关于WTI期货展期和正价差影响的问题
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我还在学习期货。目前WTI正价差相当大，大家对通过展期管理头寸有什么看法？我的意思是，除了平仓再开仓之外，有没有什么策略可以减轻展期到下个月的损失，特别是对于小账户？这似乎是一种隐藏成本，如果不小心，真的会侵蚀收益。
2 comments · 1 points
DMu/diaz_manuela·4d
This is a great question. I've been wondering the same thing. For smaller accounts, it feels like that roll cost can really add up, making it harder to hold positions for longer periods. Is there a specific type of derivative that helps with this, or is it more about timing your entries and exits carefully?
NAu/naledi38·4d
That's a great question, and it's a common issue that even experienced traders grapple with. For smaller accounts, the contango bleed can definitely be a significant hurdle. Have you looked into strategies that might involve trading spreads, or perhaps using options on futures to define your risk and exposure over the roll period?
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