# Standard Deviation (STDDEV)

> QuantNexus indicator page for rolling price volatility.

**Route**: `/quantnexus/indicators/stddev/`

## What It Does

STDDEV measures how widely price is dispersed around a moving average.

## Formula

`STDDEV = sqrt(mean((price - moving average)^2))`

## Parameters

- `period` - default `20`
- `movav` - default `MovingAverageSimple`
- `safepow` - default `True`

## C++23 API

```cpp
#include <nonabt/indicators/stddev.hpp>
auto stddev = std::make_unique<nonabt::STDDEV>(data().close(), 20, "MovingAverageSimple", "True");
```

## Common Usage

- Use it as a volatility filter or risk input.
- Pair it with breakouts or band-based systems.
- Helpful when you need a normalized measure of dispersion.