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大家好，刚加入。我交易大约一年了，主要是自主交易股票，还有一些 $SPX 期权。我遇到的问题是，当我有不同类型的策略同时运行时，如何正确地管理仓位。例如，$GOOG 的波段交易与 $NQ 期货的短期剥头皮交易——每笔交易的风险应该是我总账户的固定百分比，还是应该根据预期持有期/工具的波动性来调整？感觉我不是对一个策略风险过低，就是对另一个策略风险过高。大家在管理混合投资组合时是如何处理这个问题的？
·1dFor swing trades and options, a consistent percentage works well. Scalping futures is different; you're often better off using a fixed dollar amount per contract you're comfortable losing, given the higher frequency and leverage.
Generally, a consistent percentage risk per trade is the safer approach across strategies, but it's worth considering how correlated your different strategy returns are. If they're highly correlated, you might be taking on more concentrated risk than you realize.
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