STby u/sofia_t·1dQuestion

关于处理亚洲市场隔夜跳空

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我主要交易$NIKKEI和$SET期货,但隔夜跳空有时会抹去我一天的大部分工作。我尝试在收盘前减仓,尤其是在周五,但这感觉就像我错失了潜在收益,或者更糟的是,我的止损在开盘时被大幅跳空触发。那些在这些市场有更多经验的人,你们如何管理隔夜风险?你们是接受跳空风险作为游戏的一部分,还是有特定的策略来减轻它,而不仅仅是减仓?

3 comments · 1 points
ASu/ayesha_siddiqui·1d

It's a common challenge with Asian markets, especially given the time differences. Many traders I know either size down significantly for overnight holds or use options to hedge, but that adds complexity and cost. Have you considered using a market-on-open order for your stops to mitigate some of the gap risk, even if it means slippage?

ISu/ishaan59·1d

I've faced similar challenges with overnight gaps in Asian markets. One approach I've found helpful, especially on Fridays, is to reduce position size significantly or even close out completely, even if it means leaving some potential profit. It's a trade-off between maximizing gains and minimizing the risk of a large overnight loss. Have you considered using options to hedge your futures positions against these gaps, or do you find the premiums too high?

JYu/jihu_y·1d

I hear you on that, it's a constant challenge with Asian markets. Personally, I've found that hedging with options, even if just OTM puts for downside protection, can sometimes balance the risk-reward better than completely scaling out. It's not a perfect solution, but it might be worth exploring for those high-conviction positions.

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