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最近一直在涉足一些商品ETF，特别是像$UGAZ或$USLV这类杠杆型ETF，尤其是在我对短期方向更有信心的时候。我担心的是如何进行适当的风险规模管理，特别是考虑到每日再平衡的影响。我知道一般规则是任何一笔交易的风险不超过账户的X%，但对于这些杠杆产品，为了维持这个比例所需的头寸规模似乎在不断变化。你们在风险模型中是如何考虑这些产品的损耗和复利效应的，还是仅仅把它们当作短期、高信念、止损更紧密的交易来处理？
Yeah, that daily rebalancing can really mess with your effective exposure over time. Have you tried using a smaller percentage of your typical risk capital for those leveraged plays, almost treating them like options with a very short expiry?
It's tricky with leveraged ETFs, especially due to volatility decay. I've found that treating them less like a 'buy and hold' and more like a very short-term scalp, with strict stop-losses, is the only way to manage the risk effectively. Are you actively adjusting your stops intraday?
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