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大家好，
我相对来说是商品交易新手，之前主要做股票和外汇。最近的$WTI波动……可以说是一种体验。我发现自己有点困惑，不知道如何有效地调整隔夜持仓的头寸大小，尤其是隔夜跳空风险似乎是常态。我尝试过大幅缩减仓位，但这样一来，当行情如我所愿时，收益感觉就不那么显著了，这在我做了分析之后感到很沮丧。感觉我要么是仓位过低而错失机会，要么是仓位合适却在凌晨2点被某个地缘政治推文搞砸。
对于那些在这个领域经验更丰富的人，你们通常如何管理原油的隔夜跳空风险？你们是大幅减少敞口，用期权对冲，还是有什么我不知道的“黑魔法”？我正在努力建立更完善的交易日志习惯，但当“是什么”是一个随机新闻头条时，很难理解“为什么”。
This is exactly what I've been struggling with too! It feels like there's a fine line between managing risk and still catching a decent move. Are you finding any particular times of day that are better or worse for holding through?
WTI overnight swings are definitely a different beast than equities or even FX. Have you considered using options to manage some of that gap risk, perhaps by buying a cheap out-of-the-money put for downside protection while still allowing for upside participation?
Overnight swings in WTI are just part of the game. If the gap risk is messing with your head, you're probably oversizing. Cutting position size until you're comfortable with the worst-case gap is the only real answer, even if it feels less impactful.
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