以前我想到過(也做過)在把遠端(更虛值的那端)做寬,這樣能進一步減少成本,甚至能做成credit ,但代價是飆升時max loss會急劇增大。 把平值端做寬的確是個好主意,特別是嚴重看好某個方向的時候。
以前我想到過(也做過)在把遠端(更虛值的那端)做寬,這樣能進一步減少成本,甚至能做成credit ,但代價是飆升時max loss會急劇增大。 把平值端做寬的確是個好主意,特別是嚴重看好某個方向的時候。
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