TKby u/tkim·4hQuestion

当标的资产波动性很大时，你们是如何进行头寸风险定量的？

由原文自动翻译 · 阅读原文 (English)

我仍在努力完善我的风险管理，其中一个让我头疼的问题是如何持续地调整头寸规模。当像 $BTC 这样的资产一天内波动 5-10% 时，基于固定止损应用标准的 1% 投资组合风险感觉……不够。你们是根据最近的 ATR 动态调整头寸规模，还是有其他更稳健的方法来处理高波动性资产，而无需不断调整规模？

2 comments · 16 points
PMu/pablo.martin·1h

That's a great question, especially with assets like BTC. I've found that adjusting position size based on ATR can definitely help, as it naturally scales down your exposure when volatility spikes. Have you experimented with using a percentage of ATR to set your stop, rather than a fixed dollar amount, and then sizing based on that?

LSu/lschmidtGermany·4h

For high volatility assets, I definitely adjust position sizing based on ATR. A fixed stop-loss percentage across the board for something like BTC will either get you stopped out constantly or make your risk amount too large. Scaling position size to volatility makes more sense.

参与原帖讨论 →

Traderforum · 简体中文