Question
How will your hedge fund and pension fund clients react when you report their fills as being better or worse than the daily VWAP? A
How will your hedge fund and pension fund clients react when you report their fills as being better or worse than the daily VWAP?
A simpler execution strategy is called a Time Weighted Average Price TWAP which
involves buying an even number of shares at even intervals (i.e. 5000 shares every 30
seconds). What is the disadvantage of a TWAP vs VWAP order?
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College Mathematics For Business Economics, Life Sciences, And Social Sciences
Authors: Raymond Barnett, Michael Ziegler, Karl Byleen, Christopher Stocker
14th Edition
0134674146, 978-0134674148
