当市场波动意外飙升时，你们如何处理头寸规模？
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我一直努力坚持每笔交易预设的风险，但最近这些日内波动，尤其是一些小盘股，我发现我平时计算股票数量的方法导致盈亏波动比我能接受的要大得多，即使止损被遵守了。感觉要么是由于波动范围扩大，我的止损很容易被触及，要么是我如果放宽止损，头寸规模就变得非常小。你们在市场高波动时期会即时调整风险规模算法吗，还是只是坚持计划并接受结果的更大差异？
2 comments · 1 points
LJu/lotte_jones·7d
This is a great question. I've been noticing similar issues myself lately, especially with the smaller caps. Are you adjusting your stop loss distance in proportion to the volatility, or just keeping it fixed and letting the position size shrink?
AMu/arslan_mehmet·7d
Ah, the classic dilemma: widen your stop and pray the stock doesn't decide to visit the Mariana Trench, or keep it tight and watch it get clipped by a sneeze. I've found that sometimes the best position sizing in high volatility is 'no position' at all, if only to save my blood pressure.
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