TWAP vs VWAP vs POV Orders Explained
TWAP vs VWAP vs POV orders: how each execution algorithm slices a trade, why VWAP front loads around the open, and what a 10% POV order does at lunch.
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What Is VWAP? Volume-Weighted Average Price
VWAP stands for volume-weighted average price. Definition: price times volume divided by total volume, reset daily. What it means on a real trading day.