Skip to content
Newsletter ·The Edge, Jason's market letter every Monday. Free.
Skip to content
build.logmembers=online.now=trades.logged=expectancy=net=
stats·Statistics & risk

Volatility

Standard deviation of returns. Realised (historical), implied (from options), or model-based (e.g., GARCH).

How the desk uses this

Statistics and risk terms like this one are the backbone of how the desk sizes positions and reports edge — not vibes, math.

Back to the full glossary