News

7
Oct

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 we think the industry should go about trying to improve VWAP performance. History Volume Weighted Average Price (VWAP) institutional trading …

    How Can We Help?