Time-Weighted Average Price
TWAP
What is the Volven TWAP?
TWAP stands for βtime-weighted average price" and is a well-known algorithmic trading strategy from traditional finance. Rather than executing a single market- or limit order, Volven TWAP distributes the trades across a given time period.
By predicting market movements, Volven TWAP aims to have the best execution possible, and a good execution is the holy grail of trading.
Cost-effective trade execution
We focus on developing strategies that provides long-term benefits for our clients. The TWAP aims to achieve the highest rate of passive trade execution, lowering your commissions and increasing spread capture. It holds the discretion to capture momentum, volume surprises and other predicitive movements.
How to place a Volven TWAP?
<<Youtube link to launch tutorial>>
Optional parameters
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