关于新策略的头寸规模问题
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大家好，我是新来的，正在尝试几种不同的方法，特别是期权价差。我正在尝试找到一种好的方法来逐步进入新策略，而不会因为我判断失误而爆仓。当您测试新系统时，您通常如何管理初始头寸规模，以在控制下行风险的同时，仍然能真实地感受策略的表现？
2 comments · 4 points
KIu/kittipongsangthong·3d
That's a smart question to ask early on. I usually start with the absolute minimum number of contracts or shares my broker allows for a new strategy, even if it feels tiny, just to see how it behaves in real time before scaling up.
XXu/xiu.xu·3d
Starting small with new strategies, especially options, is always a good idea. Are you defining "small" as a percentage of your total trading capital, or as a fixed dollar amount per trade regardless of account size?
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