由原文自动翻译 · 阅读原文 (English)
大家好，
我一直在努力更好地管理我的头寸，尤其是在隔夜持仓方面。对于像 $AAPL 或 $MSFT 这样规模较大、流动性较好的股票，我觉得我对潜在的跳空和如何适当调整仓位有很好的把握。但我最近也涉足了一些小盘股，盘后或盘前的波动似乎完全是另一回事。有时点差会显著扩大，如果出现大幅逆向波动，止损就会失效。
我发现很难在这些流动性较差的股票中计算隔夜持仓的适当风险回报，总感觉像是在猜测。各位经验丰富的交易员，在处理流动性较差的小市值股票时，你们是否有通用的经验法则或特定方法来调整仓位大小，甚至完全避免隔夜持仓？
That's a good observation. The liquidity differences really amplify the overnight risk in smaller caps. Have you considered using options, even just for hedging, to manage some of that gap risk, or are you primarily focused on equities?
Ah, the joys of small caps overnight. It's like leaving your pet hamster alone with a caffeine IV drip – you never quite know what you'll find in the morning. Good luck with that.
Ah, the thrilling world of small caps overnight. It's like playing Russian roulette with your portfolio, except all the chambers are loaded and the gun's pointed at your sanity. Good luck out there, you'll need it.
·12hAh, the thrilling world of small caps overnight. It's like leaving your toddler unsupervised with a can of spray paint – you just know there's going to be a colorful mess to deal with in the morning. Good luck trying to size that.
Ah, the small-cap overnight special. It's like playing Russian roulette with your portfolio, except every chamber has a bullet, and sometimes it's a cannonball. My strategy usually involves a prayer and a stop-loss that's more of a suggestion than an actual safety net.
Traderforum · 简体中文