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Most shops call their VWAP-benched algo "VWAP". http://www.thetradenews.com/algorithmic-trading http://www.thetradenews.com/algorithmic-trading VWAP algos try

by wrong 16y ago

Most shops call their VWAP-benched algo "VWAP". http://www.thetradenews.com/algorithmic-trading http://www.thetradenews.com/algorithmic-trading VWAP algos try to beat VWAP over the order's timeframe, which is almost never the entire day.