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Standard Deviation

Statistical measure of price dispersion used to quantify volatility and assess risk around an average return.

Standard deviation is a statistical measure of the dispersion or variability of a set of values relative to its mean. In trading, it quantifies volatility and the risk associated with price movements in commodities, equities, or derivatives.

For example, in oil markets, high standard deviation of WTI prices indicates significant price fluctuations, affecting trading strategies and hedging decisions. Low standard deviation suggests a more stable market.

Traders use standard deviation to assess historical volatility, calculate value-at-risk (VaR), and optimize portfolio allocation. It also underpins technical indicators like Bollinger Bands and risk-adjusted metrics.

Understanding standard deviation allows market participants to quantify uncertainty, manage risk, and make informed trading and investment decisions, balancing potential rewards against exposure to volatility.

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