Node reference

Inverse-Volatility Weight

Give calmer coins more weight.

Rev. 2026.06

Inverse-Volatility Weightuniverse
InputsOutputs
Selection
selection · selection
Volatility
vol · column
Inverse-Volatility Weight
Selection
selection · selection

What it does

Weights each chosen coin by one over its volatility (a column you wire), so each adds similar risk.

What happens

Used only inside a Universe. It runs at the universe's refresh or pick instants over every allowed coin, using only data that had closed by then, and its wires carry coin sets, per-coin columns or selections rather than one value per bar.

When to use

Books mixing majors and volatile altcoins.

Gotchas

  • Wire a volatility column into Volatility, not the score.