Intraday fills and VWAP: chasing a perfect-execution ceiling
Vectopian research from early Ruby (TQQQ, SQQQ, QQQ): sizing the perfect-timing ceiling, then exploring VWAP and 1-minute paths as an intraday layer on the daily algo.
Vectopian research from early Ruby (TQQQ, SQQQ, QQQ): sizing the perfect-timing ceiling, then exploring VWAP and 1-minute paths as an intraday layer on the daily algo.