TWAP & VWAP - More important than you think
Execution algorithms and preventing market manipulation
In the previous article we visualized an orderbook in python.
Orderbook Visualization in Python
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In this article we are gonna be visualizing a LOB in python using matplotlib. In one of the next articles I’m gonna be collabing with TaiwanQuant to create a python library that let’s you visualize orderbooks in real time using OpenGL! Stay tuned for that and keep in mind that the summer sale is running until the end of august: https://www.vertoxquant.com…
In this article we are gonna look at the, in my opinion, most important indicators in all of quant finance, TWAP and VWAP.
Table of Content
Technical Details
Market Manipulation
Execution Algorithms
Final Remarks
Reminder:
The summersale is ending in 3 days. Here is the discount link: https://www.vertoxquant.com/50cb9c2e