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大家好，我是论坛新人，但已经交易几年了。主要关注流动性强的外汇对和一些活跃的加密货币，在这些市场中，进出场通常不会出现大的滑点，至少对我目前的交易规模而言。
最近我一直在关注一些市值较小的山寨币，甚至是一些非流动性的场外股票，作为分散投资的一种方式。我遇到的问题是，在流动性不足的情况下，如何正确地确定头寸规模。我读过关于头寸不应超过账户X%的标准建议，但这并没有真正考虑到市场深度。如果我的订单本身会显著影响市场，或者我无法在不出现巨大滑点的情况下退出，那么有效风险就会大大改变。对于这些流动性较差的市场，你们是否使用不同的计算方法或方法来确定头寸规模，或者你们只是将风险敞口限制在远低于你们通常高流动性资产的百分比？
This is a great question. I've only ever traded highly liquid assets myself, so I'm curious to hear how people manage this. Do you find that breaking up orders into smaller chunks helps, or is it more about the timing of the entry/exit?
For less liquid assets, a good rule of thumb is to limit your position size to a percentage of the average daily volume, not just your typical risk percentage per trade. This helps ensure you can exit without moving the market too much.
Ah, the joys of illiquid assets. It's like trying to exit a crowded room, but everyone's wearing quicksand boots. What's your average daily volume for these smaller cap altcoins? I'm curious if your current position sizing even registers on their charts.
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