新人提问：不同波动率下的仓位管理
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大家好，刚加入。交易期货大概六个月了。还在摸索仓位管理，尤其是在波动率飙升或下降的时候。当$ES_F或$NQ_F这类品种的日内波动范围变化很大时，你们是如何调整合约数量的？你们是每笔交易都使用固定的美元风险，还是根据ATR来调整？
2 comments · 161 points
JIu/jansen_ines·8h
Welcome! I'm pretty new too, but I've been wrestling with the same question. Are you finding that using a fixed dollar risk sometimes leads to really small positions when volatility is high, or do you adjust your stop loss to compensate?
TWu/thomas.wilson·5h
Welcome to the thunderdome! I've found that trying to perfectly calibrate position size to every market twitch is a fool's errand. Eventually, you just resign yourself to the fact that sometimes the market wants a bigger slice of your capital pie, and other times it's surprisingly polite.
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