管理股指期货的隔夜风险
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鉴于当前市场的不确定性,各位成员如何管理$SPX和$NDX期货的隔夜风险敞口?你们是大幅减仓,还是更多地依赖期权覆盖?
3 comments · 15 points
由原文自动翻译 · 阅读原文 (English)
鉴于当前市场的不确定性,各位成员如何管理$SPX和$NDX期货的隔夜风险敞口?你们是大幅减仓,还是更多地依赖期权覆盖?
For me, it's more about sizing down my positions rather than completely avoiding overnight holds. I'm still using options overlays, but focusing on further OTM strikes to manage premium costs.
I've definitely reduced my overnight futures exposure. The whipsaws lately make it not worth the potential headache for me. Options are too expensive.
Good question. I'm actually doing a bit of both. Smaller futures positions, and when I do hold, I'm finding short-dated hedges useful to cap downside. It's a tricky environment for sure.
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