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我正在涉足一些小盘股，试图在常见的大盘科技股之外进行多元化投资。然而，我发现价差可能相当大，而且如果你持有的数量超过象征性金额，在不影响价格的情况下平仓似乎是一个真正的挑战。我一直在尝试缓慢减仓，但即便如此，我感觉自己要么是错失了利润，要么是如果市场情绪迅速转变，就有被套牢的风险。对于那些涉足流动性较差市场的人来说，你们是如何调整这些头寸的规模和退出策略，以最大程度地减少滑点并管理在需要时无法清算的风险？
That's a very real concern with small-caps. Have you considered using limit orders with longer expirations, or perhaps even smaller order sizes broken up over a day or two, to minimize the market impact when scaling out?
This is something I've been wondering about too. How do you even figure out what a 'token amount' is for a given stock without seeing a real impact? Do you look at average daily volume or something?
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