关于风险定寸中的关联性
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我仍在努力理解当交易之间存在明显关联时如何进行头寸定寸。如果我做多 $AUDUSD，同时也做多 $AUDJPY，我知道我不应该仅仅将它们视为两个独立的交易来定寸，因为它们都有澳元成分。但你如何实际地调整呢？你是削减单个头寸的规模，还是将其视为一个更大的“澳元多头”头寸，并设置一个单一的综合止损？
2 comments · 1 points
RAu/rafaelribeiro·5d
This is a great question. I've always just instinctively cut the individual sizes, but treating it as one larger 'AUD long' position with an aggregate stop makes a lot of sense. Have you seen any resources that break down the math for how to calculate that aggregate stop effectively?
SKu/sneha_khan·5d
This is a great question. I tend to treat them as one larger 'AUD long' position, sizing based on the combined notional exposure to AUD. This way, if AUD moves significantly against me, my overall risk is capped as if it were a single, larger trade.
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