Value at Risk (VaR)

VaR measures and quantifies the level of financial risk within a firm or investment portfolio over a specific time frame.  
It determines the (i) potential for loss in the asset, and (ii) the probability that the loss will occur. 


An explanation of how quickly the price of a market or instrument rises or falls. A highly volatile market can be risky for short-term investors as they risk buying at a peak or selling in a trough at a loss. 

Volume Weighted Average Price (VWAP) 

 A method of pricing an instrument accounting for the volume available to trade at a particular price.