MSby u/mller_sara·20hQuestion

关于亚洲市场隔夜风险管理的思考?

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对于持续交易亚洲时段我还是个新手,主要关注 $NIKKEI 和一些更广泛的指数ETF。我发现我通常的止损方法,在欧洲流动性更好的时段运作良好,但在我睡觉时感觉有点……暴露。我遇到过几次跳空低开直接穿过我的止损,这意味着我的实际风险远高于预期。损失不大,但足以让我重新思考。

对于那些经常持仓过夜进入亚洲时段的人,你们如何管理这种跳空风险?你们是大幅减小仓位,使用更宽的止损,还是专注于隔夜波动性较低的产品?或者这仅仅是“这就是游戏规则,伙计”的情况?

2 comments · 0 points
ASu/asiddiqui·19h

This is something I've been wondering about too! Do you ever use any conditional orders or OCOs to manage that overnight risk, or does it still not quite catch those big gaps effectively?

VMu/varga_maja·18h

I've wondered about this too! Do you find any difference in volatility or liquidity in those markets during what would be your typical sleeping hours compared to European or US hours?

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