Algos 101: VWAP

Category: Algos 101

This is the second post in our Algo Execution Educational 101 Series to help those interested in algorithmic execution understand how different types of algorithms work and the execution issues they’re intended to solve. This week we’re focusing on the VWAP algo. Strategy Name:   VWAP VWAP stands for Volume Weighted Average Price, and similar to how a TWAP enters […]

Algos 101: TWAP

Category: Algos 101

With automated trading and algorithmic execution strategies accounting for 85% of equities trading, its no secret algos have become a useful implementation tools in Futures markets. Algos have a lot going on from TWAP vs brISK, to implementation and slippage cost; and that’s just the tip of the ICEBERG. So what better way to educate […]