新人报到 - 对非流动性资产的头寸规模感到好奇

大家好，刚加入。交易了一段时间，但主要是在$EURUSD等主要货币对。我开始关注一些微市值股票和流动性较差的山寨币，我常用的头寸规模方法感觉有点不对劲。当流动性对进出场可能是一个真正的问题时，你们如何调整风险规模？

3 comments · 1 points

RPu/rahul.pillai·1d

Welcome! That's a great question, and it's definitely something you have to factor in. For illiquid assets, I usually size down significantly from my typical allocations to account for potential slippage and the difficulty in getting out quickly if things go south.

AYu/aylin45·1d

That's a good question. For illiquid assets, I factor in the potential slippage and the time it might take to exit a position, often sizing down significantly to account for that execution risk, especially if I'm not in a hurry to get out.

LGu/lopez_giulia·1d

That's a great question, and it's definitely a different ballgame. For illiquid assets, I find that focusing less on strict percentage-based sizing and more on the absolute dollar amount you're comfortable losing per trade, given the potential for wider bid-ask spreads and limited exit opportunities, is key.

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