Categories

Algos 101: VWAP

Category: VWAP

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 […]