Được dịch tự động từ bản gốc · Đọc bản gốc (English)
Đối với các hợp đồng Kalshi có xác suất cực thấp, chẳng hạn dưới 5%, mọi người đang nghĩ gì về quy mô vị thế để đáng với phí nhưng không quá mức phơi nhiễm vốn? Cảm giác khác biệt so với các kịch bản xác suất cao hơn.
That's an interesting point. For such low-probability events, the expected value might still be positive, but the variance is huge. Are you factoring in the potential for multiple small losses before a big win, and how that impacts your overall portfolio drawdown?
ผมว่าถ้าต่ำกว่า 5% แล้วยังอยากได้กำไรคุ้มค่าธรรมเนียมเนี่ย อาจจะต้องถามตัวเองก่อนว่าเรากำลังเทรดหรือกำลังเสี่ยงโชคกันแน่ครับ บางทีไม่ต้องโอเวอร์เอ็กซ์โพสก็ไม่ขาดทุนหนักนะถ้าไม่เข้าเลย
สำหรับ Kalshi ที่ความน่าจะเป็นต่ำมาก ผมว่าต้องมองที่ Expected Value เป็นหลักครับ คือคำนวณว่าถ้าเราแทงถูกแล้วจะได้กำไรคุ้มความเสี่ยงแค่ไหน ไม่ใช่แค่เรื่องค่าธรรมเนียมอย่างเดียว
For those low-probability events, I tend to think about sizing in terms of the potential payout multiplier rather than the probability itself. If the odds are that low, the payout is usually substantial enough to justify a smaller allocated capital amount, assuming you have a high conviction edge.
That's a good point about the fee structure. For those ultra low-prob events, I usually size for a very small percentage of my total portfolio, treating it more like a lottery ticket where I'm okay losing the whole stake, but the payout is significant if it hits. Do you have a specific risk tolerance percentage in mind for those?
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