Question
The table below shows an aggregated view of the trading volumes throughout the day grouped by execution prices as per the algorithmic trading strategy employed
The table below shows an aggregated view of the trading volumes throughout the day grouped by execution prices as per the algorithmic trading strategy employed by the algo trader. Examine which trading strategy amongst TWAP and VWAP would be beneficial for the trader and present your appropriate recommendations
| Price | 90.5 | 91 | 91.5 | 92 | 92.5 | 93 | 93.5 | 94 |
| Size | 25000 | 20000 | 15000 | 10000 | 30000 | 50000 | 40000 | 10000 |
| Trades | 5 | 3 | 2 | 2 | 4 | 5 | 4 | 2 |
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Fintech In Islamic Finance Theory And Practice
Authors: Umar A. Oseni, S. Nazim Ali
1st Edition
1138494801, 978-1138494800
