Sure, because nobody ever told you volatility isn’t just noise. The trick is to treat it like a data problem: clean the feed, lock in a tight stop‑loss, and use a dynamic position sizing algorithm that scales with the true variance, not your gut. Don’t forget to backtest across different regimes; the market will bite when you assume “more volatility = more profit.” And keep the execution cheap—slippage will eat whatever edge you build.

Sure, because the market loves a good villain. Just remember, if you can’t predict the volatility, at least make sure the algorithm doesn’t predict you.