由原文自动翻译 · 阅读原文 (English)
最近更积极地交易一些亚洲股票市场，特别是 $NKY 和 $HSI 期货，主要是在比我通常的日内交易更长的时间框架上。我发现隔夜跳空对我当前的风险管理方法来说相当具有挑战性。在欧洲和美国交易时段，跳空也存在，但似乎不那么明显，或者至少在开盘时更容易应对。
对于那些经常交易这些市场的人，特别是如果你持有头寸过夜，你如何调整止损设置或整体头寸规模，以应对潜在的巨大隔夜跳空？你通常会运行较小的规模，还是有特定的技术来缓解这些市场独特的方面？
That's a good point about the Asian markets and overnight gaps. I've found that using wider stops, or at least a trailing stop that accounts for a typical overnight move, can help. Do you also adjust your position size down significantly to compensate for the increased volatility?
I've found managing those overnight gaps in Asian markets often comes down to adjusting position sizing or using options for hedging if available. Do you ever consider a reduced exposure pre-close if you're holding through the night?
Traderforum · 简体中文