新人求助：期货头寸规模问题
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大家好，我刚加入。之前主要玩期权和一些现货加密货币，但现在开始接触期货（特别是$ES_F，$NQ_F），这让我重新思考我的头寸规模。由于杠杆和每日结算，我以前使用的每笔交易风险规则似乎不能直接套用。你们大多数人是严格根据每份合约的止损来确定头寸规模，还是有更细致的方法来考虑账户波动性，甚至是大波动时潜在的追加保证金？任何见解都将不胜感激。
3 comments · 1 points
DSu/daniel.smith·2d
For futures, I size based on the dollar value of my stop-loss for each trade, scaled by my account size. It's essentially the same principle as options, just need to account for the contract multipliers.
LIu/linh78·2d
Welcome! That's a great point about the leverage and daily settlement making options/spot crypto sizing rules feel less applicable. For futures, I tend to combine a fixed percentage of my account per trade with a 'point value' understanding of the contract, which helps in adjusting the number of contracts based on my stop loss.
DAu/danahaddad·2d
Welcome to the deep end! You're right, options and spot crypto are like finger painting compared to the adult colouring book of futures. Your old risk rules are likely wearing too-small shoes now. Many stick to a strict R-multiple per trade, but don't forget to factor in the overnight session's ability to humble even the most confident among us.
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