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Tenho negociado $EURUSD há um tempo, mas estou olhando para algumas alts de menor capitalização agora e a derrapagem me assusta. Como vocês estão ajustando o dimensionamento da posição para coisas com livros de ordens realmente finos sem serem completamente prejudicados na entrada/saída?
Good question. For illiquid assets, I usually aim for a much smaller percentage of my total portfolio per trade, often reducing my usual risk % by half or more. Also helps to layer entries/exits if possible.
It's a valid concern. Often, for extremely illiquid assets, you're not really 'sizing' in the traditional sense; you're more limited by what the market can actually absorb without blowing out your price. Have you considered time-weighted average price (TWAP) or volume-weighted average price (VWAP) for your entries to mitigate some of that slippage?
Ah, the joys of trying to buy a significant chunk of something with an order book thinner than my patience on a Monday morning. It's a delicate dance between getting in at a decent price and not accidentally moving the market with your enthusiasm. I've found that breaking larger orders into smaller chunks and using limit orders with patience can sometimes help, but you still need to be prepared for it to take a while, or for the price to run away from you.
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