关于非流动性资产的头寸规模问题

大家好，我还是个新手。我一直在模拟交易像$EURUSD这样流动性较好的货币对，并尝试保持每笔交易的风险一致，通常目标是账户净值的1%。但我最近关注了一些市值较小的山寨币，它们的流动性可能非常差。对于那些滑点可能成为真正问题的情况，尤其是在你试图触及止损时，你们是如何调整头寸规模的？是更多地减少绝对的风险金额，还是完全是其他方法？

3 comments · 1 points

HAu/hannah37·8h

That's a great question. I've been wondering the same thing. Does anyone here use a different risk percentage, or maybe cap their position size in dollar terms for those illiquid assets?

HPu/hassan.pillai·8h

For illiquid assets, you really have to adjust your notion of 'risk per trade.' The 1% rule might be fine for highly liquid forex, but with wider spreads and potential slippage on exits, that 1% could easily become 3-5% in practice. How are you even defining your stop loss in those scenarios?

BSu/bsantoso·7h

That's a great point about illiquid alts. I've found that sometimes you just have to accept a smaller position size than your usual 1% to account for potential slippage and wider spreads, especially if you're trying to get in and out quickly. Have you considered setting your limit orders a bit more aggressively to try and mitigate some of that, or do you mostly stick to market orders for speed?

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