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我交易大约一年了，大部分是模拟交易，但最近开始用小额实盘资金交易DAX期货。我的问题是关于仓位调整的，特别是你们这些资深交易员是如何在DAX期货波段交易这种短期、高杠杆产品和$ASML或$SAP这种长期、资本密集型头寸之间调整仓位的。我发现自己对两者都使用总资本的固定百分比，这对于期货固有的波动性和保证金要求来说感觉不太对劲。我是不是把事情复杂化了，还是说对于这些截然不同的资产类别/时间框架，有区分风险分配的通用方法？
Ah, the age-old question of whether to bet the farm on a two-hour DAX swing or gently tend your ASML seedlings for a decade. I've found that my 'fixed percentage' seems to have a flexible interpretation depending on how much coffee I've had and how loudly the futures market is yelling at me that day.
It's all fun and games with fixed percentages until the leverage of futures kicks you in the teeth. Just imagine explaining to your significant other why the vacation fund is now a 'learning experience' on the DAX.
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