VWAP
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FlexTrade: Best Buy-Side Algorithmic / DMA Product
Waters Technology Awards Trying to pinpoint the best algorithmic or direct market access (DMA) provider to the buy side is a lot like picking among multiple choice answers on a law school entrance exam: Almost …
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Themis Trading: Improving VWAP Performance
This morning’s note is intended to give a cursory refresher course on how VWAP works, talk about how typically our industry has gone about trying to improve VWAP performance, and finally to tell you how …