Risk & performance
Volatility
Also known as: vol
Volatility is the degree to which a price fluctuates over time, how large and how fast its moves are.
High volatility means bigger, faster swings (more opportunity and more risk); low volatility means calmer markets. It's commonly measured with ATR or standard deviation and is central to position sizing and stop placement.
Related terms
Build strategies around volatility without code — drag nodes onto the Algovex canvas, backtest, and export.
Build a strategy free →