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volatility-modeling

Volatility estimation, forecasting, and regime classification using GARCH, EWMA, realized volatility, and volatility cones

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# Volatility Modeling

Volatility — the magnitude of price fluctuations — is arguably the single most
important quantity in trading.  It drives position sizing, stop placement, option
pricing, and regime detection.  This skill covers estimation, forecasting, and
practical application of volatility in crypto markets.

## Why Volatility Matters

| Use Case | How Volatility Is Used |
|---|---|
| **Position sizing** | Scale position inversely with vol so each trade risks a consistent dollar amount |
| **Stop placement** | ATR-based stops widen in high-vol regimes, tighten in low-vol |
| **Strategy selection** | Mean-reversion works in low vol; momentum works in high vol |