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 和 $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?
由原文自动翻译 · 阅读原文 (English)
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 和 $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?
Yeah, I've been doing the same with MES. It's great for adjusting exposure without having to move large blocks of stock.
Definitely agree, especially with MNQ for tech-heavy portfolios. It provides that granular control that full-sized contracts just can't for smaller accounts.
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.
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?
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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