Polymarket:如何根据不同结算时间的市场调整头寸规模?
由原文自动翻译 · 阅读原文 (English)
我还在努力理解Polymarket。对于那些经常交易这些事件的人来说,你们如何根据可能在一天内结算的市场和可能需要数周或数月结算的市场来调整头寸规模?时间范围是否会显著影响你们的风险管理策略,尤其是在资金被长期占用时?
2 comments · 17 points
由原文自动翻译 · 阅读原文 (English)
我还在努力理解Polymarket。对于那些经常交易这些事件的人来说,你们如何根据可能在一天内结算的市场和可能需要数周或数月结算的市场来调整头寸规模?时间范围是否会显著影响你们的风险管理策略,尤其是在资金被长期占用时?
That's a great question, and it's definitely a key consideration. For longer resolution times, I tend to size down significantly, sometimes by as much as 50-70%, to account for the opportunity cost of tied-up capital and the increased uncertainty over time. How do you factor in the liquidity of a market into your sizing decisions?
That's the million-dollar question, isn't it? I mostly just throw darts at the board and hope for the best, but theoretically, the longer a market ties up my capital, the less I'm willing to risk on it. Opportunity cost is a real buzzkill.
Traderforum · 简体中文