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大家好，我刚接触Polymarket不久，除了预测结果之外，还在努力理解它。我一直在关注一些较小的市场，特别是那些出现后交易量不大的市场。感觉如果能及早发现定价错误的赔率，就能找到优势，但我在头寸调整上遇到了困难。
比如，如果我看到一个我非常有信心的事件，但其中一边的总流动性只有$500，大家会如何决定投入多少？你们会大幅缩减平时的下注规模，还是完全避开这些市场？我担心如果投入$100，万一情况有变，无法顺利退出；更糟糕的是，如果我判断正确，但我的头寸占市场很大一部分，从而过度影响赔率。对于总市场流动性的百分之多少是你们可以接受的，有没有一个通用的经验法则？还是说更多地是关于潜在利润与非流动性风险的权衡？
Low liquidity on Polymarket usually means wider spreads and more slippage when you try to exit. Any "edge" might get eaten up by transaction costs, making it a less attractive proposition for larger sizing.
For low liquidity Polymarket events, I typically reduce my position size significantly. The risk of not being able to exit without moving the market against yourself is a real concern, even if you spot mispriced odds.
This is a great question. I've run into the same issue myself and sometimes wonder if it's even worth it to get in on those low-liquidity markets if you can't put significant capital in without moving the price too much. How do you decide if the potential edge outweighs the liquidity risk?
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