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I spent the last two weeks digging into their syllabus, student testimonials, and industry reputation. Here is the unvarnished truth.
Sourcing high-quality data and scrubbing it for anomalies like survivorship bias, lookahead bias, or missing values. quantcademy
$$VGR_t = \fracVolume_t-15minAverageVolume_t-15min (20-day)$$ I spent the last two weeks digging into
| Metric | Result | | :--- | :--- | | | 14.2% | | Sharpe Ratio | 1.85 | | Sortino Ratio | 2.41 | | Max Drawdown | -6.2% | | Win Rate | 54.8% | | Profit Factor | 1.65 | quantcademy
Future research will explore the integration of Order Book Imbalance (Level 2 data) to refine the entry timing from the 15-minute mark down to the 5-minute mark.