Some traders are now complaining that markets went from extreme low to very high volatility and the higher risk has had a negative impact on profitability due to it impact on position size. Specifically, most traders size position based on realized volatility. The Average True Range (ATR) indicator is a popular trader metric for measuring volatility. Year-to-date, the SPY ETF 14-day ATR has increased from 0.53% to 1.92%, based on closing prices, as shown in the chart below:
Add a Comment
Are you sure you want to block %USER_NAME%?
By doing so, you and %USER_NAME% will not be able to see any of each other's Investing.com's posts.
%USER_NAME% was successfully added to your Block List
Since you’ve just unblocked this person, you must wait 48 hours before renewing the block.