pretty quickly, unlike the deeper liquidity you often find in traditional equity markets.
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