A threshold is set where $VGR > 2.0$. This indicates volume is double the historical average for that specific time slot.
A critical component of Quantcademy strategies is robust risk management. We recommend a portfolio-level volatility target of 10% annualized. Position sizing should be inversely proportional to the stock's ATR (Average True Range) to normalize risk across the portfolio. quantcademy
I spent the last two weeks digging into their syllabus, student testimonials, and industry reputation. Here is the unvarnished truth. A threshold is set where $VGR > 2