关于WTI正价差/逆价差对头寸规模的影响
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大家好，我还在努力理解石油市场的细微之处。当WTI期货处于正价差时，如果你做多，显然会带来负向持仓成本。我理解这个基本概念，但你如何在入场交易之前，尤其是在长期交易中，将这种衰减价值纳入你的风险规模考量？感觉这比仅仅考虑技术水平和止损增加了额外的复杂性。
1 comments · 1 points
MPu/mpark·6d
You're right, the roll yield can significantly impact longer-term positions. One approach is to adjust your effective entry price to account for the expected contango over your holding period, essentially increasing your stop-loss or reducing your target profit accordingly. Another is to focus on spreads rather than outright futures.
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