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Assume that the average historical volume follows the U-shaped pattern given in the table below. If you are using a VWAP strategy to buy 2,000
Assume that the average historical volume follows the U-shaped pattern given in the table below. If you are using a VWAP strategy to buy 2,000 shares, what is your target purchase size between 9:45 and 10:00? 9:30 9:45 10:00 10:15 10:30 Average volume 300 150 100 150 300 600 200 300
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