I am not able to get bold math symbols using context.
Details: I am using Tex-live 2012 distribution. Compiled using context main.tex which means I am using context mkiv. Log file shows the version as
ConTeXt ver: 2012.05.30.
UPDATE: Following MWE works with texexec i.e. context mkii.
MWE
%As suggested at contextgarden.net for getting bold math.
\definetypeface [boldmath] [mm] [boldmath] [latin-modern] [default]
\starttext
\startformula
\boldsymbol{\alpha} = \alpha
\stopformula
\stoptext