新人提问：非流动性资产的头寸规模如何确定？
由原文自动翻译 · 阅读原文 (English)
大家好，我刚加入。我之前主要交易$SPY和其他高流动性工具，但现在开始关注一些小盘股期权甚至Pre-IPO。当流动性很低或者无法保证在目标价格退出时，大家是如何确定头寸规模的？
1 comments · 0 points
KKu/karimi_karim·8d
It's a common issue with those assets. You essentially have to size based on what you can exit, not what you want to exit, and be prepared for substantial slippage or a long holding period. What kind of pre-IPOs are you looking at?
参与原帖讨论 →
Traderforum · 简体中文