Volatility vs Risk

Discussion in 'Trading' started by ironchef, Jun 22, 2024.

  1. ironchef

    ironchef

    In general, the investment/trading community equate volatility to risk, at least to first order.

    Two questions for you:

    1. Do you agree?

    2. Over most 3 decades windows, QQQ > SPY. Does it mean the more volatile QQQ is not really higher risk?
     
  2. I see volatility as opportunity not risk.
     
  3. newwurldmn

    newwurldmn

    two basic definitions of risk:
    1. Markowitz : volatility = risk
    2. Graham and Dodd : permanent impairment of capital (a loss isn’t coming back)
     
    beginner66 and ironchef like this.
  4. ironchef

    ironchef

    OK. So volatility can be opportunity, what is risk in your view? Can you profit from risk?
     
  5. ironchef

    ironchef

    Is Markowitz correct?
     
  6. Businessman

    Businessman

    I think QQQ had a 83% drawdown in the last 3 decades. While SPY was around 50%.

    QQQ is higher reward and also higher risk
     
    Flynrider and murray t turtle like this.
  7. newwurldmn

    newwurldmn

    Depends on what’s appropriate for you.

    a 401k should think in graham terms.

    a pension fund should think in markowitz terms.
     
    ironchef likes this.
  8. tomkat22

    tomkat22

    To me high volatility just means a stock's price has the potential to move against you faster and harder. Doesn't mean it will but it has the potential to. I'm more interested in how volatility affects predictability. Does a stock's price become more predictable during a period of high volatility? Or less?
     
  9. mervyn

    mervyn

    buy the f*king dip
     
  10. You can profit from opportunity. :)

    I see QQQ and SPY as risk free investments...better than any bonds. The only risk is timing. I would never sell a position in either because of a drawdown...I would use an as opportunity to load up. :)

    I can't believe I missed this! Coincidence it bounced right on the .618 level right? Right lol.

    upload_2024-6-22_18-8-42.png

    For all you naysayers accusing of hindsight blah blah...my chart would have looked like this:

    upload_2024-6-22_18-13-47.png
     
    Last edited: Jun 22, 2024
    #10     Jun 22, 2024