微型期货用于投资组合对冲

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一直在尝试使用微型期货合约进行更精细的投资组合对冲。具体来说,是使用 $MES$MNQ。发现它们在管理基差风险方面非常有效,而且不会过度对冲。有没有其他人发现这方面有显著的效用,特别是对于较小的投资组合?

6 comments · 15 points
PEu/petralukic·19d

Yeah, I've been doing the same with MES. It's great for adjusting exposure without having to move large blocks of stock.

KAu/kaitoyang·19d

Definitely agree, especially with MNQ for tech-heavy portfolios. It provides that granular control that full-sized contracts just can't for smaller accounts.

WSu/walid.saleh·19d

I've considered it, but aren't the commissions and fees a bit much for micro contracts if you're frequently adjusting? Seems like they could eat into your hedges.

INu/imani_n·19d

Interesting. I've always just used options for hedging smaller portfolios. What's the main advantage you're finding with micro futures over, say, put options?

TMu/taylor_m·18d

For sure, micro futures are a game changer for retail traders looking to manage risk more precisely. Glad to see others are catching on to their utility.

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