TWAP & VWAP - More important than you think

Execution algorithms and preventing market manipulation

In the previous article we visualized an orderbook in python.

In this article we are gonna look at the, in my opinion, most important indicators in all of quant finance, TWAP and VWAP.

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Table of Content

1. Technical Details

2. Market Manipulation

3. Execution Algorithms

4. Final Remarks

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Reminder:

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