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Volatility

How much and how fast an asset's price moves, measured as the standard deviation of returns or with tools like ATR.

Volatility is a cost and an opportunity. High volatility means bigger moves, wider stops, and larger slippage; low volatility means quiet markets where breakouts fail. Realized volatility measures what happened; implied-volatility measures what options prices expect.

position-sizing should shrink as volatility rises so that dollar risk stays constant. atr is the usual tool.

Example: an asset with 16% annualized volatility moves about 1% on a typical day (16% divided by the square root of 252). At 48% volatility a typical day is 3%.

Related: atr, implied-volatility, position-sizing, bollinger-bands

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

How a position size is worked outAccount size, risk per trade and stop distance feed into one box giving the number of shares.ACCOUNT SIZE$25,000your capitalRISK PER TRADE1%of the accountSTOP DISTANCE$0.50entry to stopPOSITION SIZE500 sharesrisk budget: $25,000 × 1% = $250position size: $250 ÷ $0.50 = 500 shares
Working out a position size. Three numbers decide how big a trade is: the account, the share of it put at risk, and the distance from entry to stop. One percent of $25,000 is a $250 budget, and a $0.50 stop divides into that 500 times.

Educational only, not advice. Spotted an error? Post in Site Feedback.