International Journal For Multidisciplinary Research

E-ISSN: 2582-2160   •   Impact Factor: 9.24

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Volume 8 Issue 3
May-June 2026

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Capital and Risk Management Techniques for Trading Under High Volatility Conditions

Author(s) Mr. Bolek Aliya Orazbaikyzy
Country Kazakhstan
Abstract Effective capital and risk management helps sustain trading operations and ensures profitability during frequent and worldwide financial changes. This document gives a clear overview of various approaches to help manage markets experiencing volatility, particularly underlining the need for flexible strategies. The research is centered around three main areas: managing trade size based on volatility, using dynamic hedging, and applying flexible stop-loss approaches. Theorists in finance examine them by using data and applying the information to real-life cases that support better choices when the market is turbulent. Important data such as the Volatility Index (VIX), Average True Range (ATR), and GARCH models are examined to help with risk measurement. At the same time, methods such as the Kelly Criterion, volatility-based trading strategies, and behavioral Risk Management are used to boost the resilience of trading systems.

The financial crisis 2008 and the market downturn 2020 caused by COVID-19 show that institutions and individual investors can limit severe losses by being prepared, spreading their assets, and being psychologically intense. The paper further stresses that scenario planning, backtesting, and working on emotional control help create a trading strategy for volatile periods. Using emotions in the market and watching economic news can help traders handle sudden swings in the market. The study shows how trading systems that are disciplined, adaptable, and psychologically minded can handle capital and risks when there is high market volatility.
Keywords Keywords: Capital Preservation, Risk Exposure, Volatility, Position Sizing, Hedging
Field Mathematics > Economy / Commerce
Published In Volume 8, Issue 3, May-June 2026
Published On 2026-05-08
DOI https://doi.org/10.36948/ijfmr.2026.v08i03.53679
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